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Modellgestützte Analyse der Auswirkungen von Bankenregulierungen

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  • Scharf, Karsten

Abstract

Der Gesetzgeber der Bundesrepublik Deutschland hat im §6 KWG die Zielsetzung der Beaufsichtigung von Kreditinstituten festgelegt. Danach soll das Bundesaufsichtsamt Mißständen in der Kreditwirtschaft entgegenwirken [13, S. 53ff]. Um diese Zielvorgabe zu erreichen, baute das Bundesaufsichtsamt ein komplexes System von Bankenregulierungen auf. Die ständige Weiterentwicklung der Produktpalette der Banken veranlaßt die Bankaufsichtsbehörde zur Überarbeitung ihrer Regulierungen, um die Risiken der neuen Bankgeschäfte zu überwachen und gegebenenfalls Maßnahmen zu ergreifen. All diese Entwicklungen haben zu einem so komplexen Regulierungssystem geführt, daß die Wirkungen der Regulierungen nicht ohne modellgestützte Analysen aufgezeigt werden können. Für die Geschäftspolitik der Kreditinstitute ergeben sich aus den Regulierungen Probleme, die in der Forschung noch nicht ausreichend berücksichtigt werden [(1, S. 228ff) , (2, S. 83ff) , (3, S. 56ff) , und (4, S. 75ff) 1 . Mit Ausnahmen [(9), (10) und (14)] sind dabei die Auswirkungen der Regulierungen nicht genügend realitätsnah untersucht worden. Ausgangspunkt der Analyse sind Bankgesamtplanungsmodelle 1(1), (2), (3), (4), (7), (8), (11) und (12)]. Daher stützt sich die Analyse auf ein LP-Modell, das mit Hilfe des Programmsystems LINDO auf einer PDP10 gelöst wird. Da es eine Vielzahl von Bankenregulierungen gibt, wird auch durch die Beschränkung auf eine modellgestützte Analyse nur der Bereich von normativen Bankenregulierungen in das Modell einbezogen. Damit werden die Bereiche des Registrierungszwanges, der Konzessionssysteme, der Überwachungs- und Publizitätsvorschriften ausgeklammert. Nach der Modellformulierung soll die Analyse in verschiedenen Untersuchungsreihen durchgeführt werden, wobei der Komplexitäts- und Intensitätsgrad der Regulierungen variiert wird.

Suggested Citation

  • Scharf, Karsten, 1986. "Modellgestützte Analyse der Auswirkungen von Bankenregulierungen," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 182, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    • Handle: RePEc:zbw:cauman:182
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    References listed on IDEAS

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    1. Buser, Stephen A & Chen, Andrew H & Kane, Edward J, 1981. "Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital," Journal of Finance, American Finance Association, vol. 36(1), pages 51-60, March.
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