摘要
本文通过建立银行资本和风险关系的数理模型、资本充足监管约束下的银行资本和风险数理模型,用数理推导的方法静态比较了银行资本充足监管对银行破产概率的影响,最后用实证验证了数理推导的结果。
The paper constructs two mathematical models of the relation ship of bank capital with asset risks, one without capital requirement and the other with. Then the paper analyse the impact of capital requirement on bankruptcy probability by mathematical and empirical methods.
出处
《数量经济技术经济研究》
CSSCI
北大核心
2006年第3期50-57,共8页
Journal of Quantitative & Technological Economics
关键词
资本充足监管
破产概率
风险
Capital Adequacy Requirement
Bankruptcy Probability
Risk
