本文選題：存款保險　切入點：費率定價　出處：《上海社會科學(xué)院》2014年碩士論文

【摘要】：存款保險制度是金融安全網(wǎng)的重要組織部分,對于其保護存款人利益和維護金融體系安全穩(wěn)定的作用,學(xué)術(shù)界已經(jīng)達成一定的共識。但是目前學(xué)術(shù)界對我國是否應(yīng)該建立存款保險制度以及如何建立存款保險制度,依然存在很多的爭議。本文的研究在于明確我國應(yīng)當(dāng)并且具備現(xiàn)實條件來推行存款保險,并且從費率設(shè)計和制度設(shè)計兩方面來研究如何建立這項制度。 本文首先對存款保險的理論基礎(chǔ)進行了敘述,介紹存款保險的基本概念,梳理了銀行擠兌理論、脆弱性理論、危機傳染性理論,用博弈論模型說明存款保險與銀行擠兌的關(guān)系,從理論上分析存款保險的積極功能和負面效用。其次,分析了我國目前隱性存款保險制度的弊端,從必要性和可行性兩方面明確了我國應(yīng)當(dāng)盡快建立顯性存款保險制度。接著,對存款保險的核心問題,費率定價進行了研究。對經(jīng)典的存款保險定價模型逐一介紹,分別用Merton模型和預(yù)期損失模型對我國商業(yè)銀行的存款保險費率進行實證測算,分析得出我國應(yīng)該推行風(fēng)險等級劃分的差別費率制。最后,在借鑒國外經(jīng)驗的基礎(chǔ)上,結(jié)合我國國情,對存款保險的機構(gòu)設(shè)置、保險基金融資和投資、參保方式、保險范圍和對問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)存款保險法律體系、完善信息披露機制、提高公眾保險意識的政策建議。
[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】：上海社會科學(xué)院
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.1;F842.6

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