贵州财经大学学报

贵州财经大学学报 ›› 2020 ›› Issue (05): 46-52.

• 金融经济 • 上一篇    下一篇

银行信贷顺周期性特征与逆监管有效性研究

董石正, 郑建明   

  1. 对外经济贸易大学 国际商学院, 北京 100029
  • 收稿日期:2020-04-07 出版日期:2020-09-15 发布日期:2020-09-16
  • 作者简介:董石正(1989-),男,河南郑州人,对外经济贸易大学博士研究生,研究方向为公司治理与资本市场;郑建明(1971-),男,浙江台州人,对外经济贸易大学教授,博士研究生,研究方向为公司治理与资本市场。
  • 基金资助:
    财政部全国会计科研课题（一般项目）"权责发生制政府财务会计准则制定及其实施路径研究"（2015KJB005）；年教育部人文社科规划基金项目"上市公司参与影子银行业务的动机、后果与监管政策研究"（14YJA630097）。

Study on Procyclical Characteristic of Bank Credit and Effectiveness of Counter-cyclical Regulation

DONG Shi-zheng, ZHENG Jian-ming   

  1. University of International Business and Economics, Beijing 100029, China
  • Received:2020-04-07 Online:2020-09-15 Published:2020-09-16

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摘要： 以2007~2017年381家商业银行作为研究对象，对信贷行为周期性和监管有效性展开研究。研究结果表明，我国商业银行信贷行为普遍存在顺周期性，此特征在大型银行和股份制银行间表现更为明显。随着资本充足率的提高，银行信贷的顺周期效应出现减弱现象，这在一定程度上说明了逆周期性监管是有效的。对于监管部门来说，应该区别对待不同类型的银行，采取不同的措施，在不同经济周期下应加强对资本充足率的管制，设定合理的资本充足率标准，建立防范系统性金融风险的监管理念。

关键词: 信贷行为, 顺周期性, 监管

Abstract: Taking 381 commercial Banks from 2007 to 2017 as samples, this paper studies the cyclical and regulatory effectiveness of credit behavior. The research shows that there is pro-cyclical credit behavior of commercial banks in China, but large banks and joint-stock banks have stronger pro-cyclicality. With the increase of capital adequacy ratio, the pro-cyclical effect of bank credit is weakened, which shows the effectiveness of counter-cyclical regulation. For regulators, different types of banks should be treated differently, and different measures should be taken. At the same time, the regulation of capital adequacy rate should be strengthened in the economic cycle, reasonable capital adequacy rate standards should be set up, and the concept of supervision to prevent systemic financial risks should be established.

Key words: credit behavior, procyclicality, supervise

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