Deposit Insurance Pricing Study And Learn

From the Great Depression of United States in 1930s to the Asian financial crisis at the end of 1990s, every crisis brings serious injury to the nation's economy. It can be treated that continually financial crisis help deposit insurance system to create and develop. To end of 2003, there have been 87 nations to build up explicit deposit insurance system. As the core of deposit insurance system, deposit insurance pricing is always acting an important role. Whether adopt reasonable premium coming to decision deposit insurance system can run healthily. Before 1994, the United States has been adopting single fee rate system, making the risk of bank system continuously accumulate, broke out great crisis of deposit institutes in 1980s at the end. After adopting differential rates, the bank system of the United States has been keeping a long-playing opposite stability. The deposit insurance system of our country will soon build up, at according to the foundation of bank risk up collate and stipulate a reasonable fee rate, can remove morals risk, promote deposit the insurance system circulate healthily, supporting the finance stability of our country. Therefore reasonable pricing deposit insurance premium rate of our country become whole deposit insurance system construction of core.This article stars with deposits insurance pricing theories from the abroad firstly, then investigates charge of deposit insurance premium of the United States and Germany , then carries on a simple calculation to deposit insurance premium of the commercial bank of our country , finally brings out a frame of our country deposit insurance reasonable pricing .The full article has six parts separately, along the path of theories to fulfillment and the present condition analyzing to bring a problem, drawing a conclusion at the end. The first part studies background and introduces the development of international explicit deposit insurance system and analyzes the meaning of deposit insurance reasonable pricing. The second part carries on a thorough research to the development of the deposit insurance pricing model , foreign scholars start comparatively earlier in this aspect, from different angles, they gave a great deal of deposit insurance pricing models, the pricing model mainly includes four types currently: the first insurance deposit pricing model is based on the option price formula; the second deposit insurance pricing model is based on the expectation to lose; the third deposit insurance pricing model is based on the bank two layers deposit rates difference; the fourth deposit insurance pricing model is based on bank finance data. But our country scholar's research just start, a small number of scholars can make use of foreign mathematics model to get our country deposit rate of premium, still have no scholar can aim at characteristics of our country bank system to bring out a homologous model. The fourth part mainly introduces the deposit insurance pricing methods of American and Germany in practice. The fifth part makes use of two deposit insurance pricing models to calculate the premium in our country. The sixth part according to research result of pricing theories, domestic and international actual circumstance, put forward an our country deposit insurance pricing frame, the contents of pricing frame includes the main idea of pricing and factors needed to be pay attention to. The seventh part gets the conclusion of full article and gives some policy suggestions.This article essential target is through to the deposit insurance pricing model research, bringing out our country deposit insurance reasonable pricing frame, therefore has only used the Merton basic model and WeiZhihong(2004) method in the premium estimate aspect.