摘要
对13家美国银行的年度面板数据进行量化分析发现:信用风险缓释工具的使用并不直接表现出风险加权资产及整体银行风险的下降,而是表现为在风险一定的情况下银行可以发放更多的贷款。在剔除了过度投机因素后,银行可增加约63%的目标贷款额。
An annual panel data of 13 American banks has been analyzed quantitatively in the paper. The results show that the use of credit risk mitigation instruments does not reduce risk-- weighted assets and risk of the bank directly, but with the risky constant, it can help banks to in- crease loan balance, more specifically, after eliminating over-speculation consideration, banks can increase loan balance up to around 63 %.
出处
《财经理论与实践》
CSSCI
北大核心
2012年第3期15-19,共5页
The Theory and Practice of Finance and Economics
关键词
商业银行
信用风险缓释工具
风险缓释
Commercial Banks
Credit risk mitigation instruments
Risk mitigation
