中国商业银行存款保险定价与模式选择

On Deposit Insurance Pricing and Appropriate Chinese Models

本文提出了基于效用理论和无赔款优待的两种新的存款保险定价模型,在效用理论模型下给出了商业银行和存款保险机构共同接受的费率区间。利用预期损失模型真实测算了各商业银行存款保险费率及保费;由于外部环境与各商业银行规模、管理水平的不同,故适宜采取差别费率的方式;在混合方法的基础上结合预期损失模型测算的保险费率,针对中国的商业银行提出并设计了嵌入无赔款优待模型的费率模式和参考费率。

The paper investigates two new deposit insurance pricing models based on utility theory and NCD system and computes the rate intervals which both the deposit insurance company and commercial banks can accept. It further computes the real deposit insurance rate of commercial banks based on the expectation loss model. Because of the differences of scale and management levels, it is sound to adopt differential rate models tbr commercial banks. Finally, it analyzes the economic situation in China and suggests some combined methods and referenced rates embedded no- claim discount system which may be employed in China.