最优存款保险设计——国际经验与理论分析

发布时间：2017-12-31 09:33

本文关键词：最优存款保险设计——国际经验与理论分析　出处：《金融研究》2012年07期 　论文类型：期刊论文

【摘要】：本文结合国际经验和理论分析,探讨最优存款保险机制设计。首先,本文通过德国、巴西、俄罗斯等国典型经验,分析建立激励相容存款保险制度以及金融安全网成员协调合作的经验和教训。其次,在此基础上,本文针对信息不对称导致的问题,设计了成本最小化的激励相容存款保险合约。本文证明给定适当补贴,满足"参与约束",并同时规避"逆向选择"和"道德风险"的存款保险合约存在且不唯一,并且这些合约是针对不同类型银行自我选择的动态合约组合。最后,本文对建立中国存款保险制度提出政策建议。
[Abstract]:Based on the international experience and theoretical analysis, this paper discusses the design of the optimal deposit insurance mechanism. First, this paper through the typical experience of Germany, Brazil, Russia and other countries. This paper analyzes the experiences and lessons of establishing incentive compatible deposit insurance system and the coordination and cooperation of members of the financial safety net. Secondly, on this basis, this paper aims at the problems caused by asymmetric information. A minimum cost incentive compatible deposit insurance contract is designed. It is proved in this paper that given appropriate subsidies, participation constraints are satisfied. And avoid "adverse selection" and "moral hazard" deposit insurance contracts exist and are not unique, and these contracts are for different types of banks to choose the dynamic combination of contracts. Finally. This paper puts forward some policy suggestions on the establishment of deposit insurance system in China.
【作者单位】：复旦大学管理学院;北京大学光华管理学院;
【基金】：国家社会科学基金项目(02CJL007) 教育部“留学回国人员科研启动基金”和教育部“博士点基金”的资助
【分类号】：F841;F831.2;F224
【正文快照】： 一、引言金融业改革开放是中国经济深化改革扩大开放的关键。建立包括最后贷款人、审慎监管和存款保险等功能在内的现代金融安全网，能为深化金融改革提供制度保障。目前，，央行最后贷款人职能，银监会、证监会、保监会审慎监管职能已经确立，但显性存款保险制度在我国尚未建

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