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论文类型：会议论文

发表时间：2014-01-01

收录刊物：CPCI-SSH

页面范围：390-394

关键字：Banks' Risk-taking; Credit Scale; Capital Constraints

摘要：Both the Subprime crisis in 2007 and the European Debt Crisis in 2011 have highlighted the importance of banking supervision. We use GMM method to inspect effects of banks' risk-taking and macroeconomic factors on credit scale, and conclude that: credit scale is negative with bank risk-taking level and capital constraints, but positive with monetary policy. Therefore bank managers should adjust an optimal credit scale based on risk tolerance level; regulatory authorities should make use of capital constraints and monetary policy to restrain banks' risk-taking and credit scale.