经济与管理研究2019，Vol.40Issue(3)：29-44,16.DOI:10.13502/j.cnki.issn1000-7636.2019.03.003
杠杆率监管引入对商业银行风险承担具有缓释效应吗?——基于中国96家商业银行的实证分析
Does the Introduction of Leverage Regulation Have a Slow-release Effect on Commercials Banks' Risk-taking?——Empirical Analysis Based on 96 Commercial Banks in China
张庆君 1陈思1
作者信息
- 1. 天津财经大学金融学院, 天津, 300222
- 折叠
摘要
Abstract
In 2011, China began to introduce the regulatory indicator of leverage ratio to supervise the activities of banks.The leverage ratio indicator does not consider the risk weight of assets, but effectively controls the failure of the capital adequacy regulatory tool caused by the transformation of assets from low risk to high risk.Using the operating data of 96 commercial banks from 2007 to 2016, this paper studies the impact of leverage ratio regulation on the risk-taking of Chinese commercial banks, and analyzes whether it can slow down and weaken the risk bearing of banks after the introduction.It is found that with the introduction of the regulation of leverage ratio, banks increase the proportion of their own capital, reduced the risk-taking and improved the stability.Moreover, the regulation of leverage ratio has heterogeneity on the slow-release effect of risk bearing of commercial banks.The worse the bank's asset quality, the greater the risk mitigation effect of introducing leverage regulation.At the same time, it will also put regulatory pressure on banks with better asset quality but lower leverage ratio.关键词
杠杆率监管/商业银行/风险承担/资产质量/缓释效应/资本充足率Key words
leverage ratio regulation/commerical bank/risk taking/asset quality/slow-release effect/capital adequacy ratio分类
管理科学引用本文复制引用
张庆君,陈思..杠杆率监管引入对商业银行风险承担具有缓释效应吗?——基于中国96家商业银行的实证分析[J].经济与管理研究,2019,40(3):29-44,16.
