Scientific discussions have emphasized that the main problem with the current deposit insurance system is that the current system does not evaluate the risks that banks assume to calculate the deposit insurance premiums in many countries of the European Union (E.U.). Thus, the prevailing system does not safeguard a sufficient level of stability in the banking system. Scientific studies show that the deposit insurance system should consider not only the risk indicators for individual banks, but it must also consider the systemic risk of banks that affects the stability of the banking system. Hence, the question arises as to whether measurements of systemic risk in a common E.U. risk-based deposit insurance system are a formal necessity or if they are a value-adding process. Expanding the discussion of scientists, this article analyzes how contributions to insurance funds would change the banks of Lithuania following the introduction of the E.U.’s overall risk-based deposit insurance system and after taking into consideration the additional systemic risk. The research results that were obtained provide evidence that the introduction of a risk-based deposit insurance system would redistribute payments to the deposit insurance fund between banks operating in Lithuania, and, thereby, would contribute to a reduction in the negative effects of the deposit insurance system and would improve the stability in the financial system.

The financial crisis has shown that the deposit insurance system did not help to maintain depositors’ confidence and financial stability for the whole banking sector. In order to ensure equal protection to depositors in all European Union countries, the European Commission presented the common European Union risk-based deposit insurance system model in 2015. In this model, the individual risk of each bank should be measured. However, there are discussions in scientific literature that the amount of systemic risk of the banks should be measured. In the current economy it is very important to measure the arising amount of systemic risk in the banking sector, but even the new E.U. common deposit insurance system model of 2015 does not take systemic risk assessment into account. The aim of the research is to evaluate the risk-based common European deposit insurance system impact on deposit insurance premiums to Lithuanian banks: not only individual banks’ risks, but the systemic risk as well. The most appropriate systemic risk assessment method was selected according to different scientific researchers and strong Lithuanian banking sector concentration. The results showed that inclusion of the systemic risk assessment in risk-based deposit insurance system helps to have more accurate bank risk assessment.

Interest rates play an important role in promoting business activity and all country’s economic development. The aim of this work is to identify determinants of non-financial corporations’ loan interest rates in Lithuania. Methods used in the analysis are: systematic analysis of the scientific literature, correlation analysis, statistical research and graphical analysis methods. The results showed that in the analyzed 2005–2014 mid period loans of non-financial corporations residue was mainly in euros. It may be related to the average interest rates of loans, which the entire analyzed period taking out loans in euros was 0.36 to 4.90 percent point less than taking out loans in litas. Analyzing new issued loans to non-financial corporations, it was found that almost the entire analyzed period, new loans (up to one year) was more issued in euros. There was also found that the strongest impact on Lithuanian non–financial corporations’ lending interest rates makes the ECB interest rates to non–financial corporations.