银行资本监管对货币政策信贷传导机制的影响  

The Effect of Bank Capital Regulation on Credit Transmission Mechanism of Monetary Policy

作　　者：王志斌[1] 毛彦军[1] 

机构地区：[1]西安交通大学经济与金融学院,陕西西安710061

出　　处：《西安交通大学学报（社会科学版）》2013年第1期31-35,共5页Journal of Xi'an Jiaotong University：Social Sciences

基　　金：国家自然科学基金项目(71072130)

摘　　要：通过构建银行部门模型和一个一般均衡模型,从微观和宏观两个层面基于银行异质性视角研究了银行资本监管对货币政策信贷传导机制的影响。研究表明:微观层面上,货币政策冲击能有效影响银行的信贷行为,并且在低资本充足率要求和大规模银行体系情形下的影响更为明显;宏观层面上,大规模银行体系更有利于货币政策传导,在小规模银行体系和高资本充足率情形下,货币政策的信贷传导机制不畅,货币政策有效性降低。By building a bank sector model and a general equilibrium model, and based on the banking heterogeneity, we study the influence of the supervision of the bank capital on credit transmission mechanism of the monetary policy from the micro and macro perspectives. The results demonstrate that at the micro level, the impact of the monetary poli- cy can efficiently affect the credit behavior of the bank, and the influence is more conspicuous in the case of low capital adequacy requirements and the large scale banking system. However, at the macro level, the large scale banking system is more conducive to the transmission of the monetary policy. In the case. of small - scale and high capital adequacy, the transmission mechanism of the credit of the monetary policy is not smooth, weakening the effectiveness of the monetary policy.

关 键 词：银行资本监管 货币政策 信贷传导机制 银行异质性 

分 类 号：F832.2[经济管理—金融学]