查詢結果分析
來源資料
頁籤選單縮合
| 題 名 | 存款保險差別費率之訂價--選擇權訂價模型之應用 |
|---|---|
| 作 者 | 胡慧珠; | 書刊名 | 四海學報 |
| 卷 期 | 9 1994.12[民83.12] |
| 頁 次 | 頁131-143 |
| 分類號 | 562.34 |
| 關鍵詞 | 選擇權訂價模型; 差別費率; 單一費率; Option pricing model; Risk-based premium rate; Flat-rate; |
| 語 文 | 中文(Chinese) |
| 中文摘要 | 本文利用著名之財務理論-選擇權訂價模型(Option PrIcing Model)為主要分析工具,針對國內之存款保險制度的費率計算方式,以金融機構之實際財務資料進行推估,得出其結果再與現行之政策性費率(單一費率flat-rate premium)課徵方式做一比較分析。 結果顯示存款保險之費率若以風險為基礎來評估各金融機構所應繳付之差別費率(Risk-based Premium),則與現行的單一費率差異極大,故可見存款保險費率制度採行差別費率方式將是未來趨勢。 |
| 英文摘要 | The main purpose of this study is to propose a fair structure of a reasonable deposit insurance premium rate, which is to serve as a reference for an organized deposit insurance premium system in the future. The Option Pricing Model is chosen to calculate a fair deposit insurance premium of domestic financial institutions and making farther discussions of our current flat-rate deposit insurance premium system. The conclusion is based on the results of the study: the flat-rate deposit insurance premium may cause the resource allocation unequally, therefore the riskbased deposit insurance premium rate is bound to be practiced in the future. |
本系統中英文摘要資訊取自各篇刊載內容。