دانشگاه علامه طباطبائی پژوهشنامه اقتصادی 1735-210X 11 43 2011 12 22 Deposit Insurance Pricing in Iranian Banks (Case Study of Persian, Kar Afarin and Eqtesad Novin Banks) قیمت گذاری بیمه سپرده ها در بانک های خصوصی ایران ( مورد مطالعه بانک های پارسیان، اقتصاد نوین، کارآفرین ) 75 98 2629 FA رضا طالبلو استادیار و عضو هیأت علمی دانشگاه علامه طباطبائی Journal Article 2010 09 07 Deposit insurance is a type of shelter for banks depositors. The main purpose of this system is stabilization of financial market and providing a situation that small and fragile bank and deposit institutions can survive in credit market. Appropriate pricing of deposit insurance rate is necessary for realization of this goal. In this paper we use Merton option pricing model for estimating deposit insurance rate of some Iranian private banks. For this purpose, first, banks asset value and its variance that are unobserved, were estimated with specification of maximum likelihood function. Then deposit insurance price of each bank based on their risks were calculated. We found banking deposit insurance premium and risk are growing. In some years, estimated deposit insurance premium unusually was very high. This fact can be due to two events: first ratio in this year was high, which means debt to equity ratio was high. Secend, banks value variance were high. Other finding of this study is that deposit insurance premium of Iranian banks are different. This fact shows that these banks have different risk levels so, with respect to differences in deposit insurance premium of each bank, this paper recommends that deposit insurance system in Iran should be based on their risk levels.    https://joer.atu.ac.ir/article_2629_e09d391a5ca51c45af9cd5eb7259e431.pdf