| 银行同业竞争、信息发散与银行体系脆弱性 |
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| 引用本文： | 张磊.银行同业竞争、信息发散与银行体系脆弱性[J].广东工业大学学报(社会科学版),2009,9(5):12-15. |
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| 作者姓名： | 张磊 |
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| 作者单位： | 对外经济贸易大学金融学院,北京,100029 |
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| 基金项目： | 对外经济贸易大学"211工程"三期重点学科建设项目"外资银行进入对中国商业银行经营效率和经营风险的影响研究"，项目 |
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| 摘 要： | 在银行对特定借款人信息私有条件下,银行同业竞争会导致银行在借款人选择过程中对特定借款人信息的发散,使银行丧失对借款人的信息优势。文章通过对A llen和Gale模型的改进,发现银行同业竞争会加剧银行体系脆弱性发生的可能。银行同业竞争加剧条件下,对银行信息的公开和监督有助于缓解银行体系脆弱性的发生。
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| 关 键 词： | 银行同业 同业竞争 信息发散 逆向选择 脆弱性 |
Inter-Bank Competition, Information Dispersion and Banking Fragility |
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| ZHANG Lei.Inter-Bank Competition, Information Dispersion and Banking Fragility[J].Journal of Guangdong University of Technology(Social Sciences Edition),2009,9(5):12-15. |
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| Authors: | ZHANG Lei |
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| Institution: | ZHANG Lei (Faculty of Finance, University of International Business and Economics, Beijing 100029, P.R. China) |
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| Abstract: | Inter-bank competition will lead to the information dispersion of particular borrowers while selecting borrowers in terms of proprietary information of the borrower by the bank, which will have the bank forfeit the information predominance of borrowers. The paper draws a conclusion that inter-bank competition will induces banking fragility in virtue of the model proposed by Allen and Gale. With interbank competition getting severe, the openness and supervision of bank information will help to reduce the fragility the banking system. |
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| Keywords: | inter-bank inter competition information dispersion adverse selection fragility |
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