Research on Strategy of Commercial Bank Risk-taking Behavior and Capital Regulation Based on Signal Game

摘要：

　　This paper analyzes the signal passing effects of the capital regulatory constraints on choose of commercial bank risk-taking behavior by using signal game theory.We get that regulatory authorities should take strict regulation on high-risk banks to restrain their risk-taking incentives and take loose regulation on low-risk banks to encourage their profitability.Then,the supervisory authorities should strengthen the influence on reputation of the regulators and banks,be tougher and increase the penalties for high-risk banks.Moreover,we should increase their efforts,and lower the regulatory cost.

关键词： Capital Regulation Bank Risk-taking Behaviors Signal Game

作者: LIANG Yan FANG Shida DONG Wei-gang

作者单位: School of Economics,Dalian University of Technology,Dalian,China,116024

会议类型: 国际会议

会议名称: the 5th (2013)International Conference on Financial Risk and Corporate Finance Management(第五届(2013)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 459-464

在线出版日期: 2013-06-29（万方平台首次上网日期，不代表论文的发表时间）