摘要
银行稳定是金融稳定的关键。本文提出了银行监管相机抉择的概念及实施适度监管的"风险偏好"标准,认为银行愿意承担的风险水平的变化,是银行与储蓄者之间、银行与借款人之间、银行与银行之间、银行与政府之间的博弈,以及宏观经济的影响所共同决定的。此外,本文还强调了相机抉择监管的前提是政府必须与银行相比拥有信息优势。通过上述分析,试图建立一个关于相机抉择监管的分析框架。
Banking stability is the key to financial stability. The paper presents the concept of discretionary banking regulation and provides a risk - preference standard for it. The author explains that the risk level that a bank would take is decided jointly by the game between the bank and the depositor, the game between the bank and the borrower, the game between banks, the game between the bank and the government, and the effects of macro - economy. The author also argues that government's information advantage is the precondition for implementing discretionary banking regulation. Finally the paper tries to provide an analysis framework about discretionary banking regulation.
出处
《金融研究》
CSSCI
北大核心
2004年第9期108-118,共11页
Journal of Financial Research
关键词
银行监管
相机抉择
适度监管
风险管理
discretionary banking regulation, optimal regulation, risk management
