Capitalization of the Bank Insurance Fund

Topics:
Financial Regulations
Tags:
Bank,
FDIC,
Financial Services
Source:
Federal Deposit Insurance Corp.

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Overview: A two-state Markov-switching model is estimated to characterize the time series behavior of disbursements from the Bank Insurance Fund (BIF). The estimated model is used to project future disbursements, and these projected disbursements are used to estimate the likelihood of insolvency as well as the likelihood of the BIF falling below two different minimum reserve ratios. The simulation results confirm that the current funding arrangement— an assessment rate of 23 basis points with a 1.25 percent required reserve ratio— is sufficient to maintain BIF solvency if one assumes that the prior history of losses is a good indicator of future losses.

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Format: PDF | Size: 122KB | Date: Jan 1998 | Pages: 39

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