我国商业银行资本充足率亲周期性研究

A Research on the Close Cycle Effect of Capital Adequacy Ratio in China's Commercial Banks

从定性和定量的角度分析商业银行资本充足率的亲周期效应,这种效应对宏观经济会产生一定的负面影响。结合我国国情,提出在商业银行内部建立逆周期的信贷授信制度和资本缓冲措施,建立跨周期的内部评估模型和前瞻性的动态拨备;建立存款保险制度,在银行内部谨慎使用公允价值计量模型;完善宏观监管体系,加强审慎监管等建议。

According to an analysis on the close cycle effect from the qualitative and quantitative perspectives, this effect bined with actual situations in China, the following pro granting and capital buffer systems within the commercial el and forward-looking dynamic provisions; building up measurement model in the commercial banks; improving oervision, and so on. of capital adequacy ratio in China＇ s commercial banks has some negative impact on the macro economy. Composals are put forward： establishing countercyclical credit Banks, establishing trans-cyelical internal evaluation moda deposit insurance system, prudentially using fair value macro regulation systems, strengthening the prudential supervision, and so on.