Study of deposit insurance pricing model for listed banks in china based on RV method

Pei Wu Dong*, Xue Zhou Zhang, Xin Yao

*此作品的通讯作者

    科研成果: 书/报告/会议事项章节会议稿件同行评审

    1 引用 (Scopus)

    摘要

    As Chinese financial reform is deepening, the construction of the deposit insurance system has been one of major theoretical and practical issues on the financial system reform in China. This paper adopts Ronn & Verma pricing model, and calculates the tolerance parameter of listed banks in China, which is 0.95, then constructs the deposit insurance pricing model for Chinese listed banks. The insurance rates of five Chinese listed banks are calculated in the pricing model by collecting their financial information. The result shows a greater gap between the rate of each banks and the average rate, which supports that China is appropriate to adopt the different risk-based rates system of insurance pricing rather than the single rate system.

    源语言英语
    主期刊名2008 International Conference on Management Science and Engineering 15th Annual Conference Proceedings, ICMSE
    1301-1305
    页数5
    DOI
    出版状态已出版 - 2008
    活动2008 International Conference on Management Science and Engineering 15th Annual Conference, ICMSE - Long Beach, CA, 美国
    期限: 10 9月 200812 9月 2008

    出版系列

    姓名2008 International Conference on Management Science and Engineering 15th Annual Conference Proceedings, ICMSE

    会议

    会议2008 International Conference on Management Science and Engineering 15th Annual Conference, ICMSE
    国家/地区美国
    Long Beach, CA
    时期10/09/0812/09/08

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