| 基于RV模型的我国存款保险费率模拟测算 |
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| 引用本文： | 游桂云,桑丹丹,张蕾,赵智慧. 基于RV模型的我国存款保险费率模拟测算[J]. 中国海洋大学学报(社会科学版), 2011, 0(4): 38-41 |
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| 作者姓名： | 游桂云 桑丹丹 张蕾 赵智慧 |
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| 作者单位： | 1. 中国海洋大学经济学院,山东青岛266100;对外经济贸易大学保险学院,北京100029
2. 中国海洋大学经济学院,山东青岛,266100 |
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| 基金项目： | 中国博士后科学基金项目“环境污染责任保险经营模式选择与定价研究” |
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| 摘 要： | 虽然目前我国尚未建立存款保险制度,但从长远来看,存款保险制度的建立势在必行。合理的存款保险定价是存款保险的核心内容,如果定价不当就易引发道德风险、逆向选择等问题。文章以中央汇金公司对我国国有银行和股份制商业银行的注资额为基础求得更符合我国实际的监管宽容系数,并运用Ronn-Verma方法对我国的存款保险费率进行了模拟测算。测算结果表明我国国有银行的保险费率普遍低于股份制银行和城市商业银行,但并不能绝对化,存款保险费率的确定要综合考虑银行的风险和经营能力。
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| 关 键 词： | RV模型 保险费率 银行风险 |
The Simulated Estimation of China's Deposit Insurance Premiums Based on Ronn-Verma Model |
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| You Guiyun,Sang Dandan,Zhang Lei,Zhao Zhihui. The Simulated Estimation of China's Deposit Insurance Premiums Based on Ronn-Verma Model[J]. Journal of Ocean University of China, 2011, 0(4): 38-41 |
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| Authors: | You Guiyun Sang Dandan Zhang Lei Zhao Zhihui |
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| Affiliation: | You Guiyun1,2,Sang Dandan1,Zhang Lei1,Zhao Zhihui1(1.College of Economics,Ocean University of China,Qingdao 266100,China,2.School of Insurance and Economics,University of International Business and Economics,Beijing 100029,China) |
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| Abstract: | So far deposit insurance system has not been established in China,but in the long run,it will be very imperative to establish it.Reasonable pricing of deposit insurance is the core of deposit insurance,and improper pricing may have caused some negative effects,such as moral hazard and adverse selection problems.This study employs Ronn-Verma model to simulate the deposit insurance premiums in our country.The capital injection amount of Huijin Company is adopted as the weighted coefficient to obtain the regul... |
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| Keywords: | Ronn-Verma model deposit insurance premiums banking risks |
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