政府担保预期、存款保险限额与银行风险承担

被引：10

作者：

王晓博 ^{[1
]}

刘伟 ^{[1
]}

辛飞飞 ^{[2
]}

机构：

[1] 同济大学经济与管理学院

[2] 同济大学交通运输工程学院

来源：

管理评论 | 2018年 / 30卷 / 10期

关键词：

政府担保预期; 存款保险限额; 银行风险承担; 道德风险;

D O I：

10.14120/j.cnki.cn11-5057/f.2018.10.002

中图分类号：

F841 [世界保险业]; F831 [世界金融、银行];

学科分类号：

120404 ; 020204 ; 020202 ;

摘要：

在考虑了市场主体对于政府担保预期的情况下,本文选取欧元区17个国家的116家银行2004-2014年的数据作为样本,通过对危机前、危机中以及危机后三个时期存款保险限额与银行风险承担间关系的考察,验证了二者间U型关系的存在,指出存款保险限额的提高并不一定会提高银行风险承担水平,存在最优的保险限额能够最小化银行的风险承担;同时,我们发现政府在危机时期的担保行为,可能强化市场主体对于政府担保的预期,进而使得危机过后,即使政府取消担保,最优的存款保险限额也不再存在。进一步地,我们认为在我国存款保险的初创时期,选择较高的存款保险限额,降低市场主体对于政府担保的预期,将更有利于明晰政府的职能定位,缓解长期政府隐性担保下积累的银行体系的道德风险问题。

引用

页码：14 / 25

页数：12

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