我国地方性商业银行存款保险定价研究——基于预期损失定价模型的分析  

An Empirical Study of Local Corporate Financial Institutions Deposit Insurance Pricing:Based on the Pricing Model with Expected Loss

作　　者：魏修建[1] 李思霖[1] 王聪[2] 

机构地区：[1]西安交通大学经济与金融学院,陕西西安710061 [2]西北大学经济管理学院,陕西西安710127

出　　处：《经济问题》2014年第11期44-48,62,共6页On Economic Problems

基　　金：国家社科基金项目"中国特色自主创新道路的金融推动机制研究"(12CJL005)

摘　　要：随着我国经济和金融的不断发展,建立适合国情的存款保险制度已非常迫切。虽然存款保险制度存在逆向选择及道德风险,但是研究表明:合适的存款保险定价可以减少自身存在的问题,给金融机构的稳健经营带来更大保障。选择地方性商业银行作为研究样本,采用BP神经网络及D-S证据理论相结合的方法,用预期损失定价模型来计算存款保险费率,对这些金融机构的信用等级进行简单评定,并结合国内外相关经验给出预期损失率,从而得出存款保险费率。With the continuous development of China＇ s economy and finance, it is very important that timely establishment of a deposit insurance system. Although the existence of adverse selection and moral hazard of deposit insurance system, but studies show that appropriate pricing of deposit insurance can reduce their own problems, to the sound operation of institutions to bring greater protection. This paper select corporate institutions in Shaanxi Province as samples, using BP neural network and DS evidence theory combined with each method, choice of pri- cing model to calculate the expected loss of the deposit insurance premium rates of these financial institutions a sim- ple credit rating assessment, combined with experience abroad gives the expected loss rate, to arrive at the deposit insurance rates.

关 键 词：地方性商业银行 存款保险制度 预期损失定价模型 

分 类 号：F832.1[经济管理—金融学]