Analysis of Bank’s Behavior on Capital Adequacy Supervision and Capital Idiosyncrasy
Capital adequacy supervision is the main trend of the current global finance supervision. This paper, based on the evaluation of the related reference papers, had constructed a utility function of commercial bank, introduced inter-period return and interest rate to discuss the influence of capital idiosyncrasy to commercial bank’s risk preference and credit scope through portfolio management theory, and also come up with some suggestions to the in-depth reform of Chinas commercial bank. This paper believes that the bank with different capital idiosyncrasy will represent different actions and options while facing the same capital adequacy requirement. So, it might not be enough to be adapt with restriction index of Basel Accord passively, the key point of introducing capital supervision system of our commercial banks is to improve the related banks capital idiosyncrasy and undertake deeper reforms.
Capital Constrain Capital Idiosyncrasy Risk Preference Lending Behavior
DAI Junxun HUANG Xian MA Liv
Finance Department, Wuhan University 430072
国际会议
广州
英文
1-7
2009-07-07（万方平台首次上网日期，不代表论文的发表时间）