| 资本约束对不同类型商业银行流动性创造能力的非对称影响研究 |
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| 引用本文： | 王露璐,代军勋.资本约束对不同类型商业银行流动性创造能力的非对称影响研究[J].财经论丛,2011(5):65-71. |
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| 作者姓名： | 王露璐 代军勋 |
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| 作者单位： | 1. 中国人民银行武汉分行,湖北武汉,430071
2. 武汉大学经济与管理学院,湖北武汉,430072 |
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| 基金项目： | 教育部人文社会科学基金资助项目(10YJC790037) |
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| 摘 要： | 在过去的20年间,巴塞尔协议下资本监管框架越来越繁杂,但其仍难以满足不同禀赋的商业银行。本文试图从商业银行重要的基本功能流动性创造的角度,验证资本充足率的统一监管对商业银行带来的非对称影响。研究表明,从2005年至2008年,样本商业银行创造了大量的流动性。资本的提高会显著促进股份制商业银行提高对风险的吸收能力,提高其流动性创造能力,但是会压缩区域性商业银行的流动性创造能力以及中小企业贷款,非对称效应显著。
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| 关 键 词： | 流动性创造 资本充足率监管 金融脆弱挤出效应 风险吸收效应 |
A Study of Capital Constraints' Asymmetric Effect on Liquidity Creation of Commercial Banks in China |
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| WANG Lu-lu,DAI Jun-xun.A Study of Capital Constraints' Asymmetric Effect on Liquidity Creation of Commercial Banks in China[J].Collected Essays On Finance and Economics,2011(5):65-71. |
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| Authors: | WANG Lu-lu DAI Jun-xun |
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| Institution: | WANG Lu-lu,DAI Jun-xun(1.Branch of Wuhan of Peples Bank of China,Wuhan 430071,China,2.Economics and Management School,Wuhan University,Wuhan 430072,China) |
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| Abstract: | During the past 20 years,although the framework of Basel agreement has been more complex,it is still difficult to meet different types of commercial banks' demand.The paper attempts to analyze the asymmetric impacts of bank capital regulation on banking in China from the liquidity creation function perspective.The paper shows that from 2005 to 2008,commercial banks in China had created a large amount of liquidity.Increasing of bank capital has significantly promoted the ability of risk-absorption for joint-... |
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| Keywords: | liquidity creation bank capital adequacy regulation financial fragility-crowding out effect risk absorption effect |
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