我国上市银行资本缓冲周期性及其影响因素研究

发布时间：2018-06-07 16:31

本文选题：资本缓冲 + 逆周期性　；参考：《国际金融研究》2012年11期

【摘要】：全球性金融危机对银行体系和实体经济的重创引发人们对银行资本缓冲周期性行为的广泛探讨。本文基于我国上市银行的季度数据,划分不同的经济周期阶段,对我国商业银行资本缓冲的周期性行为及其驱动因素进行考察。研究发现,样本期内,我国上市银行的资本缓冲具有逆周期性,而且资本缓冲对经济周期的敏感性是非对称的,在经济衰退期,资本缓冲受经济波动的影响更为强烈。银行资本和信贷资产都是银行资本缓冲逆周期行为的驱动因素,只是所有权性质不同的银行,其逆周期行为的驱动来源会有所差异,大型银行的资本缓冲倾向于资本方式的调整。本文的结论对我国制定适当的资本缓冲政策和促使商业银行加强资本管理等具有重要的启示。
[Abstract]:The impact of the global financial crisis on the banking system and the real economy has led to a widespread discussion of the cyclical behavior of bank capital buffers. Based on the quarterly data of China's listed banks, this paper classifies different stages of economic cycle, and investigates the cyclical behavior and its driving factors of capital buffering in Chinese commercial banks. It is found that the capital buffers of Chinese listed banks are countercyclical in the sample period, and the sensitivity of capital buffers to economic cycles is asymmetric. During the economic recession, capital buffers are more strongly affected by economic fluctuations. Bank capital and credit assets are the driving factors of bank capital buffer countercyclical behavior, but banks with different ownership properties will have different driving sources of countercyclical behavior. The capital buffers of large banks tend to adjust their capital patterns. The conclusion of this paper has important implications for our country to formulate appropriate capital buffer policy and to urge commercial banks to strengthen capital management.
【作者单位】：南开大学经济学院金融学系;
【基金】：教育部新世纪优秀人才计划项目(NCET-08-0301) 国家社科基金重大攻关项目(09&ZD037)的资助
【分类号】：F832.3;F224

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