| Commercial bank of capital adequacy ratio of supervision, showing a closecyclical effect, specifically, is refers to that when the commercial bank capital by theeconomic impact in periodical fluctuations, the bank of capital adequacy ratio willhappen corresponding change. At this time, under the pressure of the supervisiondepartment of the bank capital regulation, it can further produce certain effect on thecredit behavior of the commercial bank, this kind of influence may cause theintensifying of the economic cyclical fluctuations. With the close cyclical effect of thecapital regulation in the financial system, especially the effect of the close cyclialconstantly significantly in the aerie of capital ratios supervision, this phenomenon isattracting the attention of the supervision department, domestic and foreign scholarsgives some suggestions in order to ease this phenomenon by analyz the formationmechanism and transmission channel. But, at present, scholars object study thisphenomenon according to the developed countries, for to the developing countries asour country to study this effect is relatively small. Although in the trend of theeconomic globalization and the development of financial liberalization. In recentyears the developing countries in economic and financial field have rapiddevelopment, but compared with the developed countries, such as China of thedeveloping country, at present the development of the capital market is not perfect,and the business development of the commercial bank on the credit business havesevere dependence. The pro-cyclical effect in this development situation may displaysthe different characteristic difference with the development of the economy mode andcredit behavior of the commercial bank. Therefore, according to the reality of ourcountry, to research pro-cyclical effect of the capital adequacy ratio of commercialbanks and its possible close to ease the channels has certain necessity.Based on the analysis of the facing research background, firstly this paperanalyse the pro-cyclical effect on capital adequacy ratio of commercial banks of thescholars at home and abroad, and the previous research capital adequacy ratio closecyclical effect the forming mechanism of and its transmission channel has an understanding and behind for further analysis provided theoretical basis. Secondly,through the help of Blum-helling model, it revealed the pro-cyclical effect of capitaladequacy ratio the commercial bank. According to the bank’s capital, capitalregulatory requirements and excess capital reserve this three aspects. And the resultsshowed that the cyclical fluctuations of the economy may have certain impact on thecapital of the commercial bank, and at the same time on the pressures of regulatoryauthorities in the supervision department of the capital regulatory pressure, thisphenomenon of fluctuations in the economy will become seriously through the bankcredit reduction and the reduction on the banks of capital. Then, in this close to theformation of the periodic effect and conducting mechanism based on the analysis ofthe theory, combined with the practice of capital adequacy ratio of China’s bankingindustry changes and analysis of the current situation, and gather nearly ten years ofdomestic commercial bank capital adequacy ratio related data with empirical modelempirically. Research shows that the results are consistent with the front theory, thebusiness bank of our country no matter from their own development or banksupervision requirements do exist in the pro-cyclical effect of the capital adequacyratio. Finally, in the basis of analysis and learn from the management experience ofspain on the counter-cyclical capital adequacy ratios, combining with the actualsituation of China’s banking industry development and put forward suggestion toeffectively relieve the pro-cyclical effect on capital adequacy ratios, so as to achievethe purpose of increase the inverse periodic capital adequacy ratios on commercialbank. |
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