摘要
金融危机具有周期性特征,通常在金融危机爆发前后会发生显著的资产价格剧烈波动。由于银行中介信贷周期与宏观经济周期的同周期性,金融危机爆发前的信贷扩张与资产价格泡沫积累掩盖了金融机构的系统性风险问题;市场高涨往往伴随着金融自由化思潮、道德风险问题与实质性监管松弛。基于对金融中介机构资产负债表量化模型的构建与分析,应从资本充足率、金融资产计量属性、坏账拨备比率三个维度采取逆周期金融监管策略,以降低金融危机发生的概率。
Financial crisis has a cyclical characteristics. before and after the crisis. With the same cycle of Typically there is a significant volatility on asset prices banking-credit and macro-economic, credit expansion and accumulation of the assets price bubbles preceding the tions; Market prosperity is often accompanied with Through building and analyzing a quantitative model on the dimensions of capital adequacy ratio, financial financial crisis covers up financial liberalization , systemic risk on financial institumoral hazard and deregulation. of balance sheet of the financial department, and standing assets measurement attributes, bad debt provision ratio, we propose counter-cyclical financial regulation strategy to reduce the probability of the occurrence of financial crisis.
出处
《税务与经济》
CSSCI
北大核心
2012年第6期17-22,共6页
Taxation and Economy
关键词
金融危机
同周期性
资产负债表分析模型
金融监管
financial crisis
same cycle
the balance sheet analysis model
financial regulation
