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逆周期资本缓冲能否消除我国商业银行顺周期行为? 被引量：5

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摘要 2010年12月巴塞尔委员会公布了逆周期资本监管《指引》,我国"十二五"规划也正式提出了实施的基本路径。逆周期资本缓冲实施的关键在于选择有效的识别指标,将资本要求与该指标挂钩。但在我国,由于指标正处于结构性变化之中,数据非平稳,含义不明确。且对于指标与经济周期的关系,尚缺乏完整的周期性数据进行检验,所以指标的可靠性未被证明。本文建议慎用逆周期资本监管,如确实需要实施,可采取先相机抉择,后规则的方案,并在参考信贷余额/GPD的基础上综合考虑其他宏观经济变量。
作者 胡建华
机构地区 天津财经大学经济学院
出处 《财经问题研究》 CSSCI 北大核心 2013年第11期48-54,共7页 Research On Financial and Economic Issues
关键词 逆周期监管 顺周期性 巴塞尔协议 HP滤波
分类号 F832 [经济管理—金融学]
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参考文献16

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二级参考文献52

  • 1陶雄华.金融体系脆弱性:理论分析与实证检验[J].中南财经政法大学学报,2006(5):59-62. 被引量：6
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财经问题研究
2013年 第11期

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