發(fā)布時(shí)間：2018-01-31 09:14

  本文關(guān)鍵詞： 存款保險(xiǎn) 監(jiān)管寬容 復(fù)合職能 再保險(xiǎn)　出處：《南京財(cái)經(jīng)大學(xué)》2014年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：銀行作為企業(yè),也會(huì)不可避免的遇到破產(chǎn)的問(wèn)題,但是銀行的高負(fù)債經(jīng)營(yíng)的特征,決定了一旦銀行出現(xiàn)破產(chǎn)就會(huì)在社會(huì)上造成極大的不良影響,出現(xiàn)銀行擠兌風(fēng)險(xiǎn),人民的消費(fèi)意愿下降,企業(yè)活力消弱,整個(gè)經(jīng)濟(jì)會(huì)陷入停滯狀態(tài),甚至引發(fā)群體事件,所以要保證銀行體系、金融體系的穩(wěn)定就顯得極為重要。為了使銀行危機(jī)發(fā)生的概率盡可能的降低,同時(shí)弱化危機(jī)所帶來(lái)的不良影響,金融安全網(wǎng)的建設(shè)受到各國(guó)政府越來(lái)越多的重視,其中作為金融安全網(wǎng)三大支柱之一的存款保險(xiǎn)制度更是被多國(guó)政府和國(guó)際組織認(rèn)為是維護(hù)金融長(zhǎng)久穩(wěn)定的一項(xiàng)基礎(chǔ)性制度。存款保險(xiǎn)定價(jià)作為這個(gè)制度的核心,如果定價(jià)偏大會(huì)造成逆向選擇和銀行參與積極性不高,如果偏小又會(huì)造成道德風(fēng)險(xiǎn)。所以,合理的費(fèi)率是保證存款保險(xiǎn)制度發(fā)揮應(yīng)有作用的關(guān)鍵。隨著我國(guó)的存款保險(xiǎn)制度即將建立,在基于銀行風(fēng)險(xiǎn)的基礎(chǔ)上厘定合理的費(fèi)率,可以消除道德風(fēng)險(xiǎn),促進(jìn)存款保險(xiǎn)制度健康運(yùn)行,從而維護(hù)我國(guó)的金融穩(wěn)定。有鑒于此,本文主要是對(duì)存款保險(xiǎn)費(fèi)率厘定的研究,在借鑒國(guó)外的理論和方法的基礎(chǔ)上,結(jié)合我國(guó)的具體實(shí)際,得出在更符合實(shí)際情況的假設(shè)條件下銀行保險(xiǎn)費(fèi)率的大小,為建立存款保險(xiǎn)制度提供一些建議。本文在監(jiān)管寬容和再保險(xiǎn)的整體框架下,考慮了銀行資產(chǎn)運(yùn)動(dòng)的兩種情況和保險(xiǎn)機(jī)構(gòu)的兩種職能,然后推導(dǎo)出了四個(gè)不同的定價(jià)模型,最后在第四章的實(shí)證部分,我們將依據(jù)推導(dǎo)出的定價(jià)公式,選取了14家我國(guó)上市銀行的日股票價(jià)格數(shù)據(jù),具體估算出不同情況下存款保險(xiǎn)的費(fèi)率,同時(shí)將估算出的不同情況下存款保險(xiǎn)費(fèi)的數(shù)值大小進(jìn)行比較,最后得出一些有意義的結(jié)論。
[Abstract]:As an enterprise, the bank will inevitably encounter the problem of bankruptcy, but the characteristics of the bank's high debt management, determines that once the bank goes bankrupt, it will cause a great negative impact on the society. There is a risk of bank runs, people's willingness to spend less, corporate vitality weakens, the entire economy will fall into a state of stagnation, or even cause group events, so we should ensure the banking system. The stability of the financial system is extremely important. In order to make the probability of bank crisis as low as possible, and at the same time to weaken the adverse effects of the crisis. The construction of financial safety net is paid more and more attention by governments. As one of the three pillars of the financial safety net, the deposit insurance system is considered by many governments and international organizations as a basic system to maintain the long-term stability of finance. Deposit insurance pricing is the core of this system. If the pricing is negative selection and the bank participation enthusiasm is not high, if the price is too small, it will cause moral hazard. The reasonable rate is the key to ensure the deposit insurance system to play its due role. With the establishment of the deposit insurance system in our country, it can eliminate the moral hazard by determining the reasonable rate based on the bank risk. To promote the healthy operation of the deposit insurance system, so as to maintain the financial stability of China. In view of this, this paper is mainly on the deposit insurance rate determination research, on the basis of foreign theories and methods. Combined with the actual situation in our country, the paper draws the size of the bank insurance rate under the assumption of more realistic conditions, and provides some suggestions for the establishment of deposit insurance system. This paper is based on the overall framework of regulatory tolerance and reinsurance. Considering the two situations of bank asset movement and the two functions of insurance institutions, four different pricing models are derived. Finally, in the empirical part of Chapter 4th, we will derive the pricing formula. This paper selects the daily stock price data of 14 listed banks in China to estimate the deposit insurance rate under different conditions and compares the value of deposit insurance premium in different cases. Finally, some meaningful conclusions are drawn.
【學(xué)位授予單位】：南京財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F832.1

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