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。
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 ＂Guidance 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.
出处
《财经理论与实践》
CSSCI
北大核心
2015年第5期9-14,共6页
The Theory and Practice of Finance and Economics
基金
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)
