摘要
国际金融危机以及欧债危机等再一次引发了人们对金融监管尤其是银行资本充足监管的全面反思。采集中国银行业主体的16家商业银行的数据,应用联立方程模型,对资本强制约束下的资本与系统风险贡献度进行研究,结论表明:资本充足监管对银行系统风险贡献度有一定的正向作用;而杠杆率监管对其无显著影响。此外,四大国有银行的分析结果提醒银行业监管者应密切关注居于主导地位银行的资本和风险监管。
International financial crisis,and the European debt crisis led people to think comprehensive-ly about financial regulation once again,especially the banks’capital regulation.Collecting the data of the main 1 6 Chinese commercial banks,and using simultaneous equations model to study the relationship be-tween capital and its contribution of the systemic risk under the capital constraints,the conclusions show that:capital adequacy has some positive effects on the banking systemic risk contribution,while leverage regulatory has no significant impact.In addition,the date analysis of the four state-owned banks reminds that banking regulators should pay close attention to banks’capital and risk regulation which are on the dominant position.
出处
《湖南大学学报(社会科学版)》
CSSCI
北大核心
2014年第1期58-61,共4页
Journal of Hunan University(Social Sciences)
基金
国家自然科学基金项目"资本充足约束下银行风险承担行为与监管研究"(71173077)
关键词
商业银行
资本充足率
银行系统风险
银行业监管
commercial bank
capital adequacy ratio
banking systemic risk
banking supervision