商业银行拨备监管的经济波动效应研究

发布时间：2018-03-07 13:39

本文选题：技术冲击　切入点：金融冲击　出处：《产业经济研究》2017年02期 　论文类型：期刊论文

【摘要】：文章构建了一个包含商业银行和监管当局在内的五部门DSGE模型,从拨备计提强度和平滑程度两个维度分析了商业银行拨备监管的经济波动效应。研究发现:(1)适度降低拨备计提强度不会加大经济波动,在拨备计提平滑程度较低的情况下,这一举措能够较为显著地改善经济运行绩效;(2)拨备计提的平滑程度不断提高有助于熨平经济波动;(3)随着动态拨备制度的不断深化,降低拨备计提强度对于改善经济波动的效果逐渐递减,且在技术冲击和金融冲击下其具体影响效果不同。监管当局可以考虑适度降低拨备监管强度,避免商业银行因利润考核压力而从事高风险资产配置活动,进而诱发金融风险、放大经济波动;同时,加快推进和完善动态拨备制度应该成为我国未来拨备监管改革的主要方向。
[Abstract]:This paper constructs a five-sector DSGE model including commercial banks and regulatory authorities. This paper analyzes the economic fluctuation effect of the reserve regulation of commercial banks from the two dimensions of the strength and smoothness of the reserve provision. The study found that the moderate reduction of the reserve charge intensity does not increase the economic fluctuation, and when the smoothness of the reserve provision is low, the economic fluctuation will not be increased. This measure can significantly improve the performance of the economy. The effect of reducing the reserve provision strength to improve the economic fluctuation is decreasing gradually, and its specific effect is different under the technology impact and the financial shock. The regulatory authorities may consider reducing the reserve supervision intensity moderately. Avoid commercial banks from engaging in high-risk asset allocation activities because of profit assessment pressure, thereby inducing financial risks and amplifying economic fluctuations; at the same time, Speeding up and perfecting the dynamic reserve system should be the main direction of our country's future regulation reform.
【作者单位】：南京大学商学院;交通银行上海市黄浦支行;
【基金】：国家自然科学基金面上项目(71673132) 教育部长江学者与创新团队发展计划项目(IRT13020) 江苏省普通高校博士研究生科研创新计划项目(KYZZ15_0003)
【分类号】：F832.33

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