我国商业银行的亲周期性研究

主要从内部性即行为金融层面和外部性即资本监管层面来分别讨论我国商业银行信贷行为和资本监管的亲周期性,并通过运用EVIEWS软件中的葛兰杰因果检验与相关性分析,验证我国商业银行的亲周期性。最后围绕如何减缓我国商业银行的亲周期性,从银行内在信贷机制,银行外部监管等方面提出了具体措施。

The Study on the Pro-cyclical of the Banking System in China

the paper that the behaviors of finance through internal and external dimensions of the regulatory level of capital to commercial banks in China discuss credit behavior and pro-cyclical regulatory capital.In the empirical part,through the use of EVIEWS model of Granger causality test and correlation characteristics,verify the pro-cyclical of China’s commercial banks.Finally,China’s commercial banks on how to slow down the pro-cyclical of the internal mechanism,the bank regulatory and other external factors,and other aspects of comprehensive concrete measures.