期刊文献+

银行监管与银行业的博弈分析 被引量:3

Bank Supervision and Banking Game Analysis
下载PDF
导出
摘要 银行监管体系存在三个利益相关者:监管者、银行(被监管者)和政府(代表国家和社会公众利益),本文首先用完全信息静态博弈分析了监管者与政府之间关系,因为政府与监管者的利益目标并不总是一致的,在这样的现实条件下,分析政府与监管者之间的博弈行为,并且得出博弈均衡解。其次,在引入信息不对称条件下,监管机构与银行机构信息不完全,无法完全了解到对方的行为,只能通过概率来判断对方的策略并进行博弈,还用不完全信息静态博弈分析了监管者与银行之间的博弈。最后提出了相关政策建议。 There are three stakeholders: regulators, banks (regulatees) and the government (on behalf of the interests of the state and the public) in the regulatory banking system. Firstly, This paper with complete information and static analysis explain the relationship between the regulator and the government. The target of interests of government and regulators are not always the same, actually, we analyse the game between the government and regulators and reach game equilibrium. Secondly, the introduction of asymmetric information, the regulatory authorities and the banking institutions with incomplete information are unable to understand the other side, to judge it only by the probability for each other's strategy and the game. The paper uses static analysis of the game between the regulator and the bank of the game by incomplete information. Finally, we give relevant policy recommendations.
作者 虞文美 曹强
出处 《安徽广播电视大学学报》 2007年第2期39-44,共6页 Journal of Anhui Radio & TV University
关键词 监管者 银行监管 监管博弈 regulator bank supervision regulate game
  • 相关文献

参考文献3

二级参考文献28

  • 1吴承照.黄山风景区旅游环境容量现状与调控[J].地域研究与开发,1993,12(3):57-61. 被引量:20
  • 2Ang James S. , Beni Lauterbach, Ben Z. Schreiber. Internal monitoring, regulation,and compensation of top executives in banks[J]. International Review of Economics and Finance,Vol 10, 2001: 325-335.
  • 3Boot, A. W. ,Thakor, Anjan. Self interested bank regulation[J]. American EconomicReview, Vol. 83, 1993: 206-213.
  • 4Campbell, T. ,Chan, Y. S. , Marino,A. An incentive based theory of bank regulation[J]. Journal of Financial Intermediation. Vol. 2, 1992:255-276.
  • 5CrawIord A. J. , Ezzell J. R. , Miles J. A. tzhnk CEO pay performance relations and the effects of deregulation[J]. Journal of Business Vol. 68, 1995: 231-256.
  • 6Danielsson Jon, B. N. Jorgensen, Casper G. de Vries. Incentive for effective risk management[J]. Journal of Banking and Finance. Vol. 26, 2002: 1407-1425.
  • 7Hellmann, T. F. , K. Murdock, J. Stiglitz. Liberalization, moral hazard in banking,and prudential regulation., are capital requirement enough? [J]. American Economic Review, Vol. 90, 2000: 147-165.
  • 8Hubbard R. G. , Palia D. Executive pay and performance:evidence from the US banking industry[J]. Journal of Financial Economics, Vol. 39, 1995:105-130.
  • 9John Kose, Anthony Saunders and Lemma W. S. A theory of bank regulation and management compensation [J]. The Review of Financial Studies, Spring Vol. 13, 2000: 95-125.
  • 10Kane, E.J. Making bank risk shifting more transparent[J]. Pacific-Basin Finance Journal,. Vol. S, 1997: 143-156.

共引文献118

同被引文献18

引证文献3

二级引证文献4

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部