资本监管约束下的银行信贷行为研究

发布时间：2018-01-06 18:31

本文关键词：资本监管约束下的银行信贷行为研究　出处：《湖南大学》2014年硕士论文　论文类型：学位论文

【摘要】：资本监管下商业银行的信贷行为不仅关系到银行业自身发展，还会影响信贷需求者的利益，更是一国经济持续稳定与发展的前提。特别在以银行信贷为主要融资手段的中国，银行信贷安全还是经济转型顺利进行的有效保障。随着金融危机爆发的频率加快、破坏力加强、波及范围加广，商业银行的监管要求不断深化，在日渐严格的资本监管要求下的银行微观信贷行为也日益成为研究焦点。本文将从更加具体的层面探讨资本监管下的银行信贷行为。首先根据资本充足率的“质”与“量”两重标准，将我国的商业银行划分为资本来源充足且无资本监管压力的多选择资本特质银行、资本来源充足且有资本监管压力的柔性资本特质银行、资本来源有限并存在资本监管压力的刚性资本特质银行。然后，运用我国39家商业银行的实际数据，基于资本异质性视角构建商业银行在资本监管下的风险信贷选择的理论框架，利用非平衡面板数据模型研究资本监管对商业银行信贷行业与期限结构选择的影响。实证结果表明，资本监管对异质性银行的信贷产生了差异化的影响：多选择资本特质银行的信贷行业选择与资本充足率的关系不显著，但随着资本的增加会增加高风险行业信贷与中长期贷款；而在资本约束下，柔性资本特质银行倾向于扩张高风险行业信贷，缩减某些低风险行业信贷，同时增加各期限信贷；刚性资本特质银行则选择紧缩各个行业信贷，减少中长期信贷，增加短期信贷来补充资本充足率。本文基于银行资本异质性视角，阐述了银行风险偏好与信贷行为的差异性，，并为分析我国银行业的流动性困境提供了新的思路。最后，文章就优化宏观环境、细化资本监管要求等级与异质性银行差别化资本监管、提高银行自身实力等方面为优化银行资本监管提供政策建议。
[Abstract]:Capital under the supervision of the credit behavior of commercial banks is not only related to the banking industry's own development needs, will also affect the interests of credit, is a prerequisite for a country's economy sustained and stable development. Especially in the bank credit as the main means of financing China, bank credit security or through the effective protection of economic transformation smoothly with the financial crisis. The outbreak of the frequency speed, damage scope and wide, strengthen the supervision of commercial banks requires deepening banking credit behavior in the increasingly strict requirement of capital supervision has increasingly become the focus of research.
This paper will discuss the credit behavior of banks under the supervision of the capital from a more specific level. According to the duality of the capital adequacy ratio of "quality" and "quantity" standard, divides China's commercial banks to choose more capital and without adequate sources of capital regulatory pressure characteristics of bank capital, flexible capital bank capital abundant and characteristic with the pressure of capital regulation, capital sources and has limited the pressure of capital regulation rigid capital characteristic bank. Then, using the actual data of 39 commercial banks in China, construction of commercial banks in the capital supervision under the credit risk selection framework based on the perspective of capital heterogeneity, impact on commercial bank credit industry and maturity using unbalanced panel data model. The empirical results show that capital regulation, capital regulation influenced the differentiation of the heterogeneity of bank credit: multiple choice The relationship between the capital characteristics of bank credit industry choice and capital adequacy ratio is not significant, but with the increase of capital will increase the industry with high risk of credit and long-term loans; and in the capital constraints, flexible capital characteristics tend to expand banking industry with high risk of credit, reduce some low risk credit industry, while increasing the duration of rigid credit; select each bank capital characteristic industry credit crunch, reduce long-term credit, increase short-term credit to supplement the capital adequacy ratio. This paper based on the perspective of bank capital heterogeneity, explain the difference between bank risk preference and credit behavior, and provide a new idea for liquidity predicament analysis of China's banking industry.
Finally, we will provide policy recommendations for optimizing the macro environment, refining the requirements of capital regulation, heterogeneity of bank differential capital regulation, and improving the strength of banks, so as to optimize bank capital regulation.

【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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