金融监管的双系统决策模型分析  

Analysis of Dual System Decision Model of Financial Supervision

作　　者：陈奇超[1,2] 刘力臻[1] 石凯[1] 

机构地区：[1]东北师范大学经济学院,吉林长春130117 [2]渤海大学经法学院,辽宁锦州121013

出　　处：《税务与经济》2015年第5期42-46,共5页Taxation and Economy

基　　金：国家社科基金重点项目"开放经济内外双均衡协调发展研究"(项目编号:08GJA001);国家科技部软科学项目"外部冲击与中国外汇储备安全战略研究"(项目编号:2009GXS5D104)研究成果

摘　　要：金融监管决策存在有限理性问题,即宏观审慎性监管和逆周期宏观监管等措施都需要对经济波动加以识别和判断,这些识别和判断可能会出现错误,一旦判断失误就会形成系统性风险。运用双系统决策模型对金融监管进行分析表明,在金融监管中应充分地考虑决策时间因素,将决策时间这一参数加入到金融监管中。进一步讲,金融监管的决策时间应该是一个不变的常量,它应既能保证金融监管理性决策,又能保证社会所需要的经济效率。只有这样,当前的金融监管改革才具有现实性和有效性。There are some bounded rationality problems in financial supervision decision. Macro-prudential su- pervision and counter-cyclical macro-supervision should identify the economic fluctuation and make judgment, but some misjudgment and misidentification will lead to systematic risk. Dual system decision model is applied in this study to analyze financial supervision. The analysis reveals that the factor of decision time should take into account in financial supervision and it should be added to the financial supervision. Furthermore, decision time should be constant in financial supervision. It should not only ensure the rational decision of financial supervi- sion, but also guarantee the economic efficiency that society needs. Only in this way, is the reform of financial supervision realistic and effective.

关 键 词：金融监管 决策理性 双系统决策模型 决策时间 

分 类 号：F830.9[经济管理—金融学]