本文選題：資本充足率 + 信貸規(guī)模　； 參考：《山東大學(xué)》2013年碩士論文

【摘要】：金融危機(jī)過后,巴塞爾協(xié)議Ⅲ出臺(tái)。巴塞爾協(xié)議Ⅲ提出了資本監(jiān)管的新要求,這將有助于銀行防范風(fēng)險(xiǎn),抵御金融危機(jī)的發(fā)生。但巴塞爾協(xié)議Ⅲ的資本充足率要求令很多銀行有融資壓力,為了達(dá)到最低資本充足要求,許多銀行都不得不采取緊縮信貸的措施,而銀行信貸的緊縮直接關(guān)系到社會(huì)投資,社會(huì)投資的減少會(huì)對(duì)宏觀經(jīng)濟(jì)產(chǎn)生不利影響。從歷史來看,很多國(guó)家和地區(qū)實(shí)施了資本充足率監(jiān)管后,都會(huì)出現(xiàn)不同程度的信貸緊縮,從而影響到經(jīng)濟(jì)增長(zhǎng)。 當(dāng)前,中國(guó)也參照巴塞爾協(xié)議Ⅲ,出臺(tái)了《商業(yè)銀行資本管理辦法》,全面構(gòu)建資本充足率監(jiān)管框架。我國(guó)企業(yè)的主要資金來源是銀行貸款,當(dāng)銀行為了滿足最低資本充足率監(jiān)管的要求而提高自身資本充足率時(shí),銀行信貸的緊縮將會(huì)直接到影響社會(huì)投資,從而影響經(jīng)濟(jì)。因此,研究資本充足率監(jiān)管對(duì)信貸和經(jīng)濟(jì)的影響十分重要。 本文共分為五章。 第一章是緒論,主要分了四個(gè)部分：第一部分介紹了研究背景,包括了金融危機(jī)的介紹,巴塞爾協(xié)議的內(nèi)容以及演變,巴塞爾協(xié)議在中國(guó)的實(shí)施進(jìn)程；第二部分介紹了本文的研究意義；第三部分介紹了本文的研究目標(biāo)和思路；第四部分介紹了本文的創(chuàng)新點(diǎn)和難點(diǎn)。 第二章為文獻(xiàn)綜述,主要回顧了國(guó)內(nèi)外專家在這方面的研究成果。具體來說,這方面的研究可以集中在三個(gè)方面：資本充足率監(jiān)管產(chǎn)生的信貸緊縮及其對(duì)經(jīng)濟(jì)影響的研究；資本充足率監(jiān)管對(duì)貨幣政策的影響研究；資本充足率監(jiān)管的順周期性對(duì)信貸和經(jīng)濟(jì)的影響研究。本章通過對(duì)這三個(gè)方面的相關(guān)文獻(xiàn)的介紹,說明了這些理論的起源和發(fā)展過程,為下一部分的理論分析做準(zhǔn)備。 第三章為理論分析部分,通過理論分析來說明資本充足率對(duì)信貸和經(jīng)濟(jì)的影響,具體來說,資本充足率監(jiān)管將會(huì)產(chǎn)生信貸緊縮效應(yīng),貨幣政策效應(yīng)和順周期效應(yīng)來影響信貸和經(jīng)濟(jì)。首先,信貸緊縮效應(yīng)是指資本充足率的提高可以直接影響銀行的信貸規(guī)模從而對(duì)經(jīng)濟(jì)產(chǎn)生影響,即資本充足率→信貸規(guī)模→經(jīng)濟(jì)增長(zhǎng)；其次,貨幣政策效應(yīng)是指資本充足率監(jiān)管將會(huì)影響貨幣政策傳導(dǎo)機(jī)制進(jìn)而對(duì)信貸和經(jīng)濟(jì)產(chǎn)生影響,即貨幣政策→銀行資本→資本充足率→信貸規(guī)�！�(jīng)濟(jì)增長(zhǎng)。貨幣政策效應(yīng)主要通過三個(gè)渠道來進(jìn)行的,分別是資產(chǎn)負(fù)債表渠道,銀行信貸渠道和銀行資本渠道；最后,順周期效應(yīng)指資本充足率監(jiān)管對(duì)于宏觀經(jīng)濟(jì)具有同方向的推進(jìn)作用。具體來說,就是在經(jīng)濟(jì)周期的上升階段,資本管制將會(huì)促使宏觀經(jīng)濟(jì)更加上升,在經(jīng)濟(jì)周期的下降階段,將促使宏觀經(jīng)濟(jì)更明顯下降。 第四章為實(shí)證分析,利用了我國(guó)2008年到2012年的季度數(shù)據(jù),選取商業(yè)銀行資本充足率,商業(yè)銀行總貸款量和GDP三個(gè)變量進(jìn)行實(shí)證研究,通過實(shí)證檢驗(yàn)研究了資本充足率的變動(dòng)對(duì)其余兩個(gè)變量的影響,結(jié)果發(fā)現(xiàn),對(duì)于我國(guó)近兒年來說,資本充足率的提高對(duì)信貸規(guī)模和經(jīng)濟(jì)都會(huì)有一定的負(fù)面效果,但是對(duì)于經(jīng)濟(jì)影響的負(fù)面效果不是很明顯。 第五章為結(jié)論和政策建議,給出了本文的主要結(jié)論和政策建議。本文最終的結(jié)論是商業(yè)銀行資本充足率的提高會(huì)造成信貸緊縮,從而制約經(jīng)濟(jì)的增長(zhǎng),政策建議則是分別從監(jiān)管部門和商業(yè)銀行兩個(gè)方面,提出了在加強(qiáng)資本充足率監(jiān)管,提高銀行防范風(fēng)險(xiǎn)能力的同時(shí),減少資本充足率提高對(duì)信貸規(guī)模和經(jīng)濟(jì)發(fā)展負(fù)面影響的具體措施。
[Abstract]:After the financial crisis, Basel 3 introduced. Put forward new requirements of the regulatory capital of Basel III, which will help banks to prevent risks, to resist the financial crisis. But the Basel III capital adequacy requirements that many banks are financing pressure, in order to achieve the minimum capital adequacy requirements, many banks have had to tighten credit measures, while bank credit crunch is directly related to social investment, reduce social investment will have a negative impact on the economy. From the historical point of view, many countries and regions in the implementation of the regulation of capital adequacy ratio, will have varying degrees of credit crunch, which affects the economic growth.
At present, Chinese referring to Basel 3, issued a "commercial bank capital management measures", build a comprehensive regulatory capital adequacy framework. Our main source of funding for enterprises to bank loans, as banks in order to meet the requirements of the minimum capital adequacy ratio supervision and improve their capital adequacy ratio, the bank credit crunch will directly the influence of social investment, thus affecting the economy. Therefore, the capital adequacy ratio of the regulatory impact on credit and economy is very important.
This article is divided into five chapters.
The first chapter is the introduction, mainly divided into four parts: the first part introduces the research background, including the financial crisis, the Basel agreement and the implementation process of evolution, the Basel agreement in Chinese; the second part introduces the significance of this study; the third part introduces the research goals and ideas of this paper; the fourth part introduces in this paper, the innovation and difficulty.
The second chapter is literature review, mainly reviews the domestic and foreign experts in this area of research. Specifically, this research can focus on three aspects: Research on the regulation of capital adequacy ratio of the credit crunch and the impact of the economy; Study on capital adequacy regulation impact on monetary policy; research on influence of periodic credit and economy along the capital adequacy regulation. This chapter through the relevant literature on the three aspects of the introduction, explains the origin and development process of the theory, to prepare for the next part of the theoretical analysis.
The third chapter is the theoretical analysis, through theoretical analysis to illustrate the impact of capital adequacy ratio on credit and economy in particular, will the regulation of capital adequacy ratio leads to credit tightening effect, the effect of monetary policy and the procyclical effects to the impact of credit and economy. First, the credit crunch effect refers to the increase of capital ratio can directly affect the bank the size of the credit so as to affect the economy, namely capital adequacy, credit scale and economic growth; secondly, the effect of monetary policy refers to the regulation of capital adequacy ratio will affect the transmission mechanism of monetary policy and the impact on credit and economy, monetary policy, bank capital adequacy ratio capital flashball credit scale, the effect of monetary growth. The policy mainly through three channels, namely the balance sheet channel, bank credit channel and bank capital channel; finally, cyclical The effect is that the supervision of capital adequacy ratio has a promoting role in the same direction for the macro-economy. Specifically, in the rising stage of the economic cycle, capital control will promote the macro-economy to increase. In the declining stage of the economic cycle, the macro economy will go down more obviously.
The fourth chapter is the empirical analysis, using quarterly data of China from 2008 to 2012, from the capital adequacy ratio of commercial banks, the total amount of loans of commercial banks and GDP three variables for empirical research, through the empirical test of the capital adequacy ratio changes to the other two variables influence results for recent in our country, raise capital adequacy will have some negative effects on the credit scale and economic, but the negative effect on the economic impact is not obvious.
The fifth chapter is the conclusion and policy suggestions are given in this paper, the main conclusions and policy suggestions. The final conclusion of this paper is to improve the capital adequacy ratio of commercial banks will cause the credit crunch, which restricts economic growth, policy suggestions are respectively from two aspects of supervision departments and commercial banks, put forward to strengthen the regulation of capital adequacy ratio and improve the bank risk prevention ability at the same time, reduce the capital adequacy ratio of specific measures to improve the negative impact on the credit scale and economic development.

【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.4;F124.1

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