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Bank Capital Buffers, Lending Growth and Economic Cycle:Empirical Evidence for Chinese Listed Banks

Author: ChenYaoYao
Tutor: ZhouChunXi; WangQuFei
School: Zhejiang Technology and Business University
Course: Financial
Keywords: Capital buffer Countercyclical Bank Credit CapitalChannel Lending Channel
CLC: F832.4
Type: Master's thesis
Year: 2014
Downloads: 4
Quote: 0
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Abstract


After the American subprime mortgage crisis since2007, possible problems are discussed about regulation in succession by various international organizations, together with the financial supervision and regulation department. The study found that the regulatory capital is pro-cyclical at the root of the systemic financial crisis, so the regulatory capital cyclical behavior became the focus of widespread attention. In order to be able to better to monitor the financial system pro-cyclical counter-cyclical mechanism of Basel Ⅲ arises at the historic moment in2010. The China banking regulatory commission issued the "Guidance on the implementation of new regulatory standards for Chinese banking" in2011, which formally put forward our country to introduce counter-cyclical capital regulatory framework.In this paper, relevant literature of cyclical capital buffers has combed, so did the lending growth’s literature. We expound the forming mechanism of commercial Banks pro-cyclical behavior under the framework of Basel Ⅱ. Also explained theoretically capital buffers is how to affect bank credit behavior. Then use of Chinese listed commercial Banks’s data from2004to2012, to establish the dynamic model of the panel, using GMM estimation method for periodic behavior of Chinese listed commercial banks’ capital buffers empirical test, then analyze the driving factors; addition to considering the macro-prudential regulation effect on monetary policy transmission, use of a random panel model the impact of Chinese listed commercial bank credit capital buffers to empirical test. The results show that there is capital buffers level Chinese listed commercial banks significant counter-cyclical behavior, at the same time, there is a positive impact on the size of the bank capital buffers level; bank credit behavior and capital buffers have a negative correlation, countercyclical capital buffers through the "bank capital channel" have a significant positive impact on the credit behavior, and the impact,"the bank credit channel" behavior of bank credit is not significant.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Credit
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