巴塞尔委员会逆周期资本框架在我国银行业的实证分析

2010年12月16日,巴塞尔委员会公布了《第三版巴塞尔协议》和《各国监管当局实施逆周期资本缓冲指引》,要求各国监管当局参照制定逆周期资本缓冲政策框架,并视需要要求银行计提逆周期资本缓冲。本文采用我国银行业的数据,对该资本缓冲政策框架进行了实证分析,并就我国实施逆周期资本缓冲政策提出了政策建议。

Empirical Analysis on the Countercyclical Capital Framework Proposed by the Basel Committee Based on China's Banking Industry

On 16 December 2010,the Basel Committee on Banking Supervision published Basel III and Guidance for national authorities operating the countercyclical capital buffer,which requires national authorities to set up a countercyclical buffer regime under this guidance,i.e.requiring banks to accumulate countercyclical capital buffer when necessary.With the data of China's banking industry,we conducted an empirical analysis on this countercyclical capital buffer framework,and made recommendations on how to impleme...