| 资本充足率、存款准备金率与货币政策银行信贷传导——基于银行业市场结构的分析 |
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| 引用本文： | 胡莹,仲伟周.资本充足率、存款准备金率与货币政策银行信贷传导——基于银行业市场结构的分析[J].南开经济研究,2010(1). |
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| 作者姓名： | 胡莹 仲伟周 |
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| 作者单位： | 西安交通大学经济与金融学院,710061 |
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| 基金项目： | 教育部新世纪优秀人才计划项目(项目号:NCET-08-0450);;西安交通大学“985工程”二期项目(项目号:07200701) |
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| 摘 要： | 基于垄断竞争的银行业市场结构,研究银行在受到资本充足率和存款准备金率双重约束条件下,在面对货币政策冲击的情况下所做出的最优信贷决策行为。通过构造贷款市场总体均衡模型,得出以下结论:当银行满足资本充足率和存款准备金率要求时,货币政策的银行信贷传导渠道表现出有效性;而当贷款市场中的银行不能满足资本充足率或存款准备金率要求时,货币政策的银行信贷传导渠道则表现出无效性。
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| 关 键 词： | 资本充足率 存款准备金率 货币政策 银行信贷渠道 |
Capital Adequacy Ratio, Deposit-reserve Ratio and Bank Lending Channel of Monetary Policy——Base on Banking Market Structure |
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| Hu ying,Zhong Weizhou.Capital Adequacy Ratio, Deposit-reserve Ratio and Bank Lending Channel of Monetary Policy——Base on Banking Market Structure[J].Nankai Economic Studies,2010(1). |
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| Authors: | Hu ying Zhong Weizhou |
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| Institution: | School of Economics and Finance of Xi'an Jiaotong University/a>;Xi'an710061/a>;China |
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| Abstract: | In a banking market with monopolistic competition structure,this paper models the optimal-decision behavior of commercial banks under capital adequacy ratio and depositreserve ratio conditions,using an aggregate equilibrium model in loan market impacted by monetary policy.it is found that there is a bank lending channel of the monetary policy transmission conducted by banking when banks in the loan market are satisfying capital adequacy ratio and deposit-reserve ratio conditions;on the other hand,the bank l... |
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| Keywords: | Capital Adequacy Ratio Deposit-reserve Ratio Monetary Policy Bank Lending Channel |
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