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The new Basel Capital Accord and the capital adequacy ratio of China's banking regulatory

Author: WangYongBo
Tutor: ZhouZongFang
School: University of Electronic Science and Technology
Course: Quantitative Economics
Keywords: Basel Capital Accord Capital Adequacy Ratio Regulatory Effectiveness Contractionary effects
CLC: F832.1
Type: Master's thesis
Year: 2005
Downloads: 261
Quote: 1
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Abstract


Provisions from the 1988 Basel Capital Accord, banks engaged in international business must meet the 8% capital adequacy ratio, \gone through more than a decade. The formulation of the Basel Capital Accord and its corresponding regulatory rules have played a very important role in the introduction of banking supervision worldwide, including the supervision of the capital adequacy ratio is one of the important tools of the Banking Regulatory. Due to historical reasons, the bank's capital adequacy ratio regulation has not achieved very good results, the state-owned banks' capital adequacy ratio has been in a relatively low level. With China's accession to the WTO, the banking sector will be fully liberalized. The face of foreign banks with strong economic strength and high-level management tools to participate in the competition, regulators how to strengthen regulation of the banking sector in order to maintain the safety of China's banking industry, as well as how to improve the capital adequacy ratio of state-owned banks to enhance their competitiveness, these are no doubt is an urgent need to address the issue. In view of this, the paper uses number theory card and empirical analysis, quantitative analysis and qualitative analysis method of combining some exploratory studies on the capital adequacy ratio of China's banking regulators. Firstly, starting from the basic content of the Basel agreement to do a comprehensive analysis of the calculation of this agreement and its capital adequacy ratio, the comment related content, while regulatory capital adequacy ratio of international experience, summed up China's banks capital adequacy ratio of the status quo; followed by the establishment of the interaction between the model study of the effectiveness of the supervision of the capital adequacy ratio, and the capital adequacy ratio regulation and bank lending and revenue, while taking advantage of the data obtained in the Yearbook of China's financial and banking site be empirical analysis to get a suitable range of regulatory capital adequacy ratio of China's banking industry, new ideas to provide a reference for our bank's capital adequacy ratio regulation, and then manage to make a few suggestions to improve the capital adequacy ratio of banks in China, and finally concludes the paper. This article includes five chapters, their specific content: The first chapter describes the research background, research status of this study ideas and innovation. Chapter II, the Basel Capital Accord and its capital adequacy ratio calculation method, and briefly comment on the major progress and inadequacies; then introduced the international practical experience in regulatory capital adequacy ratio, the final analysis of the capital adequacy ratio of China's state-owned banks the status quo. Chapter, the establishment of the capital adequacy ratio of regulatory effectiveness of the mathematical model, and then using the information above empirical analysis of data on the capital adequacy ratio of regulatory effectiveness. Chapter establish the mathematical model study the interaction between the capital adequacy ratio regulation and bank total loans and benefits, while taking advantage of the relevant information and data to analyze it empirically, the state-owned banks to improve capital

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