Empirical Research on the Cyclicality of Capital Buffers --Based on Chinas Listed Banks

摘要：

　　The financial crisis in 2008 exposed many deficiencies of the existing financial regulatory system, also triggered academic discussion on bank capital buffer cyclicality.Based on panel data from 2009 to 2014 of Chinas listed commercial banks, this paper has made empirical analysis on the cyclicality of capital buffers—relationship between capital buffers and economic growth.It is found that the listed banks capital buffers are counter cyclical over the economic cycle, and the same with state-owned banks and non state-owned banks.

关键词： capital buffers economic cycle cyclicality listed banks

作者: Li Haihong

作者单位: School of Economics & Management, Beijing University of Chemical Technology,Beijing, China, 100029

会议类型: 国际会议

会议名称: the 8th (2016)International Conference on Financial Risk and Corporate Finance Management(第八届(2016)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 116-120

在线出版日期: 2016-07-03（万方平台首次上网日期，不代表论文的发表时间）