逆周期资本缓冲机制的拓展及其在中国的适用性分析

Research on the Development of Countercyclical Capital Buffer Mechanism and its Applicability in China

本文在BCBS的计提逆周期资本缓冲机制的基础上,设计了逆周期资本缓冲的释放方法,并利用中国1992Q1-2013Q1的样本数据实证检验其对中国的适用性。实证结果表明,BCBS计提逆周期资本缓冲机制及在该基础上拓展的释放方法在中国的金融发展实际中具有适用性。最后,论文提出了在中国实施逆周期资本缓冲机制的对策建议。

This papers designs the release mechanism of countercyclical capital buffer based on BCBS＇s accounting method, and conducts an empirical analysis on the mechanism of countercyclical capital buffer with the data of Chinese banking industry from 1992Q1 to 2013Q1 to test its applicability. The analysis results show that BCBS＇s countercyclical capital buffer framework can be suitable for the Chinese banking system. Finally, the paper gives recommendations on how to implement this framework in China.