风险管理视角下的存款保险费率均衡研究  

Deposit Insurance Rates Equilibrium Research from the Perspective of Risk Management

作　　者：王海巍[1,2] 

机构地区：[1]东北财经大学金融学院,辽宁大连116025 [2]中国农业银行股份有限公司,北京100005

出　　处：《金融经济学研究》2014年第3期25-33,共9页Financial Economics Research

摘　　要：结合精算原理基本思想,研究基于风险管理的均衡费率选取问题,通过建立数理模型分析银行、存款人、保险机构主体如何适应市场环境变化。研究发现,当系统性银行风险增加时,通常会引致全部保险范围扩大及保费提高；储户要求的直接风险补偿越高,保险范围和保费越少；提高投资组合风险的银行将承担更多决策成本。建议中国存款保险采用动态均衡的费率方式,完善金融市场信息透明度,同时应从制度设计、信息披露等方面加强监管,以防范道德风险。With the reform of China＇s financial industry development,while after The Third Plenary Session of the eighteen,an important decision of our government about financial reform has done,which has clearly put forward the establishment of a deposit insurance system to improve the financial market withdrawal mechanism. It is inadvisable to formulate a unified rate,since there exist great differences in the asset scale and capital flow in the Commercial Banks of our country. Therefore,by learning from the foreign experiences,relatively rational and flexible deposit insurance premium should be researched to select the rate form to handle the problem. From the perspective of risk analysis,this paper built models, studied the equilibrium of rate,and took the prevention of moral risk into consideration.

关 键 词：存款保险 费率均衡 风险管理 银行存款 道德风险 

分 类 号：F840.68[经济管理—保险]