金融混业集团主导下的银行资本监管与风险实证分析.pdfVIP

企业管理金融混业集团主导下的银行资本监管与风险实证分析 金融棍业集团主导下的银行资本监管与风险实证分析 刘夏，蒲勇健 (重庆大学 经济与工商管理学院，重庆4破酬的 摘 要:随着我国金融控股公司的在展，根据新巳草t协议的要卓及近年世界各国金融监管的实践对金融控股 公司进行青本监管已经成为金融监管的核心。丰主利用面板数据并建立资本监管与风险变化的多元回归模型 检验了责本监管与风险变化的影响。研究在现，我国混业经营的金融控股公司的且展对我国金融业的青丰要卓 影响较大，而对金融业风险影响本显著。同时研究在现，规模小的金融合司比大的金融叶司容晶控制风险。研 究的结果主持在我国大力在展规模适度的混业经营的金融控股公司和中4、金融机构的主张。本主的研究在丰 富金融监管理论文献的同时，也为指导我国金融业今后的在展提出了重要的经验证据。 关键词:混业经营，资本要求;风险 中图分类号:F832.1 文献标识码:A 文章蝙号: 1002 -9753(2∞7)08 -0123 -08 An EmpiriωI Analysis on Regulating CapitaI and Risk F1uctuation Based 。n the Financial Holding Companies of Mixed Operation Mode LIU - Xia , PU Yong - jian (ThLs如ol 01 Ecoflmnic α时 Business Adn阳刚刚ùm , Chongqin UniversiJy. Chnngqi.n 4αlO44， China) Abstract: As the financial holding compani咽 grow in china , regulating capital in financi aJ holding compani回 according 10 血e new 8asel Accord requiremen lS and the world s {inancial rt有ulatory practice in recenl yea四 have b曲。me the core financÎaJγegu!atÍqπ In thîs paper , we u四 panel data and deveIop the multiple 1可ressÎon modes of capital r，呵回回ment and risk change to lest the e旺ect of capital re甲Jirement 00 risk change. Re回arch indicated that 由e 自nancis1 holding company of the mixed operation mode has greater impact 00 capital r呵U1reme时，皿d the financial industry risk is not significant. R阻四配h also found Ihat small - scale financial finns are e国ier to conlrol financial risks than la电e com阳­ nies. The results slror咯ly SUPl凹也 the proposition of deveJoping OUT mooest 剧团。f Ihe mixed ope阳tion of financial hold- mg compam白 and small and medium - sÎzed financial instÎtutÎo阳币is study ad由 the extent lítemture on :financial SU~ pervision , and at the same time , íts important empiri