CAJ | 학술논문

构建了存款人异质信念下存款保险制度的存款稳定效应测算模型.首先刻画了具有异质信念的资金持有者的决策模式及正常经济形势下投保前后银行系统存款规模的变化,以此度量正常经济形势下存款保险的存款稳定效应;其次,计算隐性存款保险制度和显性存款保险制度下极端事件发生后银行系统的存款流失率,以二者之差度量极端事件发生后显性存款保险制度的存款稳定效应.最后,为验证模型效果,对投保比例及其他各参数变化的若干情景进行了模拟分析.结果表明：存款保险的稳定效应与投保比例正相关;经济形势越不稳定、银行系统信息透明度越高,存款保险的存款稳定效应越显著.
구건료존관인이질신념하존관보험제도적존관은정효응측산모형.수선각화료구유이질신념적자금지유자적결책모식급정상경제형세하투보전후은행계통존관규모적변화,이차도량정상경제형세하존관보험적존관은정효응;기차,계산은성존관보험제도화현성존관보험제도하겁단사건발생후은행계통적존관류실솔,이이자지차도량겁단사건발생후현성존관보험제도적존관은정효응.최후,위험증모형효과,대투보비례급기타각삼수변화적약간정경진행료모의분석.결과표명：존관보험적은정효응여투보비례정상관;경제형세월불은정、은행계통신식투명도월고,존관보험적존관은정효응월현저.
A model is proposed to measure the deposit stabilization effect of deposit insurance under heterogeneous beliefs of depositors. Firstly, the decision making process of depositors with heterogeneous beliefs is given. The stabilization effect of deposit insurance under normal economic situation is measured by comparing the deposit scale of insured banking system with that of the system without deposit insurance. Secondly, the deposit running off degrees under extreme events, with explicit and implicit deposit insurance, are computed respectively. And the difference between them is calculated to measure the stabilization effect of explicit deposit insurance. Finally, several scenarios with varying parameters are constructed to test the model. The results show that it is positively correlated between the stabilization effect of deposit insurance and the insured proportion. The stabilization effect is more significant when the economic situation becomes worse or the banking system is of more information transparency.