我国银行监管的对策研究

上海交通大学硕士学位论文我国银行监管的对策研究姓名：陈勇申请学位级别：硕士专业：公共管理指导教师：莫童2007060339TheCounterplanResearchOnBankRegulationofChinaABSTRACTThebankingisalwaysoneoftheprofessionsthatthegovernmenttakeschargeofmoststrictlyinthemoderneconomy.Thebankisaspecialfinancialbusinessenterprise.Thecomplexityoftheriskofthebankcomestoflimsinessofconduct.And,iftheoccurrencebankbankruptcyeventhelargequantitycollapse,notonlybringlossforthebankoneself,butalsowillendangerthewholesocialeconomy.ThebankingofChinahasaprominentpositioninthenationaleconomy.Oncethebankingiswrong,thewholefinancialindustrieswillparalyze.Howtosupervisebanks?Theproblemhasalwaysattractedathrongofresearchers'attentionsincethebirthofbanks.Whatkindofsupervisionsystemisthebest?Therehavebeenagoodmanycontroversieswithinacademiaatalltimes,asaresult,whichbroughtonsuchsupervisiontheoriesincludingadmittanceconditionsupervision,capitaladequacyratiosupervisionanddepositinsurancemechanism.Inthemeantimeoflookingbackvarioustheoriesofbankregulationwriterconsidersthatmodernbanksupervisionshouldpaymoreattentiontoselfriskdominationofinternalbank.So,buildingbankprudencemanagementrulesystem,establishingsupervisionmanagementevaluationsystemandriskmonitoringmechanism,constitutinginteriorprocedureontakingsupervisioncompulsionmeasuresandsettingupsupervisionresponsibilitysystem,whichareemergencyproblemsneededtoberesolvedbybanksupervision.Thispaper’smainnovelisthat:thispaperestablishesoneplurallinearregressionmodeltosystematicallyresearchthedifferenceofbankregulationsystems,between39countriesintheworldandtheinfluenceofthemonthebanks'competencypower.Wewanttousethismodeltotestvarioustheoriesonbankregulationandseektherelativelyoptimumsupervisorysystem.So,weestablishoneplurallinearregressionmodel,withBCPasthedependentvariable,with10variablesreflectingthedifferencesofcross-countrybankregulationsystemasindependentvariables.Weusethismodeltosystematicallyanalyzetheinfluencesofeachindependentvariableonthedependentvariable.Thispaper’smainconclusionisthat:thevarioussevererequirementsofprudentialregulation,suchascapitalabundance,liquidityandprovisionrequirementsshownonotableeffectonthebanks'competencypower.Soitismoreessentialtostrengthentheself-controlabilitytotherisk-takingofbanks.Theresultsofthispaperalsoshowthat:suchfactorsasmarketsupervisionpowerauthorizedbythegovernments,explicitdepositinsurancesystem,independenceoftheregulatinginstitution,theflexibilityandpertinenceoftheregulationmeasures,strictbankexitingregulationhaveremarkablepositiveinfluenceonthebanks'competencypower.Becauseoftheimportantpositionofthebankingandoutofmarketorder,BankRegulationhavealreadybecomeakindofspecialandpublicarticle,needingapublicsectionfromthegovernmenttoprovideinagreatdegree.Theconclusionofthispaperhavemorerealisticmeaning,suchasstrengtheningthedirectmanagementofthebanking,normdirectmanagementbehavior,guardingagainstanddissolvingthebankingrisk,protectingthelegalrightsofthedepositorandothercustomers,promotinghealthydevelopmentofbanking.KEYWORDS:prudentialregulation,capitalabundance,depositinsurancesystem,NewBaselProtocol2007510337WTO19888%“”“”1——2——3——M11929-1933“”4371997199827008%988%2003450MathiasDewatripontJeanTirole“”“”“”1Dewatripont&Tirole“”20031220042111MathiasDewatripont&JeanTirole“ThePrudentialRegulationofBanks”MITPress19945372MoralHazard34“”567“”1106372110IMD2002——BCP1021037371“”1971“”1Dewatripont&Tirole19942M13M1451M199852MathiasDewatripont&JeanTirole“ThePrudentialRegulationofBanks”MITPress19943Rajan,G.Raghuram,1998,“ThePastandFutureofCommercialBank”,JournalofMoney,Credit,andBanking,VOL.30.No.3(August1998,Part2)4M200335M2002118372——GreuningBratanovic“”1RogerW.Ferguson“”2AlanGreenspan“”3111“”12“”31Greuning&Bratanovic“AnalyzingBankingRisk:AFrameworkforAssessingCorporateGovernanceandFinancialRiskManagement”WorldBankWorkingPaper“RiskRegulationandtheFuture”AmericanBankerDec.1999.93745671——11“”DominoEffect2M1103732342“”11113723“”“”2“”——“”MathiasDewatripont&JeanTirole“”DewatripontTirole“”“”1Dewatripont&Tirole“”1MathiasDewatripont&JeanTirole“ThePrudentialRegulationofBanks”MITPress19941237200312272004211Besanko&Thakor1993ParetoWorsening1337BhattacharyaBoot&Thakor19982MoralHazardMerton19771978Bhattacharya198219888%1991FDICIA1Rochet1991MarshallPrescott2001Peltzman1970DietrichJames1983231[J]2002117182[J]20011131323[J]20014424414373JohnH.BoydChunChang&BruceD.Smith1998BhattacharyaBoot&Thakor199812AdverseSelectionMoralHazard34“”“”“”Boot&Thakor199315375“”“”12616371219291933“”19341RobertC.Merton19972Dewatripont&Tirole19941Peters19942“”PromptCorrectiveActions“”2%90“”1MathiasDewatripont&JeanTirole“ThePrudentialRegulationofBanks”MITPress19942Peters“ATheoryofDebtandEquity:DiversityofSecuritiesandManager-ShareholderCongruence”QuarterlyJournalofEconomics1994.17377BhattacharyaBoot&Thakor1998MailathGeorge&Mester1994“”IMD——BCP1=8.263—0.2361X+0.1412X—0.1733X—0.3814X+0.1