| 基于缓释乘数的房地产贷款逆周期调节方法 |
投稿时间：2016-12-26 修订日期：2016-12-26  点此下载全文 |
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| 基金项目: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”（71373071） |
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| 中文摘要:在宏观审慎监管框架下引入逆周期的房地产贷款缓释乘数，对房地产贷款进行逆周期的动态调节，以降低房地产市场风险与银行业系统性风险的相关性。将不良贷款率作为银行业系统性风险的显性指标，实证分析表明，引入缓释乘数的逆周期调节能有效缓释房地产贷款与房地产价格之间的顺周期性，能降低商业银行的系统性风险；与开发贷款相比较而言，购房贷款的缓释作用更为明显。 |
| 中文关键词:房地产贷款；逆周期调节 缓释乘数；宏观审慎监管；系统性风险 |
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| The countercyclical regulation method of real estate loans based on mitigation multiplier |
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| Abstract:By introducing a countercyclical mitigation multiplier of real estate loan under macro-prudential regulatory framework ,it’s to dynamically adjust the real estate loan’s countercyclically and to reduce the correlation between the banking system robustness and real estate market risk .Considering NPLR as banking systemic risk’s dominant index, the empirical analysis shows that countercyclical regulation after introducing the mitigation multiplier can effectively relieve procyclicality between real estate loan and real estate price ,and can reduce the commercial banks’ systemic risk. The mitigation effect to housing loans is better than to development loans. |
| keywords:real estate loan countercyclical regulation mitigation multiplier macroprudential regulation systemic risk |
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