Research On Effect Of New Capital Adequacy Ratio Supervision On Credit Behavior Of Chinese Commercial Banks

Bank captital adequaey ratio supervision is a double-edged sword, on the onehand, it can guard against financial risks and ensure sound operation of the bankingindustry, on the other hand, commercial banks are likely to tighten credit in order tomeet capital supervisory requirements, meanwhile,the current risk sensitive capitalrules may cause synchronous fluctuation between credit and economic to a certainextent.The successive implementation of basel I and basel II,as well as,thepromulgation of the basel Ⅲ, marks the standardization of commercial bank capitaladequacy management,also reflects a new trend of synchronous improve of capitalquantity and quality, organic combination between micro prudent supervision andmacro prudent supervision. Basel Ⅲ establishes the new post of international bankingsupervision.So our country follows up the basal Ⅲ timely and has formed a newframework of capital supervision. This series of change is bound to effect creditbehavior of commercial bank.So it is necessary to restudy bank credit behavior underthe new situation of capital adequacy ratio regulation rules.This paper mainly analyse the effect of basal Ⅲ and Chinese new captitaladequaey ratio supervision on bank credit behavior, based on the existing study ofcapital supervision. The content of this paper mainly contains four parts: The first part,to describe the process of capital adequacy ratio supervision based on the basal accordsystematacially, then to explore the way how capital regulation reform influencesbank credit behavior from the perspective of formula、 information asymmetry,monetary policy effect and mathematical derivation.The second part, To investigatethe formation mechanism of bank credit behavior under the supervision of capitaladequacy ratio from the aspects of credit growth behavior, credit concentratedbehavior and credit cycle behavior,based on the particularity of Chinese capitalsupervision and the current situation of capital adequacy ratio of commercial bank.The third part, to make a multivariate linear regression test through the panel data of12commercial banks of China in2004-2011. Then remeasure the capital adequacyratio of commercial bank of china, according to the new standard of2012commercialbank capital management measures, so that we can investigate the possibly adjust ofbank credit behavior under high capital added pressure in transition period.The fourthpart, through the summary of above normative analysis and empirical research,this chapter trys to put forward some feasible countermeasures and suggestions to promotethe rationalization of commercial banks credit behavior in China under thebackground of tighter capital supervision.