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论文类型：期刊论文

发表时间：2022-06-30

发表刊物：系统工程理论与实践

卷号：35.0

期号：4

页面范围：817-827

ISSN号：1000-6788

摘要：A model is proposed to measure the deposit stabilization effect of deposit insurance under heterogeneous beliefs of depositors. Firstly, the decision making process of depositors with heterogeneous beliefs is given. The stabilization effect of deposit insurance under normal economic situation is measured by comparing the deposit scale of insured banking system with that of the system without deposit insurance. Secondly, the deposit running off degrees under extreme events, with explicit and implicit deposit insurance, are computed respectively. And the difference between them is calculated to measure the stabilization effect of explicit deposit insurance. Finally, several scenarios with varying parameters are constructed to test the model. The results show that it is positively correlated between the stabilization effect of deposit insurance and the insured proportion. The stabilization effect is more significant when the economic situation becomes worse or the banking system is of more information transparency. ©, 2015, Systems Engineering Society of China. All right reserved.

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