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本文选取中国6家上市银行2003~2010年的面板数据,通过基于动态面板数据的最小二乘法估计了中国上市商业银行缓冲资本和产出缺口的关系,得出中国上市商业银行缓冲资本具有顺周期性特征的结论,并针对性地提出两条建议,一是要扩大银行资本监管的范围,由最低资本扩大到最低资本加上缓冲资本,二是缩短银行资本监管的周期,使银行更能够适应剧烈波动的经济环境。
This paper selects the panel data of six listed banks in China from 2003 to 2010 and estimates the relationship between China’s listed commercial banks’ cushion capital and output gap through the least squares method based on dynamic panel data. It concludes that China’s listed commercial banks have a pro-cyclical Sexual characteristics of the conclusions, and put forward two proposals, one is to expand the scope of bank capital regulation, from the minimum capital to the minimum capital plus buffer capital, the second is to shorten the cycle of bank capital regulation, so that banks can better adapt to Volatile economic environment.