CAJ | 학술논문

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。
수연목전아국상미건립존관보험제도,단종장원래간,존관보험제도적건립세재필행。합리적존관보험정개시존관보험적핵심내용,여과정개불당취역인발도덕풍험、역향선택등문제。문장이중앙회금공사대아국국유은행화고빈제상업은행적주자액위기출구득경부합아국실제적감관관용계수,병운용Ronn-Verma방법대아국적존관보험비솔진행료모의측산。측산결과표명아국국유은행적보험비솔보편저우고빈제은행화성시상업은행,단병불능절대화,존관보험비솔적학정요종합고필은행적풍험화경영능력。
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 regulatory forbearance,because the specific bank data in China conforms to China＇s regulatory forbearance situation.Results show that the deposit insurance premiums of state-owned banks are lower than joint-stock banks and city commercial banks,but it is not absolute.Therefore,we should consider the risks and viability of banks when we price the deposit insurance.