存款保险制度采用与设计的影响因素分析

›› 2019, Vol. 31 ›› Issue (11): 44-59.

存款保险制度采用与设计的影响因素分析

常一鸣¹, 赵尚梅¹, 杨海军¹, 贺江¹, 胡飞², 吴江³

1 北京航空航天大学经济管理学院, 北京 100191;
2 国家发展和改革委员会市场与价格研究所, 北京 100038;
3 中国民生银行董监事会办公室, 北京 100031

收稿日期:2017-04-18 出版日期:2019-11-28 发布日期:2019-11-30
通讯作者: 赵尚梅,北京航空航天大学经济管理学院教授,博士生导师,博士
作者简介:常一鸣,北京航空航天大学经济管理学院博士研究生;杨海军,北京航空航天大学经济管理学院教授,博士生导师,博士;贺江,北京航空航天大学经济管理学院博士研究生;胡飞,国家发展和改革委员会市场与价格研究所,博士;吴江,中国民生银行董监事会办公室副主任,博士。
基金资助:
国家自然科学基金面上项目（71373017，70973007）。

An Analysis of the Factors that Influence the Adoption and Design of Deposit Insurance System

Chang Yiming¹, Zhao Shangmei¹, Yang Haijun¹, He Jiang¹, Hu Fei², Wu Jiang³

1 School of Economics and Management, Beihang University, Beijing 100191;
2 Institute of Market and Price, National Development and Reform Commission, Beijing 100038;
3 The Office of the Board of Directors and Supervisors, China Minsheng Banking Corp., Ltd., Beijing 100031

Received:2017-04-18 Online:2019-11-28 Published:2019-11-30

摘要/Abstract

摘要：

本文利用1960—2015年189个国家和地区的久期型数据构建了新的存款保险影响因素及道德风险指数体系，通过使用Weibull模型，Cox比例风险模型，Probit模型，Heckman二阶段选择模型，研究关于存款保险采用与设计的影响因素问题。研究表明，在私人和公共利益的相互作用影响下，宏观经济状况、银行的结构和业务范围、银行监管、政治和法律制度、人口及外部压力等因素影响着一个国家内部不同利益体，同时也影响着建立与设计存款保险制度从博弈到缔约的整个过程，进而影响一个国家采用存款保险制度的可能性、存款保险设计的宽容程度以及存款保额的大小。

关键词: 政治经济学, 公众利益与私人利益理论, 风险模型, Heckman二阶段选择模型

Abstract:

This paper uses Weibull model, Cox proportional hazard model, Probit model and Heckman two-step model to study the public interest and private interest problems of deposit insurance adoption and design with the data of 189 countries and regions in 1960-2015 under the new influence factors and moral hazardous index system. The results show that the macroeconomic situation, banks' structure, business scope, banking supervision, political factors, legal system, population and external stress can affect different interests within a country for setting up deposit insurance system, and furthermore, they affect the possibility of adopting the deposit insurance system, the tolerance and the coverage limit of the scheme under the influence of the interaction of private and public interests.

Key words: political economics, public interests and private interests theory, hazard model, Heckman two step model

常一鸣, 赵尚梅, 杨海军, 贺江, 胡飞, 吴江. 存款保险制度采用与设计的影响因素分析[J]. , 2019, 31(11): 44-59.

Chang Yiming, Zhao Shangmei, Yang Haijun, He Jiang, Hu Fei, Wu Jiang. An Analysis of the Factors that Influence the Adoption and Design of Deposit Insurance System[J]. , 2019, 31(11): 44-59.

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