CAJ | 학술논문

资本监管是银行业实施宏观审慎监管的核心内容，而银行资本在维持稳健经营和承担风险方面发挥着重要的作用。银行信贷构成了实体投资的主要来源，银行信贷规模变动带来的负面影响可能会造成经济的波动，侵害宏观经济增长。对我国银行业2003～2012年的情况进行的实证研究表明：监管压力增大会导致资本不足，银行信贷规模减少，当期监管压力值对当期信贷规模的作用比滞后一期监管压力值对当期信贷规模的作用更大一些。信贷规模对GDP的冲击效应是正向的。银行业资本监管压力对经济增长有一定的负面影响，但这种效应一般持续8个季度，这种负面影响在经济衰退时期表现得更为显著。
자본감관시은행업실시굉관심신감관적핵심내용，이은행자본재유지은건경영화승담풍험방면발휘착중요적작용。은행신대구성료실체투자적주요래원，은행신대규모변동대래적부면영향가능회조성경제적파동，침해굉관경제증장。대아국은행업2003～2012년적정황진행적실증연구표명：감관압력증대회도치자본불족，은행신대규모감소，당기감관압력치대당기신대규모적작용비체후일기감관압력치대당기신대규모적작용경대일사。신대규모대GDP적충격효응시정향적。은행업자본감관압력대경제증장유일정적부면영향，단저충효응일반지속8개계도，저충부면영향재경제쇠퇴시기표현득경위현저。
Banking capital regulation is the core content of macro-prudential regulation in banking. Banking capital plays a very important role in maintaining business stability and control- ling risks. The main source of investment is banking credit, therefore, the changes of banking credit scale may cause negative effects on economy and harm the economic growth. The article does an empirical research on the banking and the economy as well with the data of year 2003 to 2012 in China to analyze the effect on the economy more accurately, the empirical results show three conclusions：the more strict the banking capital regulation is, the less credit scale the under- capitalised bank has. The impact on the current credit scale of the current banking regulatory pressure is larger than the lagged banking regulatory pressure. The impact of the credit to GDP is positive. Banking capital regulation has more significant negative influence during economic reces- sion on the economic growth, and this effect lasts eight quarters. Finally, the article puts for- ward some suggestions of Bank regulation in order to adapt to the economic new normal behavior.