城市商业银行资本监管的博弈分析

An Analysis on Capital Regulation of Ubarn Commercial Bank

我国城市商业银行的资本充足率水平显著提高,但部分商业银行的资本充足率还存在一定程度的虚假现象。采用博弈论的方法分析指出,在现行产权制度和监管机构绩效考核机制的条件下,监管当局和地方政府之间的博弈是造成城市商业银行资本充足率虚高的主要原因。彻底解决城市商业银行的资本充足率问题,必须完善城市商业银行产权结构、改进监管绩效考核机制、健全银行业外部评价体系、建立商业银行业退出机制。

At present, capital adequacy ratio of China ubarn commerical banks has been prominently rised, but there are some false cases for some ubarn commerical banks＇ capital adequacy ratio. It＇ s stated that by using gaming theory the main reason for false high capital adequacy ratio of ubarn commercial bank is the gaming between regulatory authorities and local governments under the condition of present equity system and regulatory body performance examination mechanism. It＇ s compulsory for solving completely capital adequacy ratio problem for ubarn commercial banks to perfect equity structure of these banks, improving regulatory body performance examination mechanism, consummating external assessment system for banking industry, establishing commercial bank exist mechanism.