| 房价波动对资本充足率顺周期影响的实证研究 |
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| 引用本文： | 高国华,潘英丽. 房价波动对资本充足率顺周期影响的实证研究[J]. 上海交通大学学报(哲学社会科学版), 2011, 19(3) |
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| 作者姓名： | 高国华 潘英丽 |
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| 作者单位： | 上海交通大学安泰经济与管理学院,上海,200052 |
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| 基金项目： | 国家社会科学基金重点项目(09AJY003) |
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| 摘 要： | 本文研究了房地产市场价格变动对银行资本充足率顺周期性的影响,并对不同类型银行以及在房价上涨和下跌不同阶段,房地产市场价格变动对资本充足率影响的非对称性进行研究。结果表明:(1)房地产价格波动对加剧银行资本充足率顺周期性具有显著影响;(2)房地产价格变动对银行资本充足率顺周期性的影响具有非对称性。
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| 关 键 词： | 房地产市场价格 顺周期性 资本充足率 |
Empirical Study of Pro-cyclical Effect of Capital Adequacy Ratio on Real Estate Price |
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| GAO Guo-hua,PANG Ying-li. Empirical Study of Pro-cyclical Effect of Capital Adequacy Ratio on Real Estate Price[J]. Journal of Shanghai Jiaotong University(Social Science), 2011, 19(3) |
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| Authors: | GAO Guo-hua PANG Ying-li |
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| Affiliation: | GAO Guo-hua,PANG Ying-liAntai College of Economics & Management,Shanghai Jiaotong University,Shanghai 200052,China |
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| Abstract: | This paper assesses the pro-cyclical effects of the changes of real estate market price on the capital adequacy ratio of the bank,and evaluates the extent of those effects on the types of banks and different real estate price change stages.It is found out that real estate price fluctuations have a significant pro-cyclical effect on the capital adequacy ratio of banks;and this pro-cyclical effects are asymmetry.Commercial banks are more vulnerable to the declining price of real estate market than state owned... |
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| Keywords: | real estate price pro-cyclical capital adequacy ratio |
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