存款保险制度采用与设计的影响因素分析  

An Analysis of the Factors that Influence the Adoption and Design of Deposit Insurance System

作　　者：常一鸣 赵尚梅[1] 杨海军[1] 贺江 胡飞 吴江[3] Chang Yiming;Zhao Shangmei;Yang Haijun;He Jiang;Hu Fei;Wu Jiang(School of Economics and Management,Beihang University,Beijing 100191;Institute of Market and Price,National Development and Reform Commission,Beijing 100038;The Office of the Board of Directors and Supervisors,China Minsheng Banking Corp.,Ltd.,Beijing 100031)Abstract:This paper uses Weibull model,Cox proportional hazard model,Probit model and Heckman two-step model to study the)

机构地区：[1]北京航空航天大学经济管理学院,北京100191 [2]国家发展和改革委员会市场与价格研究所,北京100038 [3]中国民生银行董监事会办公室,北京100031

出　　处：《管理评论》2019年第11期44-59,共16页Management Review

基　　金：国家自然科学基金面上项目(71373017; 70973007)

摘　　要：本文利用1960-2015年189个国家和地区的久期型数据构建了新的存款保险影响因素及道德风险指数体系,通过使用Weibull模型,Cox比例风险模型,Probit模型,Heckman二阶段选择模型,研究关于存款保险采用与设计的影响因素问题。研究表明,在私人和公共利益的相互作用影响下,宏观经济状况、银行的结构和业务范围、银行监管、政治和法律制度、人口及外部压力等因素影响着一个国家内部不同利益体,同时也影响着建立与设计存款保险制度从博弈到缔约的整个过程,进而影响一个国家采用存款保险制度的可能性、存款保险设计的宽容程度以及存款保额的大小。This paper uses Weibull model,Cox proportional hazard model,Probit model and Heckman two-step model to study the public interest and private interest problems of deposit insurance adoption and design with the data of 189 countries and regions in 1960-2015 under the new influence factors and moral hazardous index system. The results show that the macroeconomic situation,banks’ structure,business scope,banking supervision,political factors,legal system,population and external stress can affect different interests within a country for setting up deposit insurance system,and furthermore,they affect the possibility of adopting the deposit insurance system,the tolerance and the coverage limit of the scheme under the influence of the interaction of private and public interests.

关 键 词：政治经济学 公众利益与私人利益理论 风险模型 Heckman二阶段选择模型 

分 类 号：F83[经济管理—金融学]