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Seguro de depósitos y comportamiento bancario: un análisis basado en la teoría de opciones

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  • Suárez Bernaldo de Quirós, F. Javier

Abstract

La presencia de un sistema de garantía de depósitos puede conducir a los bancos a la adopción de riesgo excesivo. Este trabajo, explotando la interpretación del seguro de depósitos como una opción de venta, analiza el comportamiento bancario individual bajo diferentes formas de regulación. Se demuestra que con primas actuarialmente justas el seguro de depósitos no produce distorsiones. Por el contrario, la regulación tradicional (primas constantes y coeficientes de solvencia constantes o selectivos) tiene una incidencia sobre las decisiones del banco que es posible cuantificar.

Suggested Citation

  • Suárez Bernaldo de Quirós, F. Javier, 1992. "Seguro de depósitos y comportamiento bancario: un análisis basado en la teoría de opciones," DE - Documentos de Trabajo. Economía. DE 3019, Universidad Carlos III de Madrid. Departamento de Economía.
    • Handle: RePEc:cte:derepe:3019
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    Keywords

    Teoría bancaria;

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