基于风险分析的银行存款保险费率研究

建立存款保险制度已是我国目前金融改革的重点工作,所以,借鉴国外先进经验,合理厘定保险费率,防范银行的道德风险和逆选择极具现实意义。可以从风险分析角度出发,结合理论模型分析存款保险制度框架下的银行倒闭原因、储户决策、银行主体以及保险机构,引入约束条件检验效用结果。研究结果表明:伴随我国中小银行的大量兴起,金融风险日益加大,而银行挤兑的发生也势必会对金融市场带来巨大冲击。因此,建立适合我国的存款保险制度势在必行,需从风险管理角度、费率模型方案选取、制度施行约束条件、监管体系运作机制等方面入手。

On Bank Deposit Insurance Rates Based on Risk Analysis

The establishment of deposit insurance system has been the focus of the work of China＇ s financial re- form. Learning from foreign advanced experiences, determining premium rate reasonably, preventing moral hazard and adverse selection will be of great practical significance, combining with theoretical model, analysis of bank runs, depositors decisions, banks and insurance agencies, the introduction of constraint to test the effectiveness of the results. Accompanying with growing of small and medium banks, financial risks growing wider, and the occur- rence of bank runs, it is bound to give a huge impact on the financial markets. Therefore, the establishment of a deposit insurance system suitable for China is imperative. Requiring considerations are carried from perspectives of risk management, rate models selected, systems implementation constraints, operation of the regulatory system and so on.