摘要
本文运用我国16家商业银行实际数据,从分机构和总量两方面研究资本充足率要求对我国贷款的影响,实证研究结果,资本约束对不同银行贷款的影响程度不同,特别是对于资本相对不足的商业银行,资本约束对贷款的影响程度较大。此外,从总量数据看, 资本约束对贷款、产出及物价均会产生一定的影响。
Based on actual data of China＇ s commercial banks, the author first studies the impact of capital adequacy ratio on bank loans in terms of both bank level and aggregate level. Then investigates the impact on main economic indices. The empirical results indicate that capital requirement leads to different effects on bank loans, which depends on the adequacy of bank capital. The less of bank capital have, the greater impact of capital requirement on bank loans. Moreover the author concludes that the capital requirement has some effects to the loans, output and price respectively.
出处
《金融研究》
CSSCI
北大核心
2005年第11期18-30,共13页
Journal of Financial Research
关键词
资本充足率
信贷收缩
capital adequacy ratio, credit .crunch.
