TRM和信号博弈结合的银行业混业经营监管

在发达国家，银行业混业经营是很普遍的事情。而混业经营的银行最主要的风险不止是来自信用风险，还会涉及到市场风险和操作风险。美国的次贷危机就是监管失控导致的全球性金融危机，所以对混业银行加强监管是非常必要的。BaselⅡ协议上有很多监管方法，有些适合我国的银行业，有些不适合。文章从博弈论的角度提出了TRM整体风险管理和信号博弈相结合的方法，通过一个奖励系数，加强对银行业的管理，完善目前的监管手段。

Banking Supervision of Mixed Operation Based on TRM Connected with Signal Game

Banks of mixed operation are widely spread in developed countries. Consequently, chief risks of these banks not only arise from credit risks, but also come from market risk and operational risk. One of the reasons that the US subprime mortgage lead to the global financial crisis is financial deregulation. Therefore, it is very necessary for the mixed-operation banks to carry out strict supervisory measures. This paper puts forward a kind of method of Total Risk Management （TRM） connected with Signal Game to strengthen mixed management of banks and perfect the present supervision means. By virtue of award coefficient, this method guarantees sound development of the mixed-operation banks.