存款保险研究新进展:定价和制度效应  

New Development of Deposit Insurance Study:Pricing and Institutional Effects

作　　者：明雷[1] 秦晓雨 朱红 MING Lei;QIN Xiaoyu;ZHU Hong(College of Finance and Statistics, Hunan University,Changsha,Hunan 410079,China;Postdoctoral research station of China Construction Bank,Beijing 100032,China)

机构地区：[1]湖南大学金融与统计学院,湖南长沙410079 [2]中国建设银行博士后科研工作站,北京100032

出　　处：《财经理论与实践》2019年第6期39-46,共8页The Theory and Practice of Finance and Economics

基　　金：国家自然科学基金重大项目(71790593);国家自然科学基金应急管理项目(71850006);国家自然科学基金青年项目(71903051)。

摘　　要：存款保险制度的主要作用是应对挤兑风险,加强公众对银行体系的信心。通过对现有关于存款保险定价和存款保险制度效应的文献进行梳理发现:基于期权定价法的存款保险定价方法虽较少在实践层面应用,但促进了存款保险制度的完善;存款保险制度受金融环境、制度设计及银行自身等影响而产生不同的效应,良性的制度运转与金融体系的完善相辅相成。未来的研究将着重考虑中小银行费率的厘定及存款保险制度与金融安全网之间的协同作用。The purpose of the deposit insurance system is to cope with the bank run crisis and strengthen the public's confidence in the banking system.The existing literature is reviewed and studied from the perspective of the pricing of deposit insurance and the effect of deposit insurance system.Although the current pricing method of deposit insurance is less applied in practice,it promotes the perfection of the system.The deposit insurance system is influenced by the financial environment,system design and the bank itself,and the benign system operation is complementary to the improvement of the financial system.The study will focus on the rate determination of small and medium-sized banks and the synergy between the deposit insurance system and the financial safety net.

关 键 词：期权定价法 预期损失定价 公平的存款保险 道德风险 金融稳定效应 

分 类 号：F840.682[经济管理—保险]