巴塞爾資本協(xié)議的銀行信貸規(guī)模效應.pdf

1、對外經濟貿易大學碩士學位論文Y88220論文題目：巴塞爾資本協(xié)議的銀行信貸規(guī)模效應主題詞：銀行信貸規(guī)模風險權重資產內部評級法專業(yè)：金融堂研究方向：貨亞絲盜堂研究生姓名王瑜導師姓名：丟星寫作時間：、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