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中国管理科学

中国管理科学 ›› 2009, Vol. 17 ›› Issue (4): 12-20.

• 论文 • 上一篇    下一篇

提前支取行为对存款利率定价的影响

张桥云1, 陈跃军2, 张潍1   

  1. 1. 西南财经大学金融学院;西南财经大学法学院, 四川成都610074;
    2. 四川省金融办, 四川成都610000
  • 收稿日期:2008-05-19 修回日期:2009-07-13 出版日期:2009-08-30 发布日期:2009-08-30
  • 作者简介:张桥云(1983- ),男(汉族),四川南溪人,经济学博士,教授,博士生导师,西南财经大学金融学院执行院长,研究方向:银行产品设计、住房金融制度、存款保险.
  • 基金资助:

    国家自然科学基金资助项目(70573084);国家社科基金重大项目(078ZO014);国家社科基金项目(08BJY051);教育部“新世纪人才支持计划“资助项目

The Effects of Premature Withdrawal on Deposit Interest Rate Pricing

ZHANG Qiao-yun1, CHEN Yue-jun2, ZHANG Wei1   

  1. 1. School of Finance, and School of Law, Southwestern University of Finance and Economics, Chengdu 610074, China;
    2. The Finance Office of Sichuan Province, Chengdu 610000, China
  • Received:2008-05-19 Revised:2009-07-13 Online:2009-08-30 Published:2009-08-30

PDF (PC)

1296

被引次数

5

摘要： 本文通过分析存款人提前支取及其付息情况对银行风险补偿的影响来研究银行存款利率定价问题。研究发现银行存款利率受提前支取数量和对提前支取付息高低的直接影响并表现出"非线性"特征。本文给从理论上解释了实际工作中银行对大额存款人支付较高利率(或提供更多优惠服务)现象的合理性,为银行确定和调整存款利率水平,以及对提前支取罚息或对小额存款人收取账户管理费提供了理论依据。

关键词: 提前支取, 风险分担, 存款利率定价

Abstract: How to set deposit interest rates is a vital issue in the management and operation of bank(s). Through an analysis of premature with drawal,the corresponding interests payment and the following impacts on bank risk compensation,this paper studies the issue of depositinter estrates pricing.We find that deposit interest rates show a non-linear characteristic and interestrates are directly influenced by the amount of premature withdrawal and the level of interests payments for withdrawn deposits.This paper gives theoretical explanations for some practical phenomena,such as why banks are willing to offer a higher rate for large deposits(or provide more services),and provide theoretical grounds for banks concerning issues like setting and adjusting interest rates,imposing penalty for premature withdrawal and charging fees for small balance accounts.

Key words: premature withdrawal, risk sharing, interestrate oricing

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