利率定价行为再审视:基于存款保险介入监管的视角  

Re-examination on the Behavior of Interest Rate Pricing:From the Perspective of Deposit Insurance Interfering in Supervision

作　　者：陈荣[1] Chen Rong

机构地区：[1]福建师范大学经济学院

出　　处：《经济研究参考》2025年第2期89-112,共24页Review of Economic Research

基　　金：国家自然科学基金青年项目“交易者异质性、利率非理性波动与央行利率走廊机制建设”(No.71703165)。

摘　　要：随着利率市场化改革的深化,我国信贷市场出现高息揽储等非理性利率定价行为。商业银行利率定价行为与存款保险基金安全、保护金融消费者权益密切相关。加强对商业银行利率定价行为的监测与管理是存款保险管理机构的重要职责。首先,本文从行为经济学理论出发,分析我国存款保险管理机构介入商业银行利率定价行为监管的必要性和主要特征。其次,结合演化博弈理论和Matlab软件数值模拟分析发现,商业银行利率定价行为、存款保险管理机构监管策略选择取决于各种策略的净收益。再次,运用系统动力学方法和Matlab软件进行数值仿真分析发现,商业银行非理性利率定价增量净收益越低、存款保险风险差别费率和风险识别率越高,商业银行会趋向于选择理性利率定价;随着外部问责压力增大,存款保险管理机构将会提高对商业银行非理性利率定价行为的监管强度。最后,结合研究结论就存款保险管理机构加强对商业银行利率定价行为监管提出相关政策建议。With the deepening of interest rate liberalization reform,irrational interest rate pricing behaviors such as high-interest solicitation have emerged in China's credit market.The interest rate pricing behavior of commercial banks is closely linked to the security of deposit insurance funds and the protection of financial consumers' rights and interests.Therefore,it is incumbent upon deposit insurance to enhance monitoring and management of commercial banks' interest rate pricing behavior.Firstly,drawing from behavioral economics theory,this paper analyzes the main characteristics and necessity for China's deposit insurance management institution to be involved in supervising commercial banks' interest rate pricing behavior.Secondly,through a combination of evolutionary game theory and numerical simulation analysis,it is determined that commercial banks' interest rate pricing behavior and regulatory strategy choices by deposit insurance management institutions depend on net income from various strategies.Thirdly,utilizing system dynamics method and Matlab software for numerical simulation analysis,it reveals that as incremental net return from irrational interest rate pricing decreases,an increase in the differential risk rates for deposit insurance as well as recognition rates for risks,consequently leading commercial banks towards rational interest rate pricing choices.With mounting external accountability pressure,deposit insurance authorities will intensify regulation against irrational interest rate pricing behaviors exhibited by commercial banks.Fourthly,based on the research conclusions,this paper puts forward relevant policies to strengthen the supervision of interest rate pricing behavior of commercial banks by deposit insurance authorities.

关 键 词：存款保险 演化博弈 利率定价行为 

分 类 号：F821[经济管理—财政学]