存款保险赔付能力研究--基于动态博弈视角

Research on the Solvency of Deposit Insurance:Based on the Perspective of Dynamic Game

引入维克里博弈机制搭建存款保险市场动态博弈框架,结合2015-2020年32家样本赔付银行3个维度的7个样本组进行模型测度,实证检验中国存款保险总体赔付能力的充裕性、标准差异以及样本差异。模型结果表明:基于动态博弈框架的中国现行存款保险总体赔付能力符合有限充裕状态,且总体赔付能力结果在分类赔付标准与同类样本银行中不存在明显差异。建议存款保险基金及早推行目标管理、搭建银行业综合数据库并建立投保机构关闭退出机制。

This paper introduces the vickery game mechanism for the first time to construct the dynamic game framework of deposit insurance market.And further combined with 7 sample groups of 32 sample compensation banks from 2015 to 2020 in 3 dimensions to conduct model measurement.Empirical test of the adequacy,standard difference and sample difference of China’s deposit insurance's overall compensation capacity.Thus,it makes new marginal contribution to the improvement of the theoretical framework of dynamic game of deposit insurance and the expansion of the empirical perspective of compensation capacity.The model results show that the overall compensation capacity of current deposit insurance based on dynamic game framework conforms to the limited abundant state.There is no significant difference in the overall compensation capacity between the classified compensation standards and the similar sample banks.It is suggested that deposit insurance fund implement target-based management as early as possible,set up the comprehensive database of the banking industry,and establish the closure and withdrawal mechanism of insuranced banks.