本文選題：存款保險(xiǎn)　切入點(diǎn)：費(fèi)率定價(jià)　出處：《上海社會(huì)科學(xué)院》2014年碩士論文

【摘要】：存款保險(xiǎn)制度是金融安全網(wǎng)的重要組織部分,對(duì)于其保護(hù)存款人利益和維護(hù)金融體系安全穩(wěn)定的作用,學(xué)術(shù)界已經(jīng)達(dá)成一定的共識(shí)。但是目前學(xué)術(shù)界對(duì)我國(guó)是否應(yīng)該建立存款保險(xiǎn)制度以及如何建立存款保險(xiǎn)制度,依然存在很多的爭(zhēng)議。本文的研究在于明確我國(guó)應(yīng)當(dāng)并且具備現(xiàn)實(shí)條件來(lái)推行存款保險(xiǎn),并且從費(fèi)率設(shè)計(jì)和制度設(shè)計(jì)兩方面來(lái)研究如何建立這項(xiàng)制度。 本文首先對(duì)存款保險(xiǎn)的理論基礎(chǔ)進(jìn)行了敘述,介紹存款保險(xiǎn)的基本概念,梳理了銀行擠兌理論、脆弱性理論、危機(jī)傳染性理論,用博弈論模型說(shuō)明存款保險(xiǎn)與銀行擠兌的關(guān)系,從理論上分析存款保險(xiǎn)的積極功能和負(fù)面效用。其次,分析了我國(guó)目前隱性存款保險(xiǎn)制度的弊端,從必要性和可行性兩方面明確了我國(guó)應(yīng)當(dāng)盡快建立顯性存款保險(xiǎn)制度。接著,對(duì)存款保險(xiǎn)的核心問(wèn)題,費(fèi)率定價(jià)進(jìn)行了研究。對(duì)經(jīng)典的存款保險(xiǎn)定價(jià)模型逐一介紹,分別用Merton模型和預(yù)期損失模型對(duì)我國(guó)商業(yè)銀行的存款保險(xiǎn)費(fèi)率進(jìn)行實(shí)證測(cè)算,分析得出我國(guó)應(yīng)該推行風(fēng)險(xiǎn)等級(jí)劃分的差別費(fèi)率制。最后,在借鑒國(guó)外經(jīng)驗(yàn)的基礎(chǔ)上,結(jié)合我國(guó)國(guó)情,對(duì)存款保險(xiǎn)的機(jī)構(gòu)設(shè)置、保險(xiǎn)基金融資和投資、參保方式、保險(xiǎn)范圍和對(duì)問(wèn)題銀行處理等制度要素作出具體安排,并且在相關(guān)配套措施方面,提出加快建設(shè)存款保險(xiǎn)法律體系、完善信息披露機(jī)制、提高公眾保險(xiǎn)意識(shí)的政策建議。
[Abstract]:Deposit insurance system is an important part of the financial safety net. The academic community has reached a certain consensus on its role in protecting the interests of depositors and maintaining the security and stability of the financial system.However, there are still many controversies about whether or not to establish deposit insurance system and how to establish deposit insurance system.The research of this paper is to make it clear that our country should and have the realistic condition to carry out the deposit insurance, and to study how to establish this system from the two aspects of the rate design and the system design.This paper first describes the theoretical basis of deposit insurance, introduces the basic concepts of deposit insurance, combs the theory of bank runs, vulnerability theory, crisis contagion theory, and explains the relationship between deposit insurance and bank runs with game theory model.This paper theoretically analyzes the positive function and negative effect of deposit insurance.Secondly, it analyzes the malpractice of the recessive deposit insurance system in our country, and clarifies that we should establish the explicit deposit insurance system as soon as possible from the aspects of necessity and feasibility.Then, the paper studies the core problem of deposit insurance, rate pricing.This paper introduces the classic deposit insurance pricing model one by one, and uses Merton model and expected loss model to measure the deposit insurance rate of commercial banks in China, and concludes that China should carry out the differential rate system of risk classification.Finally, on the basis of drawing lessons from foreign experience and combining with the national conditions of our country, we make specific arrangements for the institutional setting of deposit insurance, the financing and investment of insurance funds, the way of participating in insurance, the scope of insurance and the handling of problem banks, and so on.And in the relevant supporting measures, this paper puts forward some policy suggestions on speeding up the construction of deposit insurance legal system, perfecting the information disclosure mechanism and raising the public insurance consciousness.
【學(xué)位授予單位】：上海社會(huì)科學(xué)院
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.1;F842.6

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