摘要
为研究杠杆率新规对银行信贷的影响,本文选用2004-2012年我国上市商业银行的杠杆率以及其他影响银行信贷指标的变量,就杠杆率标准的实施对约束我国商业银行信贷规模的有效性进行了实证分析。结果表明,杠杆率与我国商业银行的信贷规模呈负相关关系,杠杆率的监管要求会导致杠杆率不达标的银行信贷增长放缓;就影响程度而言,杠杆率对大型国有商业银行信贷规模的影响大于对股份制商业银行和城市商业银行的影响。
To study the impact of new regulations on the leverage ratio of bank credit, the paper selects the indexes in 2004-2012, which affect the size of bank credit indicators, i.e. the leverage ratio and other data of the listed commercial banks, and analyzes the constraint effectiveness empirically on the credit scale in China’s banking sector under the implementation of standards for leverage. The result shows that the leverage ratio has a negative correlation with credit scale of commercial banks;leverage regulatory requirements will cause the slowdown of credit growth of non-compliance banks; meanwhile, the impact extent of leverage on large state-owned banks is greater than the joint-equity commercial banks and municipal commercial banks.
出处
《南方金融》
北大核心
2014年第9期24-27,7,共5页
South China Finance
基金
国家自然科学基金项目<我国银行业宏观审慎管理与微观审慎管理协调创新研究>(项目编号:71373071)的资助
关键词
商业银行
杠杆率
信贷行为
宏观审慎监管
Commercial Banks
Leverage Ratio
Credit Behaviour
Macro-prudent Supervision
