RISK-BASED CONTRIBUTION IN DEPOSIT GUARANTEE SCHEMES: A ROBUST PRINCIPAL COMPONENT ANALYSIS IN KEY RISK FACTORS’ WEIGHTING STEP
This paper investigates the method for calculating funding banks must provide to Deposit Guarantee Schemes (DGSs) according to the “ex-ante” and “risk-based” criteria introduced by Directive 2014/49/EU (DGSD). We aim to further support the existing documents providing an approach to identify risk in...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
World Scientific Publishing
2024-12-01
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| Series: | Journal of Financial Management, Markets and Institutions |
| Subjects: | |
| Online Access: | https://www.worldscientific.com/doi/10.1142/S2282717X24500038 |
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