资本监管、资本充足率与银行市场均衡

基于用均衡稳定性理论和博弈理论对银行资本监管的有效性进行分析,其结果表明,资本充足率的提高与商业银行经营风险的降低并没有必然的联系,但资本监管对于银行市场均衡的稳定性可以发挥决定性作用;对我国商业银行而言,由于内部风险计量技术仍不完善,资本充足率很难成为市场有效信号,因而资本监管的效率必然是低下的。

Capital Regulation, Capital Ratio and Equilibrium of Banking Market

This paper uses theory of equilibrium and stability and game theory to analyze the efficiency of banking capital regulation. The result shows that the increase of capital ratio has not relationship with the decrease of managing risk of commercial banks but capital regulation can do well to the stability of equilibrium. To china's commercial banks, capital ratio is hard to become an efficient marketing signal because of lacking of risk- control technology in banks, so the efficiency of capital regulation must be low.