我国银行业激励相容的监管体制研究

【作者】 唐造时；

【导师】 岳意定；

【作者基本信息】 中南大学 ， 工商管理， 2004， 硕士

【摘要】 银行业监管的公共产品特性，决定了银行监管职责只能由政府来承担。然而，信息的不完全以及政府的内在缺陷往往导致“监管失灵”，致使银行监管体制与监管目标激励不相容。 目前，有关激励相容的研究主要集中在一般性的理论探讨上，很少涉及监管组织内部的激励机制设计，对于如何建立激励相容的监管体制的实证分析较少。为弥补以上不足，本文从监管目标与监管体制的相互关系分析入手，系统总结了激励不相容的成因及表现形式，并针对我国的具体情况，从监管体制及内部激励机制两个方面深入探讨了如何建立激励相容的银行监管体制。 文章在具体分析我国银行业监管现状的基础上，运用数理方法建立了存在多重激励内容的委托-代理模型，指出激励相容的约束条件包括参与约束、相容约束和现实约束三个方面，并分析了这些约束条件的现实意义。然后选取某一地级市(A市)作为实证研究对象，分析该市银行业监管的现实状况，并分别运用经验数据和理论模型推算出该市人民银行中心支行激励补偿系数的经验数值和符合激励相容约束条件的理论数值，比较两者的差异并剖析这些差异产生的原因，指出了该行激励机制建设的优势与不足。最后从监管体制和激励机制两方面对银行业监管的发展提出政策建议。更多还原

【Abstract】 As one of the public goods, the banking supervising can only owe its responsibility to the government. However, incomplete information and inherent defect of government always lead the banking supervising to be failure, and bring the system of banking supervising on incentive incompatibility at last.Till now, the study on incentive compatibility mainly focuses on generic theoretic analysis. It rarely involves the incentive mechanism design of supervising organizations. The demonstrable analysis on how to build a supervising system with incentive compatibility is very few. To make up for all of the shortage listed above, this paper analyzes the relationship between supervising system and supervising objective detailed, and then summarizes the cause and representation of incentive incompatibility systematically. Besides these, it discusses how to build a supervising system with incentive compatibility suited to our country from the two aspects of supervising system and inherent supervising mechanism.Based on the concretely analysis about the supervising actuality of our banking, the article establishes an agent model with multi-incentive content using symbolic methods, points out that the restrictive terms of incentive compatibility include three sides, i.e. Participating restriction, compatible restriction and realistic restriction, and sets forth the realistic meaning of these restrictive terms. Afterwards, chooses city A as the object of demonstration, and analyzes its status quo of bankingsupervising, acquires the experiential data of supervising compensative coefficient and theoretic data accorded with restrictive terms of incentive compatibility by the use of experiential materials and theoretic model separately, compares the difference between these two data and anatomizes the forming reason of these difference, indicates the advantage and shortage on supervising mechanism building of the people bank in this city. At last, some policy suggestions on banking supervising are brought forward from two aspects of supervising system and incentive mechanism.更多还原