信息披露、市场约束与银行风险承担行为
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财经研究 2009 年 第 35 卷第 12 期, 页码：120 - 130
摘要
参考文献
摘要
文章运用我国14家主要商业银行2000-2008年间的数据,实证研究了银行信息披露与其风险承担行为之间的关系,研究表明信息披露能否发挥其市场约束功能取决于相应的制度基础和市场环境,只有当金融体系的市场化程度较高,且银行能充分有效地披露其风险信息时,来自债权人的市场约束行动才能真正发挥对银行风险承担行为的约束作用。
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[2]许友传,何佳.隐性保险体制下城市商业银行的市场约束行为[J].财经研究,2008a,(5):43-54.
[3]许友传,何佳.不完全隐性保险政策与银行风险承担行为[J].金融研究,2008b,(1):163-174.
[4]张强,佘桂荣.银行监管的市场约束理论进展[J].金融研究,2006,(10):98-105.
[5]Baltagi B H.Econometric analysis of panel data[M].John Wiley&Sons Ltd,2005.
[6]Basel Committee on Banking Supervision(BCBS).The new basel capital accord[Z].Consultative Document,Bank for International Settlements,2004.
[7]Bhattacharya S,Boot A WA,Thakor A V.The economics of bank regulation[J].Jour-nal of Money,Credit and Banking,1998,30:745-770.
[8]Cordella T,Yeyati E L.Public disclosure and bank failures[R].Working Paper,CEPR,1998.
[9]Flannery MJ.The faces of market discipline[J].Journal of Financial Services Re-search,2001,20:107-119.
[10]Goodhart C A E,Huang H Z.The lender of last resort[J].Journal of Banking and Finance,2005,29:1059-1082.
[11]Gropp R,Vesala J,Vulpes G.Equity and bond market signals as leading indicators of bank fragility[R].Working Paper,European Central Bank,2002.
[12]Hamalainen P,Hall M,Howcroft B.Aframework for market discipline in bank regu-latory design[J].Journal of Business Finance&Accounting,2005,32:183-209.
[13]Jordan J S,Peek J,Rosengren E S.The impact of greater bank disclosure amidst a banking crisis[R].Working Paper,Federal Reserve Bank of Boston,1999.
[14]Lindgren C J,Garcia G,Saal M.Bank soundness and macroeconomic policy[R].Working Paper,I MF,1996.
[15]Llewellyn D T.Some lessons for regulation fromrecent bank crises[J].Open Econo-mies Review,2000,11(1):69-109.
[16]Nier E,Baumann U.Market discipline,disclosure and moral hazard in banking[J].Journal of Financial Intermediation,2006,15:332-361.
[17]Herring RJ.The subordinated debts alternative to Basel II[J].Journal of Financial Stability,2004,1:137-155.
引用本文
许友传. 信息披露、市场约束与银行风险承担行为[J]. 财经研究, 2009, 35(12): 120–130.
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