| 银行风险行为二阶段模型、监管误差与资本充足要求有效性分析 |
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| 引用本文： | 姚先国 陈海勇. 银行风险行为二阶段模型、监管误差与资本充足要求有效性分析[J]. 绍兴文理学院学报, 2005, 25(4): 67-71 |
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| 作者姓名： | 姚先国 陈海勇 |
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| 作者单位： | 浙江大学经济学院,浙江杭州310027 |
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| 摘 要： | 首先通过建立模型研究银行风险行为的二阶段特性，强调了对资本监管的重要性；然后考虑到信息不对称的存在，提出了监管误差的概念，并分析了监管误差对产生金融风险的影响；最后分析了资本充足要求对弥补监管误差所起的作用，从而得出资本充足性要求是有效的结论．
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| 关 键 词： | 金融监管 资本充足 监管误差 |
| 文章编号： | 1008-293X（2005）10-0067-05 |
| 收稿时间： | 2005-09-07 |
Analysis of Two-phase Model of Bank's Risk-behaviors,Financial Supervision Errors and the Effectiveness of Capital Adequacy Requirements |
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| Yao Xianguo,Chen Haiyong. Analysis of Two-phase Model of Bank's Risk-behaviors,Financial Supervision Errors and the Effectiveness of Capital Adequacy Requirements[J]. Journal of Shaoxing College of Arts and Sciences, 2005, 25(4): 67-71 |
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| Authors: | Yao Xianguo Chen Haiyong |
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| Abstract: | A two-phrase model is established to study the features of bank's risk-behaviors,showing the importance of capital supervision.Then considering the dissymmetry of information, we put forth the concept of supervision errors and analyze their effects on financial risks.Finally,we discuss the functions of capital adequacy requirements in redressing supervision errors and prove that capital adequacy requirements are effective. |
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| Keywords: | financial supervision capital adequacy requirement supervision error |
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