Research On Pricing Of Deposit Insurance System

Deposit Insurance System is an important and fundamental system in finance under the condition of market economy. The financial institutions of deposit such as banks should take part in Deposit Insurance and pay for insurance premium according to certain criterion. When one of these financial institutions goes into bankruptcy, the deposit insurance institution should pay for the loss of the depositors in time and deal with related liquidation legally. The core of this system is how to apportion the financial loss which is due to the bankruptcy of some financial institutions, by building up the marketed system for prevent risk. The pricing of charge, as the important part of the designing process of DIS, affects whether it is rational and fair, especially being used for the implement of China Deposit Insurance System in future.The founding of DIS benefits to enhance public confidence in financial institutions, form the effective market-quitting mechanism, ease government's burden, reduce finance risk, safeguard finance security and so on. It's necessary to establish a set of clear and accurate criteria to effectively implement legal system. The article, taking foreign experience into consideration and by the means of system engineering, complex system modeling and BSDE and on the purpose of protecting the depositors, integrates the financing income and payment into one system recording to management and operation of DIS and establishes one based BSDE system model researching on the relationship between the fee standard, investment, payment and objective achievements. Then, it provides with different theoretical solutions considering the risky assets and risk-free assets respectively to analyze the pricing or charge.On the basis of the theory model, the article estimates and calculates the fee standards concluding single fee-ratio and differential fee-ratio based different risk ranks.