基于期权定价模型的我国存款保险制度的构建

On the Construction of the System of Savings Insurance in China Based on the Pricing Model for Options

存款保险制度作为创新性的高级金融制度具有两面性,实施恰当的存款保险制度将有助于稳定金融,而存款保险制度的最大弊端在于逆向选择、道德风险,产生这些问题的根本原因在于没有一个合理的费率规定标准。本文以存款保险期权定价理论为出发点,建立数学模型进行实例分析,最后对我国存款保险定价的相关情况作了一些探讨,构建基于期权定价模型的我国存款保险制度。

As a creative advanced financial system,deposit insurance system is a double-edged sword：if implemented properly,this system will help make the finance system stable,but a poorly designed deposit insurance system encourages moral hazard and adverse selection.All the problems originate from absence of fair insurance premium. This paper begins with the option-pricing model theory and establishes mathematical model to carry out empirical analysis. In the end,the writer introduces things about the model of pricing of our country and constructs our deposit insurance system based on the option-pricing model insurance.