基于声誉视角的银行道德风险研究-政治经济学专业论文.docxVIP

抽要摘要 抽要 摘要 政府免费提供的存款保险使得东南亚国家的银行存在严重的道德风险。银行 倾向于发放过多的高风险贷款，造成东南亚国家的高风险投资过度，从而形成资 产价格泡沫，最终导致金融危机的爆发。 我国也存在隐含的政府担保，这种国家信用在1997年亚洲金融危机时虽然 保障了国内银行体系的稳定性，但是它同样产生了严重的道德风险问题。我国的 国有银行的不良贷款居高不下，恰恰说明了这一问题的严重性。严重的道德风险 问题一方面可能诱发银行危机，另一方面还意味着资源分配的低效率，把宝贵的 国民储蓄拿来滥用，借贷给高风险低收入的项目。 声誉是一种治理不确定环境中道德风险的一种方法，但是该机制的发挥需要 一定的制度安挥来支持。目前我国的银行体系中的上述制度安排都不尽入意，所 以要使声誉机制在我国的银行体系中发挥作用，首先要改善这些制度安排，这样 才能充分发挥声誉有效传递信号、促进银行自我监督的作用，从而最终控制银行 的道德风险问题。 本文分为三部分。第一部分为理论回顾(导论、第一章和第二章)，对道德 风险、声誉、和银行道德风险的有关理论，进行了梳理；第二部分为治理银行道 德风险的理论框架，从银行声誉的约束机制、管理机制和评价体系三个纬度来研 究了银行的声誉问题。第三部分为治理我国国有银行道德风险的对策，研究了我 国银行的道德风险问题，并提出了治理我国国有银行道德风险的政策建议。 关键词：机会主义：道德风险；声誉：约束机制：管理机制 摘要Abstract 摘要 Abstract The moral hazard of bank arose concerning because of economic development suffers huge loss from bank crisis．because the government provide deposit insurance for free，the southeast countries banks occur seriOUS moral hazard，these banks tends to provide too much high-risk loan,which result in overinvestment with high risk, then the asset耐ce bubble emerged，and the southeast financial crisis broke out in 1997． ，Secret government assurance also exists in our country,though such station credit guarantees the stability ofnational bank system in Asia financial crisis in 1997， which also brought serious moral hazard．Our State—owned banks keep high bad loan ratio rightly indicates that the problem is serious．On the one hand se．verc moral hazard would bring out bank crisis，on the other hand it induces low efficiency on TeS01．hCe allocation,and the natioml saving is abused when it was invested on projcot wi也high risk and low revenue． Reputation is a system to manage moral hazard in uncertain circumstance， however such system need the support from other system arrangements．Currently Our bank system arrangement is not good enough．consequently we should firstly improve the system arrangement,thus reputation could take the function of transferring signal and accelerating banks’self-supervise，and then nlanage banks’ moral hazard in the end． This artic