基于RV模型的我国存款保险费率模拟测算  

The Simulated Estimation of China's Deposit Insurance Premiums Based on Ronn-Verma Model

作　　者：游桂云[1,2] 桑丹丹[1] 张蕾[1] 赵智慧[1] 

机构地区：[1]中国海洋大学经济学院,山东青岛266100 [2]对外经济贸易大学保险学院,北京100029

出　　处：《中国海洋大学学报（社会科学版）》2011年第4期38-41,共4页Journal of Ocean University of China(Social Sciences)

基　　金：中国博士后科学基金项目"环境污染责任保险经营模式选择与定价研究"(20100480009)

摘　　要：虽然目前我国尚未建立存款保险制度,但从长远来看,存款保险制度的建立势在必行。合理的存款保险定价是存款保险的核心内容,如果定价不当就易引发道德风险、逆向选择等问题。文章以中央汇金公司对我国国有银行和股份制商业银行的注资额为基础求得更符合我国实际的监管宽容系数,并运用Ronn-Verma方法对我国的存款保险费率进行了模拟测算。测算结果表明我国国有银行的保险费率普遍低于股份制银行和城市商业银行,但并不能绝对化,存款保险费率的确定要综合考虑银行的风险和经营能力。So far deposit insurance system has not been established in China,but in the long run,it will be very imperative to establish it.Reasonable pricing of deposit insurance is the core of deposit insurance,and improper pricing may have caused some negative effects,such as moral hazard and adverse selection problems.This study employs Ronn-Verma model to simulate the deposit insurance premiums in our country.The capital injection amount of Huijin Company is adopted as the weighted coefficient to obtain the regulatory forbearance,because the specific bank data in China conforms to China＇s regulatory forbearance situation.Results show that the deposit insurance premiums of state-owned banks are lower than joint-stock banks and city commercial banks,but it is not absolute.Therefore,we should consider the risks and viability of banks when we price the deposit insurance.

关 键 词：RV模型 保险费率 银行风险 

分 类 号：F840.69[经济管理—保险]