%0 Journal Article
%T A Simple Method to Estimate Capital Charge Ratio and Compensate Ratio Based Black-Scholes Option Pricing Equation<br>基于欧式期权模型的银行储备金费率及补偿率一个新算法
%A 蒋洪迅
%A 邱菀华
%J 系统工程理论与实践
%D 2002
%I 
%X By Black\|Scholes option pricing equation, we put forward a new simple method to estimate Capital Charge Ratio asked for the commercial bank in deposit insurance. The main contribution of the paper is that we model the upper limit of Compensate Ratio that depositor can receive if the bank were bankrupt.
%K deposit insurance
%K option
%K capital charge ratio
%K compensate ratio<br>存款保险
%K 期权
%K 资本充足率
%K 补偿率
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=119E09C36E5F4611&yid=C3ACC247184A22C1&vid=BC12EA701C895178&iid=59906B3B2830C2C5&sid=39EEF47180459690&eid=6700D0D256586E73&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=3