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我国商业银行资本缓冲的周期性研究

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摘要 《巴塞尔协议Ⅲ》的出台引发了人们对资本缓冲经济周期性的关注。以16家上市商业银行2011—2019年的面板数据为样本,运用FGLS方法研究我国商业银行资本缓冲的周期性特征,结果表明我国商业银行资本缓冲整体上具有顺周期的特征。据此提出了对资本缓冲实施监管的合理建议。
作者 高嘉璘
出处 《山西农经》 2020年第20期161-162,共2页 Shanxi Agricultural Economy
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