Journal of Statistics: Advances in Theory and ApplicationsAuthor's: Zhao Mingqing and Liu Haimei
Pages: [67] - [76]
Received Date: January 16, 2015
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100121443
The deposit insurance pricing is the core of the deposit insurance system, establishing the extent of participation in the deposit insurance system and deposit-taking financial institutions depend on determining premium rates. The three parameters’ introduction of regulatory forbearance, uninsured deposits and income tax, expanding the deposit insurance Merton pricing model. Selected domestic three banks are to estimate their insurance rates, and there are some differences between the resulting premium rates, indicating China for risk rates, and the introduction of income tax to expand deposit insurance pricing model can significantly reduce premium rates.
deposit insurance pricing, regulatory forbearance, uninsured deposits, income tax.
