杠杆率新规对上市商业银行信贷约束的有效性研究
发布时间：2018-07-31 16:56
【摘要】：为研究杠杆率新规对银行信贷的影响,本文选用2004-2012年我国上市商业银行的杠杆率以及其他影响银行信贷指标的变量,就杠杆率标准的实施对约束我国商业银行信贷规模的有效性进行了实证分析。结果表明,杠杆率与我国商业银行的信贷规模呈负相关关系,杠杆率的监管要求会导致杠杆率不达标的银行信贷增长放缓;就影响程度而言,杠杆率对大型国有商业银行信贷规模的影响大于对股份制商业银行和城市商业银行的影响。
[Abstract]:In order to study the impact of the new rules on bank credit, this paper selects the leverage ratio of listed commercial banks and other variables that affect the bank credit index from 2004 to 2012. This paper makes an empirical analysis on the validity of restricting the credit scale of Chinese commercial banks by the implementation of the leverage ratio standard. The results show that the leverage ratio is negatively related to the credit scale of commercial banks in China, and the regulatory requirements of leverage ratio will lead to a slowdown in the growth of bank credit that does not meet the requirements of leverage ratio. The influence of leverage ratio on the credit scale of large state-owned commercial banks is greater than that on joint-stock commercial banks and urban commercial banks.
【作者单位】： 湖南大学金融与统计学院;
【基金】：国家自然科学基金项目《我国银行业宏观审慎管理与微观审慎管理协调创新研究》(项目编号:71373071)的资助
【分类号】：F832.4
[Abstract]:In order to study the impact of the new rules on bank credit, this paper selects the leverage ratio of listed commercial banks and other variables that affect the bank credit index from 2004 to 2012. This paper makes an empirical analysis on the validity of restricting the credit scale of Chinese commercial banks by the implementation of the leverage ratio standard. The results show that the leverage ratio is negatively related to the credit scale of commercial banks in China, and the regulatory requirements of leverage ratio will lead to a slowdown in the growth of bank credit that does not meet the requirements of leverage ratio. The influence of leverage ratio on the credit scale of large state-owned commercial banks is greater than that on joint-stock commercial banks and urban commercial banks.
【作者单位】： 湖南大学金融与统计学院;
【基金】：国家自然科学基金项目《我国银行业宏观审慎管理与微观审慎管理协调创新研究》(项目编号:71373071)的资助
【分类号】：F832.4
【参考文献】
相关期刊论文 前4条
1 张翼;徐璐;;杠杆率监管及其对我国银行业的影响研究[J];财经问题研究;2012年06期
2 黄海波;汪，
本文编号：2156224
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