The processes in the financial markets in the last years revealed the new research directions in the risk for market actors valuation area. Globalization processes and their impact on a country's financial system stability affects banking system not only with the clear macroeconomic indicators, but also with the panic and uncertainty of resources providers – depositors. Deposit coverage insurance limit increase as risk management tool for Baltic States banking system stability in the period of 2005–2009 was implemented. These actions helped commercial banks, participating in deposit insurance system, to keep their credit ratings and financial stability. However, the main concern is about whether this tool is more theoretical or practical for maintaining stability of the banking system, and what influence to macroeconomic factors make deposits sum in country's banks.