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| 政府隐性保险政策与银行业风险承担行为——对“国家信用悖论”的理论解释 | |
| 引用本文： | 许友传,何佳,王灵芝.政府隐性保险政策与银行业风险承担行为——对“国家信用悖论”的理论解释[J].管理工程学报,2009,23(2):60-64,43. |
| 作者姓名： | 许友传 何佳 王灵芝 |
| 作者单位： | 1. 复旦大学金融研究院,上海,200433 2. 香港中文大学工商管理学院,香港 3. 上海交通大学安泰经济与管理学院,上海,200052 |
| 摘 要： | 本文在一个两期经济的框架内,研究了国家隐性保险对银行业风险承担行为的影响,给出了隐性保险对不同银行风险选择的激励条件和边界,并对基于政府隐性保险的"国家信用悖论"给予了理论解释.政府隐性保险并不必然鼓励所有银行的风险承担行为,它只是可能地鼓励了问题银行的风险承担激励.政府隐性保险对问题银行的风险承担激励取决于银行自身的资本充足状况和实体经济的微观基础.当实体经济缺乏竞争性的微观基础时,政府隐性保险越有可能鼓励了问题银行的整体性风险承担行为. |
| 关 键 词： | 隐性保险 市场约束 道德风险 风险承担行为 |
Government Implicit Insurance Policy and the Risk-taking Behavior of Banking:Theoretic Explanation for the Paradox of National Credit |
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| XU You-chuan,HE jia,WANG Ling-zhi.Government Implicit Insurance Policy and the Risk-taking Behavior of Banking:Theoretic Explanation for the Paradox of National Credit[J].Journal of Industrial Engineering and Engineering Management,2009,23(2):60-64,43. | |
| Authors: | XU You-chuan HE jia WANG Ling-zhi |
| Institution: | 1.Institute for Financial Studies;Fudan University;Shanghai 20043;China;2.College of Business Management;The Chinese University of Hongkong;Hongkong;3.Antai College of Economics & Management;Shanghai Jiao tong University;China |
| Abstract: | The paper studies the effects of government implicit insurance on risk-taking behavior of banking at a two-stage economy.We respectively give the incentive conditions and interiors of risk choice of different banks under implicit insurance policy and a particular theoretic explanation for the paradox of national credit.The implicit insurance policy doesn't necessary induces the risktaking incentive of all banks,but possibly encourages the risk-taking incentive of unhealthy banks that largely depends on the ... |
| Keywords: | implicit insurance market discipline moral risk risk-taking behavior |
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