动机扭曲、动态不一致性与金融监管改革——兼论新资本协议的最新修改及对我国银行业启示被引量：1

Distortive Incentives,Time Inconsistency and Financial Regulation Reforms——Discussions on the Amendments to Basel Ⅱ and the Enlightenments for Chinese Banking Industry

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摘要本文剖析了次贷危机中的"逆向选择、道德风险与动态不一致性"的产生机制,分析了新资本协议改革的主要进展,试图为监管当局克服信息不对称,进行更恰当的机制设计提供监管建议;分析中国银行业应对更为严格的资本监管环境,如何从消除信息不对称角度提高风险管理水平。 In this thesis, we analyze the mechanics of ＂adverse selection, moral hazard and time-inconsistence＂ in sub-prime crisis and the current development of Basel Ⅱ in order to give some advice to China＇s financial supervisors on how to overcome asymmetric information. We also aim to provide some advice on risk management to the bank sector in case of a more rigorous capital supervision environment in the near future.

作者李佩珈

机构地区中国银行博士后工作站中国人民大学博士后流动站

出处《国际金融研究》 CSSCI 北大核心 2010年第6期70-78,共9页 Studies of International Finance

关键词信息不对称动态不一致性亲周期性效应新资本协议改革金融监管改革 Asymmetric Information Time Inconsistency Procyclicality Amendments of Basel Ⅱ Financial Supervision Reform

分类号 F831 [经济管理—金融学]

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参考文献16

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