本文選題：資本緩沖 + 逆周期性　； 參考：《國(guó)際金融研究》2012年11期

【摘要】：全球性金融危機(jī)對(duì)銀行體系和實(shí)體經(jīng)濟(jì)的重創(chuàng)引發(fā)人們對(duì)銀行資本緩沖周期性行為的廣泛探討。本文基于我國(guó)上市銀行的季度數(shù)據(jù),劃分不同的經(jīng)濟(jì)周期階段,對(duì)我國(guó)商業(yè)銀行資本緩沖的周期性行為及其驅(qū)動(dòng)因素進(jìn)行考察。研究發(fā)現(xiàn),樣本期內(nèi),我國(guó)上市銀行的資本緩沖具有逆周期性,而且資本緩沖對(duì)經(jīng)濟(jì)周期的敏感性是非對(duì)稱的,在經(jīng)濟(jì)衰退期,資本緩沖受經(jīng)濟(jì)波動(dòng)的影響更為強(qiáng)烈。銀行資本和信貸資產(chǎn)都是銀行資本緩沖逆周期行為的驅(qū)動(dòng)因素,只是所有權(quán)性質(zhì)不同的銀行,其逆周期行為的驅(qū)動(dòng)來源會(huì)有所差異,大型銀行的資本緩沖傾向于資本方式的調(diào)整。本文的結(jié)論對(duì)我國(guó)制定適當(dāng)?shù)馁Y本緩沖政策和促使商業(yè)銀行加強(qiáng)資本管理等具有重要的啟示。
[Abstract]:The impact of the global financial crisis on the banking system and the real economy has led to a widespread discussion of the cyclical behavior of bank capital buffers. Based on the quarterly data of China's listed banks, this paper classifies different stages of economic cycle, and investigates the cyclical behavior and its driving factors of capital buffering in Chinese commercial banks. It is found that the capital buffers of Chinese listed banks are countercyclical in the sample period, and the sensitivity of capital buffers to economic cycles is asymmetric. During the economic recession, capital buffers are more strongly affected by economic fluctuations. Bank capital and credit assets are the driving factors of bank capital buffer countercyclical behavior, but banks with different ownership properties will have different driving sources of countercyclical behavior. The capital buffers of large banks tend to adjust their capital patterns. The conclusion of this paper has important implications for our country to formulate appropriate capital buffer policy and to urge commercial banks to strengthen capital management.
【作者單位】： 南開大學(xué)經(jīng)濟(jì)學(xué)院金融學(xué)系;
【基金】：教育部新世紀(jì)優(yōu)秀人才計(jì)劃項(xiàng)目(NCET-08-0301) 國(guó)家社科基金重大攻關(guān)項(xiàng)目(09&ZD037)的資助
【分類號(hào)】：F832.3;F224

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本文編號(hào)：1991833