•  
  •  
 

ORCID

Agnieszka Wysocka: 0000-0002-4197-3429

Keywords

Financial Institution, Liquidity Risk, Deposit Insurance

Abstract

The paper documents cross-country variation in the relationship between the deposit insurance scheme and liquidity risk in banks and explores the banking sector specific and macroeconomic determinants that can explain the variation. There is a lack of articles exploring the phenomenon in Europe, authors studying the issue focus on the United States and other parts of the world, so it is difficult to apply their results to Europe. The results of their research are also ambiguous. Using data from 28 countries of the European Economic Area by means of panel regression calculated with the use of GLS estimator with random effects, I established that an increase in deposit insurance coverage reduces the risk of liquidity. The study provides new information to help evaluate deposit insurance schemes across EEA countries.

First Page

114

Last Page

136

Page Count

23

Received Date

1 October 2022

Revised Date

2 July 2023

Accept Date

30 August 2023

Online Available Date

11 September 2023

DOI

10.7172/2353-6845.jbfe.2023.1.6

JEL Code

G01; G21; G22; G28

Publisher

University of Warsaw

Share

COinS