| 中国银行业实施逆周期资本缓冲工具研究 |
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| 引用本文： | 王忠生,赵泫珠.中国银行业实施逆周期资本缓冲工具研究[J].财经理论与实践,2015(5):9-14. |
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| 作者姓名： | 王忠生 赵泫珠 |
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| 作者单位： | 湖南大学 金融与统计学院,湖南 长沙,410079 |
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| 基金项目： | 教育部人文科学研究资助项目(12YJC790197)，湖南省社科基金(13YBA089)，回国留学人员科研资助费项目(2011185) |
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| 摘 要： | 基于《各国监管当局实施逆周期资本缓冲指引》，依据中国金融机构信贷和宏观经济数据，采用“信贷余额/GDP”指标，计算需要计提逆周期资本缓冲的时期和数量，检验逆周期资本缓冲工具对中国银行业的有效性。针对模型与中国国情不符问题，宜将信贷/GOP 指标与相关经济指标配合使用，将系统风险变动作为衡量标准，同时注意与宏观政策的配合。
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| 关 键 词： | 巴塞尔 III 顺周期性 逆周期资本 缓冲工具 |
Study on the Implementation of Countercyclical Capital Buffer Tools in Chinese Banks |
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| WANG Zhongsheng,ZHAO Xuanzhu.Study on the Implementation of Countercyclical Capital Buffer Tools in Chinese Banks[J].The Theory and Practice of Finance and Economics,2015(5):9-14. |
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| Authors: | WANG Zhongsheng ZHAO Xuanzhu |
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| Abstract: | It is an important job to construct countercyclical capital buffer framework and tools for promoting the reform of bank supervision in China.The article uses the data of macro-e-conomy such as credit and GDP to calculate the capital buffer of different periods based on “Guid-ance for National Authorities Operating the Countercyclical Capital Buffer”.Finally,the article combines the empirical conclusions with the reality of Chinese banks to find out the shortages and give some policy suggestions. |
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| Keywords: | Basel III Pro-cyclicality Countercyclical capital Buffer tools |
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