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银行住房贷款逆向周期发展模式探讨 被引量：7

Counter Cyclical Model of Bank Mortgage Business
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摘要 本文分析了银行业在房贷业务中普遍采用的顺周期发展模式的特征、弊端及成因,探讨了银行房贷业务逆向周期发展模式及其运用。 This paper analyzes the shortcomings of the pro-cyclical model used by banks in long-term assets business, and explores the counter-cyclical model, including its features, advantages and operations.
作者 陆晓明
机构地区 中国银行纽约分行资深金融经济学家、博士
出处 《国际金融研究》 CSSCI 北大核心 2009年第4期40-47,共8页 Studies of International Finance
关键词 顺周期 逆周期 房贷 Pro-cyclical Counter-cyclical Mortgage.
分类号 F831 [经济管理—金融学]
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参考文献15

  • 1Lown, Cara and Morgan,Donald. The Credit Cycle and the Business Cycle: New Findings Using the Loan Officer Opinion Survey [R] . Federal Reserve publication. 2004.
  • 2Allen, Linda. A Survey of Cyclical Effects in Credit Risk Measurement Models [ R] . Bank for International Settlements publication. 2003.
  • 3Hampton, Time. A Structured Approach to Stress Testing Residential Mortgage Portfolios [R] . Reserve Bank of New Zealand publication. 2006.
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  • 5Jimenez, Gabriel. Credit Cycles, Credit Risk, and Prudential Regulation [ R] . Bank for International Settlements publication, 2005.
  • 6De Luis, Santiago. Credit Growth, Problem Loans and Credit Risk Provisioning in Spain. Bank of spain publication, 2000.
  • 7Weinberg, John. Cycles in Lending Standards? [R] . Federal Reserve publication, 1995.
  • 8Berger, A. The Institutional Memory Hypothesis and the Procycliality of Bank Lending Behavior [ R] . Bank for International Settlements publication, 2003.
  • 9Yue, Eddie. Marrying the Micro and Macro Prudential Dimmensons of Financial Stability- The Hong Kong Experience [M] . 香港金管局HKMA出版务, 2001.
  • 10Allen ,Linda and Saunders ,Anthony. A Survey of Cyclical Effects in Credit Risk Measurement Models [R] . Bank for International Settlements publication, 2003.

同被引文献75

  • 1刘峰.国际银行监管改革及其对中国银行业的影响[J].经济研究参考,2011(56):44-52. 被引量：1
  • 2刘伟,苏剑.供给管理与我国现阶段的宏观调控[J].经济研究,2007,42(2):4-15. 被引量：103
  • 3Axel Weber Anonymous. German Central Bank Chief Vision of Financial Regulation Reform Indudes Hedge Fund Regulation[J].Hedge Funds and Private Equity,Vol 2, 2009.
  • 4Jean-Pierre Landau. Deputy Governor of the Bank of France[Z]. At the Bank of Spain's Conference on Procyclicality and the Role of Financial Regulation, Madrid, 4 May 2009.
  • 5周小川.关于改变宏观微观顺周期性的进一步探讨[z].中国人民银行官方网站,2009.
  • 6Peter Hoeller, David Rae. OECD Economic Department Working Papers[Z]. Paris: Apr 17, 2007.
  • 7Jacob A Bikker, Haixia Hu. Banca Nazionale del Lavoro [J]. Quarterly Review, Vol. 55, 2002.
  • 8Stefan Gerlach, Paul Gruenwald, Houndmills, Basingstoke, Hampshire. Procyelicality of financial systems in Asia[Z].International Monetary Fund, 7006.
  • 9Heitor Almeida, Murillo Campello, Crocker Liu. The Financial Accelerator: Evidence from International Housing Markets[J]. Review of Finance, Vol. 10, 2006.
  • 10Graciela L. Kaminsky, Carmen M. Reinhart and Carlos A. Vegh. NBER Macroeconomics Annual[Z]. Vol. 19,2004.

引证文献7

二级引证文献20

国际金融研究
2009年 第4期

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