摘要
有效银行资本监管涉及降低银行倒闭风险所得到的社会收益与抑制金融业发展所产生的社会成本之间的平衡问题,理想的银行资本监管应随着这些成本和收益的变化而调整,设计一种激励相容的银行资本监管制度成为对银行资本监管的现实需要,无论是标准化模式还是内部模型法都是对银行具体风险评价和风险管理方法的约束,整体监管模式建立在预先承诺制的基础之上,注重激励相容、发挥市场约束和银行自身管理的作用,在适用性、稳定性、可操作性等方面都比内部模型法具有优势。
An effective bank capital regulation mode must face one problem-how to realize the balance between the social benefits by reducing bank＇s bankruptcy and social costs resulted from restraining the development of banks. An ideal mode should be able to make self-adjustment with the change of those benefits and costs. Therefore, it is necessary to design an incentive compatible mechanism on bank capital regulation. Both SA and IRB are used to constrain commercial bank＇s risk evaluation and risk management. General Regulation Mode is built on the basis of pre-commitment system and emphasizes incentive compatibility, market discipline and bank＇s self-control, so it shows more competitive edges than IRB in the aspects of suitability, stability and feasibility.
出处
《金融论坛》
CSSCI
北大核心
2008年第1期11-15,共5页
Finance Forum
关键词
银行资本监管
激励相容
整体监管
bank capital regulation
incentive compatibility
General Regulation Mode
