Is Fairly Priced Deposit Insurance Possible?

A-Tier
Journal: Journal of Finance
Year: 1992
Volume: 47
Issue: 1
Pages: 227-45

Authors (3)

Chan, Yuk-Shee (not in RePEc) Greenbaum, Stuart I (not in RePEc) Thakor, Anjan V (Washington University in St. L...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The authors analyze risk-sensitive, incentive-compatible deposit insurance in the presence of private information and moral hazard. Without deposit-linked subsidies, it is impossible to implement risk-sensitive, incentive-compatible deposit insurance pricing in a competitive, deregulated environment except when the deposit insurer is the least risk averse agent in the economy. The authors establish this formally in the context of an insurance scheme in which privately informed depository institutions are offered deposit insurance premia contingent on reported capital; the result holds for alternative sorting instruments as well. This suggests a contradiction between deregulation and fairly priced, risk-sensitive deposit insurance. Copyright 1992 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:47:y:1992:i:1:p:227-45
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25