本文關鍵詞：新資本充足率監(jiān)管對我國商業(yè)銀行信貸行為影響研究　出處：《湖南大學》2012年碩士論文　論文類型：學位論文

  更多相關文章： 巴塞爾Ⅲ 資本充足率 監(jiān)管 信貸行為 順周期

【摘要】：銀行資本監(jiān)管好比一把雙刃劍，一方面它能防范金融風險，保障銀行業(yè)穩(wěn)健運行，但另一方面商業(yè)銀行很可能為了滿足資本監(jiān)管要求而緊縮信貸，同時，其風險敏感性資本計提規(guī)則也可能一定程度上造成銀行系統(tǒng)的順周期性。巴塞爾協(xié)議I、巴塞爾協(xié)議II的相繼實施，以及巴塞爾協(xié)議Ⅲ的出臺，標志著商業(yè)銀行資本充足管理逐步走向規(guī)范化，同時也體現(xiàn)著監(jiān)管規(guī)則注重資本數(shù)量和質量同步提高，微觀審慎與宏觀審慎有機結合的新趨勢。巴塞爾Ⅲ確立了國際銀行業(yè)監(jiān)管的新標桿，我國也適時的對其進行了跟進，形成了我國資本監(jiān)管的新框架。這一系列的變革必然會對銀行信貸行為產(chǎn)生一定的影響，新形勢下對資本充足率監(jiān)管與銀行信貸行為進行重新研究很有必要。 本文在已有的資本監(jiān)管研究的基礎上，重點就巴塞爾Ⅲ和我國資本監(jiān)管新規(guī)對銀行信貸行為的影響進行分析，，文章主要分為四部分：第一部分：對巴塞爾資本協(xié)議監(jiān)管框架下的資本充足率監(jiān)管進程進行系統(tǒng)梳理，并從信息不對稱、貨幣政策效應等視角以及數(shù)理推導角度探討資本監(jiān)管改革影響銀行信貸行為的途徑。第二部分，基于我國資本監(jiān)管的特殊性與商業(yè)銀行資本充足率現(xiàn)狀，從信貸增長波動行為、信貸集中行為、信貸順周期行為三方面考察新資本充足率監(jiān)管下商業(yè)銀行信貸行為的形成機理。第三部分，選取我國12家主要商業(yè)銀行2004-2011年的面板數(shù)據(jù)進行了多元線性回歸檢驗，并依據(jù)2012年《商業(yè)銀行資本管理辦法（試行）》新標準對我國商業(yè)銀行資本充足率進行重新測定，用以考察過渡期內(nèi)我國商業(yè)銀行資本補充壓力及此背景下銀行信貸行為的可能調整。第四部分，通過對前文規(guī)范分析與實證研究的總結，針對資本充足率監(jiān)管約束下商業(yè)銀行信貸行為調整的趨勢以及面臨的難題，提出在資本監(jiān)管趨嚴的形勢下推進我國商業(yè)銀行信貸行為合理化的對策建議。
[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.

【學位授予單位】：湖南大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.2

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