巴塞爾資本協(xié)議的銀行信貸規(guī)模效應(yīng).pdf

1、對外經(jīng)濟(jì)貿(mào)易大學(xué)碩士學(xué)位論文Y88220論文題目：巴塞爾資本協(xié)議的銀行信貸規(guī)模效應(yīng)主題詞：銀行信貸規(guī)模風(fēng)險(xiǎn)權(quán)重資產(chǎn)內(nèi)部評(píng)級(jí)法專業(yè)：金融堂研究方向：貨亞絲盜堂研究生姓名王瑜導(dǎo)師姓名：丟星寫作時(shí)間：、至QQ生2月：至壁壁壘生壘目AbstractNewBaselCapitalACCOrdisnowawellacceptedruleintheintemationalfinancialmarket，thoughtherestillexistlot

2、sofarguingaboutwhetheritmaybringnegativeeffecttothebankingindustryorwhetheritcanfunctionwelljustlikewhattheBaselCommitteeexpectAmongtherecentyears’criticisms，thereisonewhicharguestheminimumcapitalrequirementofthenewaccor

3、dwillmakemostofthebanksfacemoretightenedcapitalrequirement，soitmaymakebankshavetocontracttheirloans，thenwillleadtocreditcrunch，andfinallyleadtoashrinkingeconomyHoweverwhetherthenewcapitalrequirementwillmakebankscuttheirc

4、reditofferingtosatisfythenewruleisstillaquestionThispaperattemptstoaddresstheissuefromdifferentanglesAndthepointofthispaperisthatthefirstpillarofthenewaccordwillnotleadtocreditcrunch，intheopposite，itwillbegoodforthebanks

5、’longtermdevelopmentWedrawourconclusionsbasedonthefollowinganalysis：1InthispaperrelativeindicesarcusedinsteadofabsoluteonesWeusedthebankingcreditto—GDPratioandtheloantoassetratioofthebankstotestifythattherisk—basedcapita

6、lratiodidn’tleadtotheunwillingnessofbankstomakemoreloans，inthecontraryourresultsshowthatthe1988BaselAccordwasassociatedwithanaverageincreaseincapitalandlendingactivities2WecomparedthecountrieswhichalreadyadoptedtheBaselA

7、ccordandalsothecountrieswhichhaven’timplementedtheBaselAccord，theircreditchangingtrendaresimilarnotquitecorrelativewiththeBaselAccordSowecan’ttellifthecreditslowdownismainlycausedbytheminimumcapitalrequirementofBaselAcco

8、rd4WealsotriedtofindoutwhethertheNewBaselAccordwilltrulytightenthecapitalrequirement，andourresultisnegative3FollowingthispaperattemptstoanalysiswhatwillthebanksdowhentheyhavetofacethehighercapitalrequirementWecomparedthe