本文選題：資產(chǎn)價格 + 信貸波動��； 參考：《金融論壇》2014年04期

【摘要】：本文對巴塞爾資本監(jiān)管協(xié)議實(shí)施以來幾次重大的經(jīng)濟(jì)衰退及信貸緊縮過程的分析發(fā)現(xiàn),在銀行面臨資本監(jiān)管約束的情況下,經(jīng)濟(jì)衰退過程中的信貸緊縮造成經(jīng)濟(jì)波動放大是一個資產(chǎn)價格、資本充足率和銀行信貸相互影響、自我實(shí)現(xiàn)的過程,資產(chǎn)價格波動是銀行資本監(jiān)管約束實(shí)現(xiàn)其親周期性的重要途徑。資產(chǎn)價格波動影響銀行的資本充足水平,并通過改變資本約束影響信貸供給,因此,逆周期資本緩沖同資產(chǎn)價格掛鉤是必要的�；谫Y產(chǎn)價格對于銀行信貸波動及順周期的影響,可以將資產(chǎn)價格作為逆周期資本緩沖的掛鉤變量之一。
[Abstract]:This paper analyzes several major economic recessions and credit tightening processes since the implementation of the Basel Capital Supervision Agreement. It is found that banks are facing the constraints of capital regulation. The credit crunch during the recession is a process in which asset prices, capital adequacy ratios and bank credit interact and self-actualize. The fluctuation of asset price is an important way to realize the procyclicality of bank capital supervision. The fluctuation of asset prices affects the capital adequacy of banks and the supply of credit by changing capital constraints, so it is necessary to link countercyclical capital buffers to asset prices. Based on the influence of asset price on bank credit fluctuation and pro-cycle, asset price can be regarded as one of the linked variables of countercyclical capital buffer.
【作者單位】： 中國建設(shè)銀行總行;
【分類號】：F831.5

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