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让表现最差者倒闭:破解“大而不能倒”难题的可信方案

Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum
Quarterly Journal of Economics · 2022 · Thomas Philippon、Olivier Wang

中文摘要

我们研究具有时间一致性的银行处置机制。关键约束在于,政府无法避免实施事后有效率的救助。与普遍看法相反,我们表明,政府仍可利用救助在银行之间的分配来提供激励,从而避免道德风险并实现第一最佳配置。我们分析了可信锦标赛机制的性质,这类机制向表现最佳的银行提供支持,并处置表现最差的银行。我们进一步扩展该机制,并表明:当银行之间并非完全替代品时,当银行的相互关联程度存在差异、只要救助资金可以指定用途时,以及当银行的风险承担行为源于过度乐观而非道德风险时,该机制仍然表现良好。

Abstract

Abstract We study time-consistent bank resolution mechanisms. The key constraint is that governments cannot avoid bailouts that are ex post efficient. Contrary to common wisdom, we show that the government may still avoid moral hazard and implement the first-best allocation by using the distribution of bailouts across banks to provide incentives. We analyze properties of credible tournament mechanisms that provide support to the best-performing banks and resolve the worst-performing ones. We extend our mechanism and show that it continues to perform well when banks are imperfect substitutes, when they are differentially interconnected as long as bailout funds can be earmarked, and when their risk-taking is driven by overoptimism instead of moral hazard.
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