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本文使用我国22家商业银行2008~2016年的年度平衡面板数据,利用三阶段最小二乘法(3SLS),研究逆周期资本缓存与银行贷款之间的关系,实证结果表明:逆周期总资本缓存和核心资本缓存的计提限制了银行贷款的增长;银行贷款增长率具有顺周期性,经济繁荣时贷款增长快,而经济低迷时贷款增长速度慢;风险高的银行具有相对较弱的资本缓存能力和相对较高的贷款增长率。
This paper uses the annual balance panel data of 22 commercial banks in China from 2008 to 2016 and the relationship between countercyclical capital buffer and bank loans by using the three-stage least squares method (3SLS). The empirical results show that the counter-cyclical total capital buffer The provision of core capital buffer limits the growth of bank loans; the growth rate of bank loans is pro-cyclical, loans grow fast in economic prosperity, while the growth of loans in economic downturns is slow; and the banks with high risk have relatively weaker capital buffer capacity And relatively high loan growth rate.