银行信贷、资本监管双重顺周期性与逆周期金融监管

发布时间：2018-03-30 21:09

本文选题：银行信贷　切入点：资本监管　出处：《金融论坛》2011年02期

【摘要】：商业银行信贷和资本监管具有顺周期性。银行信贷顺周期性导致经济繁荣时期的贷款扩张和经济衰退时的贷款紧缩。《巴塞尔资本协议Ⅱ》下的资本监管约束,在经济衰退时会促使银行形成信贷萎缩效应,影响和制约货币政策有效性的发挥,次贷危机为《巴塞尔资本协议Ⅱ》下的银行风险管理和监管的创新带来了新的要求和挑战。要减轻顺周期的影响,增强金融体系的稳定性,需要建立逆周期动态调整的资本监管制度,构建逆周期的宏观审慎监管框架,并协调运用与宏观经济运行相逆的货币政策,协调各宏微观监管部门,完善风险预警体系和银行的激励约束机制。
[Abstract]:Commercial bank credit and capital regulation has thecyclical. Bank credit procyclicality resulting in regulatory capital constraints during the boom, the loan expansion and recession when the credit crunch. Basel Capital Accord II >, in a recession will prompt banks to form credit contraction effect, which affects and restricts the effectiveness of monetary policy to play. Bring new demands and challenges for the subprime crisis "innovation of Basel Capital Accord II > bank supervision and risk management. To reduce the procyclical effect, enhance the stability of the financial system, need to establish a counter cyclical dynamic adjustment of the capital supervision system, establishing counter cyclical macro prudential regulatory framework, and coordinate the use of inverse phase with the operation of macro economy monetary policy, the coordination of various macro and micro supervision departments, improve the incentive and restraint mechanism of risk early warning system and the bank.

【作者单位】：西安交通大学经济与金融学院;西安交通大学经济与金融学院金融系;
【基金】：国家社科基金重点项目(09AZD020)“我国金融监管的制度框架、制衡机制与绩效评价研究”
【分类号】：F830.5

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