Dissertation > Excellent graduate degree dissertation topics show

Study on Procyclicality of the Bank Capital Regulatory

Author: LiuZiCheng
Tutor: ZengLingHua
School: Hunan University
Course: Finance
Keywords: Banking regulatory Procyclicality Capital adequacy Ratio BaselAccord
CLC: F832.1
Type: Master's thesis
Year: 2012
Downloads: 12
Quote: 0
Read: Download Dissertation

Abstract


Capital regulatory as the core of the prudential supervision towards banks, enhance the capability of banks to withstand external shocks, timely write-off kinds of losses in the business by setting the minimum capital requirement. It plays a key role in protecting the interests of depositors and reducing the bank failure probabilities, and ultimately it helps the financial system and even the entire entity keep stable.Due to the significant role that the capital regulatory plays, the procyclicality that it exposed in the financial crisis in2008has attracted considerable attention by both regulatory authorities and academic. Under this background, this paper discusses the procyclicality in-depth.This paper, on the basis of the existing research, firstly discusses about the procyclicality of the capital regulatory from a general perspective by both theoretical study and quantitative analysis. Based on the K.T. Jacques model, it is analyzed from retained earnings, total debt, credit rating migration and excess capital buffer about the procyclicality of the capital regulatory, as well as using static comparison and simulation with a two-period relationship lending model. The result shows that under the Basel there is procyclicality existing in a general capital regulatory regime which will cause credit ration and have a negative influence on the economic recovery.Then, the article discusses about the procyclicality in the capital regulatory model of China. Using capital adequacy ratio, non-performance ratio, GDP growth ratio, an empirical test has been done, which finds that the capital regulatory is cyclical to some extent. According to this result, the reasons have been discussed.Finally, some suggestions have been given from the aspects of commercial banks and regulatory authorities according to the analysis.

Related Dissertations

  1. An Empirical Research on the Impact of Capital Adequacy Ratio on Credit and Economy,F832.4;F124
  2. A Research on the Impact on Emerging Country of BASEL Ⅱ,F113
  3. Research on the Legal Question of Our Banking Supervision under the New Basle Accord,D996.2
  4. Research on the Legal Issues of European Union Banking Supervision under the New Basel Capital Accord,D996.2
  5. Impacts of Capital Adequacy Regulation on Bank Credit and Economic Growth in China,F832.4;F124
  6. Legal Research on the Supervision and Management of Investment Bank,D996.2
  7. A Research on the Coordination between Central Bank and Banking Regulatory Commission under the Separation of the Two Tasks,F832.1
  8. Based on the commercial banks' capital adequacy ratio of the framework of the New Basel Capital Accord,F832.33
  9. The establishment of a financial holding company in China Legal System,D922.28
  10. Legislative Analysis of Capital Adequacy Ratio for State-owned Commercial Banks,D922.28
  11. The Study of State-owned Banks’ Coming Into the Market,F832.3
  12. The Merger and Acquisition of EU Bank and Its Enlightenment to China,F835
  13. Research on Effeteness of Capital Adequacy Ratio on Credit and Economy,F124;F224
  14. Construction of the Supplementation Mechanism of the Capital for Chinese Commercial Banks,F224
  15. The Empirical Study on Capital Constraint and Business Transformation of Small&Medium Sized Bank,F224
  16. Research on the Effectiveness of Capital Adequacy Requirement on Chinese Commercial Banks,F224
  17. An Empirical Research of Chinese Commercial Banks on Relationship Between Credit Activity and Business Cycle,F124;F224
  18. The Study of Effectness of Captical Adequacy Ratio on Credit and Economics,F113
  19. Essays on Bank Credit Risk, Capital Requirement and Business Cycle,F224
  20. On Improving the Thinking on the Risk of Online Banking Regulatory Issues,D996
  21. Financial Frictions, Bank Credit and Business Cycle,F830

CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Finance, banking system
© 2012 www.DissertationTopic.Net  Mobile