| 信用风险缓释工具在商业银行中的风险缓释效果研究 |
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| 引用本文： | 张学陶,胡薇. 信用风险缓释工具在商业银行中的风险缓释效果研究[J]. 财经理论与实践, 2012, 33(3): 15-19. DOI: 10.3969/j.issn.1003-7217.2012.03.003 |
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| 作者姓名： | 张学陶 胡薇 |
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| 作者单位： | 1.湖南大学金融与统计学院,湖南 长沙,410079;2.湖南大学金融与统计学院,湖南 长沙,410079 |
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| 摘 要： | 对13家美国银行的年度面板数据进行量化分析发现:信用风险缓释工具的使用并不直接表现出风险加权资产及整体银行风险的下降,而是表现为在风险一定的情况下银行可以发放更多的贷款.在剔除了过度投机因素后,银行可增加约63％的目标贷款额.
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| 关 键 词： | 商业银行 信用风险缓释工具 风险缓释 |
The Efficiency of Credit Risk Mitigation Instruments in Commercial Banks |
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| ZHANG Xue tao,HU Wei. The Efficiency of Credit Risk Mitigation Instruments in Commercial Banks[J]. The Theory and Practice of Finance and Economics, 2012, 33(3): 15-19. DOI: 10.3969/j.issn.1003-7217.2012.03.003 |
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| Authors: | ZHANG Xue tao HU Wei |
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| Affiliation: | (College of Finance and Statistics,Hunan University,Changsha,Hunan 410079,China) |
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| Abstract: | An annual panel data of 13 American banks has been analyzed quantitatively in the paper.The results show that the use of credit risk mitigation instruments does not reduce risk-weighted assets and risk of the bank directly,but with the risky constant,it can help banks to increase loan balance,more specifically,after eliminating over-speculation consideration,banks can increase loan balance up to around 63%. |
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| Keywords: | Commercial Banks Credit risk mitigation instruments Risk mitigation |
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