Title :
The research on the impact of capital requirements on credit channel of monetary policy
Author :
Liang, Yan ; Liu, Lin ; Wang, Yangyang
Author_Institution :
Sch. of Econ., Dalian Univ. of Technol., Dalian, China
Abstract :
We use the research model of Angelo Baglioni. Considering the actual situation in China, we construct the models of the impact of individual bank´s capital requirements on the credit channel and the impact of capital requirements on the credit market. We analyze the impact of commercial banks of capital adequacy and capital shortage on the credit channel respectively. We use the Chinese data during 1998-2009 to do the empirical research.
Keywords :
banking; credit transactions; Angelo Baglioni model; China; capital adequacy; capital requirements; capital shortage; commercial banks; credit channel; credit market; monetary policy; Banking; Correlation; Data models; Economic indicators; Equations; Government; Capital Requirements; Credit Channel of Monetary Policy; Credit Market; Individual Bank;
Conference_Titel :
Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011 2nd International Conference on
Conference_Location :
Deng Leng
Print_ISBN :
978-1-4577-0535-9
DOI :
10.1109/AIMSEC.2011.6011202
