CAJ | 학술논문

国际金融危机以及欧债危机等再一次引发了人们对金融监管尤其是银行资本充足监管的全面反思。采集中国银行业主体的16家商业银行的数据，应用联立方程模型，对资本强制约束下的资本与系统风险贡献度进行研究，结论表明：资本充足监管对银行系统风险贡献度有一定的正向作用；而杠杆率监管对其无显著影响。此外，四大国有银行的分析结果提醒银行业监管者应密切关注居于主导地位银行的资本和风险监管。
국제금융위궤이급구채위궤등재일차인발료인문대금융감관우기시은행자본충족감관적전면반사。채집중국은행업주체적16가상업은행적수거，응용련립방정모형，대자본강제약속하적자본여계통풍험공헌도진행연구，결론표명：자본충족감관대은행계통풍험공헌도유일정적정향작용；이강간솔감관대기무현저영향。차외，사대국유은행적분석결과제성은행업감관자응밀절관주거우주도지위은행적자본화풍험감관。
International financial crisis,and the European debt crisis led people to think comprehensive-ly about financial regulation once again,especially the banks’capital regulation.Collecting the data of the main 1 6 Chinese commercial banks,and using simultaneous equations model to study the relationship be-tween capital and its contribution of the systemic risk under the capital constraints,the conclusions show that:capital adequacy has some positive effects on the banking systemic risk contribution,while leverage regulatory has no significant impact.In addition,the date analysis of the four state-owned banks reminds that banking regulators should pay close attention to banks’capital and risk regulation which are on the dominant position.