摘要
存款保险制度已存在80余年,世界各国的存款保险制度设计各有不同,一定程度上都对其银行的风险承担产生影响。通过对71个国家的存款保险特征进行研究,分析保险覆盖范围、保费定价方式、政府保护程度等特征对银行风险承担的影响,从各国经验数据研究中发现,可保存款包括同业拆借存款、赔付限额计算方式、是否为共同保险对银行风险承担行为有显著影响;政府保护程度、可保存款(包括外币存款)、政府对存款保险基金注资对市场约束有显著影响;考虑存款保险制度与市场约束交互作用的情况下,采用风险调整制定存款保险费率的方式能显著降低银行不良贷款率。合理的存款保险制度设计可以提高金融体系的安全而不过度弱化市场约束,市场约束能以提高银行风险成本的市场化方式,达到限制银行风险承担行为的目的。
Deposit insurance exists for more than 80 years, there are differences in deposit insurance designing across the countries and they impact on banks＇ risk taking behavior. Study on the characteristics of 71 deposit insurance system, such as Insurance coverage、Premium pricing、Government protection, they influence market discipline and banks＇ risk taking behavior.From the empirical analysis, we find that interbank deposits、compensation calculation、common insurance have a significant influence on bank risk-taking behavior; and government protection、foreign currency deposits、deposit insurance fund capital injection of government has significant influence on market discipline; deposit insurance interact market discipline with the combined effect, risk adjusting Premium can significantly reduce Banks non-performing loan ratio. Reasonable deposit insurance system design can improve the security of the financial system without excessive weakening market constraints,market discipline in a way of improving the bank＇s risk cost by mercerization. That can achieve the goal of limiting bank risk-taking behavior.
出处
《经济与管理》
CSSCI
2016年第1期36-45,共10页
Economy and Management
