本文将商业银行道德风险以业务类型为依据划分为资产和负债两个方面,基于信息披露程度与银行道德风险负相关、加强信息披露能为存款保险制度"保驾护航"的假设,选取我国16家上市商业银行2013年第二季度至2017年第一季度数据,采用面板固定效应模型实证考察信息披露程度、存款保险制度的建立与银行道德风险的关系,并探索二者是否存在协同效应.研究表明:信息披露力度的增大可有效降低银行道德风险;存款保险制度在发挥金融安全网作用的同时,亦可诱发资产业务道德风险;充分的信息披露可降低存款保险制度所引致的负债业务道德风险;能否降低存款保险制度中的资产业务道德风险,关键在于银行信息披露力度及相应的制度和市场环境.%This paper divides commercial banks'moral hazards into assets and liabilities on the basis of business types. Based on the negative correlation between the degree of information disclosure and bank's moral hazards,we can enhance the disclosure of information to provide"escort"for deposit insurance system.The paper chooses data of 16 listed commercial banks from the second quarter of 2013 to the first quarter of 2017,adopts the panel fixed effect mod-el to examine the relationship between the degree of information disclosure,the establishment of deposit insurance sys-tem and the bank's moral hazards,and explores whether synergies exist between the two.The research shows that the increase of information disclosure can effectively reduce the occurrence of bank moral hazards,the deposit insurance system can exert the moral hazards of asset business while playing the role of financial safety net,sufficient informa-tion disclosure can reduce the moral hazards of debt business led by deposit insurance system,and the key to reduce the moral hazards of assets business in the deposit insurance system is the degree of bank information disclosure and cor-responding system and market environment.
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