| 基于银行系统风险视角的银行资本充足监管——来自中国上市银行的经验数据 |
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| 引用本文：郑长军 ，王光俊.基于银行系统风险视角的银行资本充足监管——来自中国上市银行的经验数据[J].湖南大学学报社会科学版,2014,(1):58-61 |
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| 中文摘要:国际金融危机以及欧债危机等再一次引发了人们对金融监管尤其是银行资本充足监管的全面反思。采集中国银行业主体的16家商业银行的数据，应用联立方程模型，对资本强制约束下的资本与系统风险贡献度进行研究，结论表明：资本充足监管对银行系统风险贡献度有一定的正向作用；而杠杆率监管对其无显著影响。此外，四大国有银行的分析结果提醒银行业监管者应密切关注居于主导地位银行的资本和风险监管。 |
| 中文关键词:商业银行 资本充足率 银行系统风险 银行业监管 |
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| The Study of Capital Adequacy Regulation Based on the Perspective of the Banking Systemic Risk——Evidence from China’s Commercial Banks |
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| Abstract:International financial crisis, and the European debt crisis led people to think comprehensively about financial regulation once again, especially the banks’ capital regulation. Collecting the data of the main 16 Chinese commercial banks, and using simultaneous equations model to study the relationship between capital and its contribution of the systemic risk under the capital constraints, the conclusions show that: capital adequacy has some positive effects on the banking systemic risk contribution, while leverage regulatory has no significant impact. In addition, the date analysis of the four state-owned banks reminds that banking regulators should pay close attention to banks’ capital and risk regulation which are on the dominant position. |
| keywords:commercial bank capital adequacy ratio banking systemic risk banking supervision |
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