摘要
借助信号博弈模型,对资本充足率监管下监管当局和商业银行的行为选择进行的研究发现:在分离均衡条件下,资本充足率监管最有效;在准分离均衡条件下监管效果次之;在混同均衡条件下,监管效果最差。对资本充足率监管有效性的实证分析发现:资本充足率监管标准不仅对商业银行的资本管理具有实质性影响,而且对商业银行的经营思想、经营模式和经营机制产生了深远影响。
In recent years, the regulation of capital adequacy ratio has aroused the world＇s attention. In 2004, China Banking Regulatory Commission issued and implemented the ＂capital adequacy ratio of commercial bank management＂ in order to establish the regulation of capital adequacy ratio as the core of the regulation. This paper, with the aid of the signal game model, studies the regulatory authority and commercial bank＇s behavior choice under the regulation of capital adequacy ratio. The regulation of capital adequacy ratio is most effective under separating equilibrium condition, secondary under semi-separating equilibrium condition, and least effective under the pooling equilibrium Conditions. Based on this, the author carries on the diagnostic analysis of the regulatory effect of capital adequacy ratio.
出处
《南京审计学院学报》
2010年第2期53-60,共8页
journal of nanjing audit university
基金
江西省教育规划课题(08YB164)
关键词
资本充足率
风险识别
信号博弈
capital adequacy ratio
risk recognition
signal game
