Over the past decade the Basel Committee on Banking Supervision (the Basel Committee) has released a number of consultative documents discussing the management and supervision of the interest rate risk inherent in a bank’s balance sheet. The Committee’s most recent release on this topic forms part of the proposed New Basel Capital Accord (the New Accord), which comes into effect in 2007, and de...

This empirical study examines how the public makes decisions to place deposits among different banks and over time in the Colombian banking system. Recent studies suggest that in several Latin American countries, depositors exhibit significant responsiveness to performance indicators. With our specification, we set out to control for a more comprehensive set of risk/return factors, and thus con...

We investigate the effectiveness of initiating deposit insurance at the outset of a banking crisis. Using a conjoint analysis approach that allows us to consider the simultaneous impact of multiple deposit insurance attributes and various counterfactuals, we ask a multinational sample of respondents how they would view hypothetical account profiles following the failure of a large competing ban...