은행의 부채구조와 예금보험료 부과베이스
Bank’s Liability Structure and Deposit Insurance Premium Assessment Base
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초록
본고에서는 예금보험제도 설계의 중요한 요소 중 하나인 예금보험료 부과베이스를 결정함에 있어, 보호예금뿐만 아니라 부채구조를 포괄적으로 고려할 필요가 있음을 고찰하였다. 은행이 부실화되어 정리될 경우, 은행의 부채구조는 예금보험기구의 정리비용에 영향을 미친다. 뿐만 아니라, 비보호예금, 무담보 및 일반채권 등의 보유자들이 은행의 파산에 임박하여 담보채권으로 전환하거나 자금을 인출하는 등의 시장규율을 행사할 경우 예금보험기금의 손실에 영향을 미친다. 또한 최근의 글로벌 금융위기를 통해 은행의 부채구조가 은행의 위험추구 성향에 미치는 영향에 대해서도 활발한 연구가 진행되고 있다. 예금보험료 부과베이스로는 담보채권, 부보예금 그리고 후순위채권을 제외한 위험에 노출된 부채 등이 고려대상이 될 수 있다.
Abstract
We review and recommend to consider bank’s liability structure when determining the deposit insurance premium assessment base, which is regarded as one of the important elements in setting up the incentive compatible deposit insurance system. Bank’s liability structure affects the resolution costs of the insolvent banks. The market discipline which is exercised by the unprotected depositors or unsecured creditors anticipating bank closure itself can increase the deposit insurer’s resolution costs. Wide body of research conducted after 2007-2008 demonstrates that the bank’s liability structure affects the bank’s risk taking behavior. Possible candidates as assessments base we can consider include those items such as secured credit, insured deposits or total debts excluding subordinate debts.
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