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ID:32138256
大小:4.91 MB
页数:75页
时间:2019-01-31
《我国商业银行资本监管和风险承担行为分析》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、浙江工商大学硕士论文我国商业银行资本监管和银行风险承担行为研究Thecrisisfullyillustratedthecomplexityofregulatorycapitalandcurrentregulatoryregimecannotconstraintsthebankingsectorrisktakingbehavior.Fortheproblemsexposedbythecrisis,theBaselCommitteeintroducedtheBaselIIIinwhichoneimportantaspectistoimprovethebank’Sregulatoryc
2、apitalrequirements.Fordomesticandinternationaleconomicenvironmentchanges,ChineseregulatoryauthoritieslaunchedanewbankingregulatorystandardsbasedonBaselIIIandprovidesforthetransitionperiod.ItcanbesaidthatChina'scapitalregulationwillenteranewera,whetherChina'sbankingcapitalregulationontheriskta
3、kingbehaviorconstrainttakeintoactionornotandthedifferentimpacttodifferentnatureofbanks,arethequestionwhichurgentlyneededtoanSWer.ThispapermainlystudiestheimpactofregulatorycapitalonChinesecommercialbankrisk—takingbehavior.Thearticleresearchfollowthislineofthought:Fromthepracticalpointofhomean
4、dabroad,capitalregulatoryregimehasbecomethecoreofregimeconstrainingbankexposures.Theresearchbeginningwiththeexplanationofthisphenomenon,whichisalsothefootholdofthisstudy.Next,thearticlestudiesthecapitalregulationinstitutionalarrangementsandpracticesofChina’Sregulatorycapital,whichprovideinsti
5、tutionalsupportfromtothetheoreticalandempiricalresearch.Sincecapitalregulationhasbecomethebasisforbankexposures,thenextarticlestartingtostudycapitalIV浙江工商大学硕士论文我国商业银行资本监管和银行风险承担行为研究regulationandbankrisk—takingbehaviorrelationshipsandcapitalregulationonbankrisk-takingbehaviorofshort—term,long—
6、termeffectsbaseonthetheoreticalderivation.Theoreticalanalysisbyconstructingmulti—periodmodel,examinethemostoptimalrisk—takingbehaviorofbankingontheconditionofnon—capitalregulation,studythelong—termandshort--termimpactofcapitalregulationtorisk--takingbehavioronbanksbasedontheintroductionofvari
7、ablestorepresenttheregulatorycapitalpunishment.Eventually,wecanconcludethattheeffectofcapitalregulationonbankslong--termandshort·-termrisk··takingbehaviordependsontheeffectivenessofregulatoryauthority’Spunishment.Thenthearticledefythevariable
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