摘要
存款保险制度设计的核心是存款保险定价。以各大银行上市年报为数据来源,估算出预期损失理论定价公式的各因子,同时根据国内上市银行不同的风险水平以及实际承受能力,测算出我国适用的存款保险费率在区间0.07%-0.76%之内。
According to domestic listed banks of different risk profiles and actual capacity at the same time, this paper calculates suitable deposits premium rate in China. Eventually, this paper points that the deposit insurance rates should be in the range of 0.07% -0.76% when China establishes the deposit insurance system initially.
出处
《湖南科技大学学报（社会科学版）》
CSSCI
北大核心
2015年第3期99-104,共6页
Journal of Hunan University of Science and Technology(Social Science Edition)
关键词
存款保险制度
预期损失理论
存款保险定价
deposit insurance system
expected loss method
deposit insurance pricing
