经济问题
經濟問題
경제문제
On Economic Problems
2014年
11期
44~48
,共null页
地方性商业银行 存款保险制度 预期损失定价模型
地方性商業銀行 存款保險製度 預期損失定價模型
지방성상업은행 존관보험제도 예기손실정개모형
local corporate financial institutions; deposit insurance system;pricing model with expected loss
随着我国经济和金融的不断发展,建立适合国情的存款保险制度已非常迫切。虽然存款保险制度存在逆向选择及道德风险,但是研究表明：合适的存款保险定价可以减少自身存在的问题,给金融机构的稳健经营带来更大保障。选择地方性商业银行作为研究样本,采用BP神经网络及D-S证据理论相结合的方法,用预期损失定价模型来计算存款保险费率,对这些金融机构的信用等级进行简单评定,并结合国内外相关经验给出预期损失率,从而得出存款保险费率。
隨著我國經濟和金融的不斷髮展,建立適閤國情的存款保險製度已非常迫切。雖然存款保險製度存在逆嚮選擇及道德風險,但是研究錶明：閤適的存款保險定價可以減少自身存在的問題,給金融機構的穩健經營帶來更大保障。選擇地方性商業銀行作為研究樣本,採用BP神經網絡及D-S證據理論相結閤的方法,用預期損失定價模型來計算存款保險費率,對這些金融機構的信用等級進行簡單評定,併結閤國內外相關經驗給齣預期損失率,從而得齣存款保險費率。
수착아국경제화금융적불단발전,건립괄합국정적존관보험제도이비상박절。수연존관보험제도존재역향선택급도덕풍험,단시연구표명：합괄적존관보험정개가이감소자신존재적문제,급금융궤구적은건경영대래경대보장。선택지방성상업은행작위연구양본,채용BP신경망락급D-S증거이론상결합적방법,용예기손실정개모형래계산존관보험비솔,대저사금융궤구적신용등급진행간단평정,병결합국내외상관경험급출예기손실솔,종이득출존관보험비솔。
With the continuous development of China＇ s economy and finance, it is very important that timely establishment of a deposit insurance system. Although the existence of adverse selection and moral hazard of deposit insurance system, but studies show that appropriate pricing of deposit insurance can reduce their own problems, to the sound operation of institutions to bring greater protection. This paper select corporate institutions in Shaanxi Province as samples, using BP neural network and DS evidence theory combined with each method, choice of pri- cing model to calculate the expected loss of the deposit insurance premium rates of these financial institutions a sim- ple credit rating assessment, combined with experience abroad gives the expected loss rate, to arrive at the deposit insurance rates.
