新资本充足率监管对我国商业银行信贷行为影响研究

发布时间：2017-12-31 21:35

本文关键词：新资本充足率监管对我国商业银行信贷行为影响研究　出处：《湖南大学》2012年硕士论文　论文类型：学位论文

【摘要】：银行资本监管好比一把双刃剑，一方面它能防范金融风险，保障银行业稳健运行，但另一方面商业银行很可能为了满足资本监管要求而紧缩信贷，同时，其风险敏感性资本计提规则也可能一定程度上造成银行系统的顺周期性。巴塞尔协议I、巴塞尔协议II的相继实施，以及巴塞尔协议Ⅲ的出台，标志着商业银行资本充足管理逐步走向规范化，同时也体现着监管规则注重资本数量和质量同步提高，微观审慎与宏观审慎有机结合的新趋势。巴塞尔Ⅲ确立了国际银行业监管的新标杆，我国也适时的对其进行了跟进，形成了我国资本监管的新框架。这一系列的变革必然会对银行信贷行为产生一定的影响，新形势下对资本充足率监管与银行信贷行为进行重新研究很有必要。本文在已有的资本监管研究的基础上，重点就巴塞尔Ⅲ和我国资本监管新规对银行信贷行为的影响进行分析，，文章主要分为四部分：第一部分：对巴塞尔资本协议监管框架下的资本充足率监管进程进行系统梳理，并从信息不对称、货币政策效应等视角以及数理推导角度探讨资本监管改革影响银行信贷行为的途径。第二部分，基于我国资本监管的特殊性与商业银行资本充足率现状，从信贷增长波动行为、信贷集中行为、信贷顺周期行为三方面考察新资本充足率监管下商业银行信贷行为的形成机理。第三部分，选取我国12家主要商业银行2004-2011年的面板数据进行了多元线性回归检验，并依据2012年《商业银行资本管理办法（试行）》新标准对我国商业银行资本充足率进行重新测定，用以考察过渡期内我国商业银行资本补充压力及此背景下银行信贷行为的可能调整。第四部分，通过对前文规范分析与实证研究的总结，针对资本充足率监管约束下商业银行信贷行为调整的趋势以及面临的难题，提出在资本监管趋严的形势下推进我国商业银行信贷行为合理化的对策建议。
[Abstract]:Bank capital regulation is like a double-edged sword, on the one hand, it can prevent financial risks, ensuring the steady and sound operation of the banking industry, but on the other hand, commercial banks are likely to meet regulatory capital requirements and tightening credit, at the same time, the risk sensitivity of capital rules may to some extent caused by the procyclicality of the banking system in Basel. I protocol, II protocol in Basel have implemented, and the introduction of Basel III, marking the capital adequacy of commercial banks management gradually standardized, but also reflects the regulatory rules on the quantity and quality of capital and improve the micro - and macro Prudential, the organic combination of the new trend. Basel III established a new benchmark for international banking supervision industry, our country has carried on the timely follow-up, the formation of a new framework of capital regulation in China. This series of changes is bound to produce a bank credit behavior In the new situation, it is necessary to restudy the regulation of capital adequacy and the behavior of bank credit in the new situation.
Based on the study of existing capital regulation on the key impact of Basel III and China's new regulatory capital of bank credit behavior analysis, the article is divided into four parts: the first part: on the Basel capital accord under the framework of capital adequacy supervision process systematically, and from the information asymmetry, way to investigate the effect of capital regulation reform of bank credit behavior from the perspective of the effect of monetary policy and the mathematical derivation angle. In the second part, the capital adequacy ratio of commercial banks and the particularity of the status quo of China's capital regulation based on the growth volatility behavior from credit, credit centralized credit behavior, along the formation mechanism of periodic behavior three aspects to inspect new capital adequacy supervision the commercial bank credit behavior. The third part mainly selects the panel data of China's commercial banks 12 years 2004-2011 by multivariate linear regression test, According to the 2012 "commercial bank capital management (Trial) > new standard re determination of capital adequacy ratio of commercial banks in China, with the possible adjustment to examine the transition period of China's commercial banks to replenish capital bank credit behavior and pressure under this background. The fourth part, through the above normative analysis and empirical research in summary, the behavior of commercial bank credit capital adequacy regulation constraint adjustment trend and problems, puts forward some countermeasures and suggestions of tighter situation in the capital under the supervision of the rationalization of promoting the credit behavior of commercial banks in China.

【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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