摘要
存款保险制度可能引发道德风险问题,导致商业银行主动承受更大的风险。针对这一问题,有人提出基于风险设计存款保险费率结构。论文通过Monte Carlo实验,比较不同存款保险费率结构在控制商业银行的风险暴露水平方面的效能,发现存款保险费率结构在控制风险方面的效能优劣次序,对商业银行的风险偏好敏感,在确定商业银行的风险偏好之前,不能断定基于风险的存款保险费率结构一定优于固定费率结构。
A deposit insurance system can induce moral hazard problems and result in more risk taking for commercial banks. To solve this problem, the deposit insurance premium structure based on risk has been designed. Through a Monte Carlo experiment, The paper compares the performance of several deposit insurance premium structures in control of the risk exposure of commercial banks, and finds that the relative performance of such structures is sensitive to the preferences of commercial banks, and that it can not assert that structures based on risk are better than the one based on fixed premium before such preferences revealed.
出处
《财经理论与实践》
CSSCI
北大核心
2008年第3期2-6,共5页
The Theory and Practice of Finance and Economics
