我国商业银行资本监管和风险承担行为分析

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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