我国存款保险问题研究

发布时间：2018-04-01 10:32

本文选题：存款保险　切入点：费率定价　出处：《上海社会科学院》2014年硕士论文

【摘要】：存款保险制度是金融安全网的重要组织部分,对于其保护存款人利益和维护金融体系安全稳定的作用,学术界已经达成一定的共识。但是目前学术界对我国是否应该建立存款保险制度以及如何建立存款保险制度,依然存在很多的争议。本文的研究在于明确我国应当并且具备现实条件来推行存款保险,并且从费率设计和制度设计两方面来研究如何建立这项制度。本文首先对存款保险的理论基础进行了叙述,介绍存款保险的基本概念,梳理了银行挤兑理论、脆弱性理论、危机传染性理论,用博弈论模型说明存款保险与银行挤兑的关系,从理论上分析存款保险的积极功能和负面效用。其次,分析了我国目前隐性存款保险制度的弊端,从必要性和可行性两方面明确了我国应当尽快建立显性存款保险制度。接着,对存款保险的核心问题,费率定价进行了研究。对经典的存款保险定价模型逐一介绍,分别用Merton模型和预期损失模型对我国商业银行的存款保险费率进行实证测算,分析得出我国应该推行风险等级划分的差别费率制。最后,在借鉴国外经验的基础上,结合我国国情,对存款保险的机构设置、保险基金融资和投资、参保方式、保险范围和对问题银行处理等制度要素作出具体安排,并且在相关配套措施方面,提出加快建设存款保险法律体系、完善信息披露机制、提高公众保险意识的政策建议。
[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.
【学位授予单位】：上海社会科学院
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.1;F842.6

【参考文献】