Studies on Capital-Buffer Mechanism of China's Commercial Banks from the Perspective of Liquidity

被引：0
|
作者：
Yuan, Shaofeng [1 ]
Zeng, Yun [2 ]
Jing, Wang [3 ]
机构：
[1] Beijing Jiaotong Univ, China Ctr Ind Secur Res, Beijing 100044, Peoples R China
[2] Shanghai Finance Univ, Sch Finance & Publ Adm, Shanghai 201209, Peoples R China
[3] Dongbei Univ Finance & Econ, Sch Finance, Dalian 116025, Liaoning, Peoples R China
来源：
PROCEEDINGS OF 2015 2ND INTERNATIONAL CONFERENCE ON INDUSTRIAL ECONOMICS SYSTEM AND INDUSTRIAL SECURITY ENGINEERING | 2016年
关键词：
Commercial banks; Liquidity creation; Capital buffer; FINANCIAL FRAGILITY; CREATION;
D O I：
10.1007/978-981-287-655-3_45
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This work uses the data of 23 commercial banks from 2003 to 2011 concluding that the capital-buffer level of commercial banks is pro-cyclical, and the enhancing liquidity-creation function of large commercial banks help to perfect the capital-buffer mechanism. However, the enhancing liquidity-creation function of joint-equity commercial banks will decrease the capital-buffer level, and the liquidity-creation function of the entire financial system is negatively correlated with the capital-buffer level. On this basis, we propose the recommendation of consummating counter-cyclical capital-buffer mechanisms.
引用
收藏
页码：351 / 357
页数：7
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