资本充足率要求能有效引导银行信贷结构吗?  

Can Capital Adequacy Requirements Effectively Guide Bank Credit Structure?

作　　者：蒋双田 

机构地区：[1]南开大学金融学院

出　　处：《金融市场研究》2021年第11期112-124,共13页Financial Market Research

摘　　要：本文运用双重差分模型检验2013年开始实行的《试行办法》提高商业银行资本充足率要求的政策效应渠道和调整风险权重后对银行信贷结构的影响。实证结果显示,银行通过"风险承担渠道"而非"银行资本渠道"满足资本充足率要求。This article uses a difference-in-differences model to examine the policy effects of regulations designed to boost the capital adequacy ratio of commercial banks and implemented on a trial basis since 2013. It assesses bank credit structure after adjusting for risk weightings and demonstrates that banks meet the capital adequacy requirements through "risk-taking channels" rather than "bank capital channels."

关 键 词：资本充足率 风险权重 信贷结构 逾贷比 

分 类 号：F83[经济管理—金融学]