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A kockázatalapú bankszabályozás előretörése és visszaszorulása - az ösztönzési struktúrák szerepe
[The emergence and decline of risk-based bank regulation the role of incentive structures]

Author

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  • Mérő, Katalin

Abstract

A globális pénzügyi válságot követően a bankszabályozás szemlélete jelentősen átalakult. Ennek egyik fontos tényezője, hogy a korábbi, kockázatalapú bankszabályozással szemben megerősödtek a szabályozás nem kockázatérzékeny elemei. A kockázatalapú szabályozás, vagyis a bankok belső kockázatkezelési modelljeinek szabályozási célú elfogadása a válság előtti bankszabályozás (Bázel-II.) legfontosabb fejleménye volt. Ezzel a szabályozóhatóságok elismerték, hogy a bankok jobban, pontosabban képesek saját kockázataikat mérni, mint a szabályozó- és felügyeleti hatóságok. A válság idején azonban nyilvánvalóvá vált, hogy a kockázatalapú szabályozás, elsősorban a rossz ösztönzési struktúrák miatt, jelentősen alulbecsüli a kockázatokat. Ez okozta a válság utáni visszarendeződést: a Bázel-III. szabályozás oly módon csökkenti jelentősen a szabályozás kockázatérzékenységét, hogy számos nem kockázatalapú elemet is beépít eszköztárába. Ez a visszarendeződés erősen vitatott, hiszen első ránézésre nem más, mint visszalépés a régi, elavult szabályozási rendszer felé. A tanulmány a kockázatalapú szabályozás válság előtti előretörését és válság utáni visszaszorulását vizsgálva arra a következtetésre jut, hogy a kevert rendszerek jobbak, mint akár a pusztán kockázatalapú, akár az egyáltalán nem kockázatérzékeny rendszer.* Journal of Economic Literature (JEL) kód: G01, G21,G28.

Suggested Citation

  • Mérő, Katalin, 2018. "A kockázatalapú bankszabályozás előretörése és visszaszorulása - az ösztönzési struktúrák szerepe [The emergence and decline of risk-based bank regulation the role of incentive structures]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 981-1005.
    • Handle: RePEc:ksa:szemle:1797
    DOI: 10.18414/KSZ.2018.10.981
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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