%0 Journal Article
%T Analysis of Bank¡¯s Behavior on Capital Adequacy Supervision and Capital Idiosyncrasy
%A Jun-xun DAI
%A Xian HUANG
%A Li MA
%J Canadian Social Science
%D 2008
%I Canadian Academy of Oriental and Occidental Culture
%X Capital adequacy supervision is the main trend of the current global finance supervision. This paper, based on the evaluation of the related reference papers, had constructed a utility function of commercial bank, introduced inter-period return and interest rate to discuss the influence of capital idiosyncrasy to commercial bank¡¯s risk preference and credit scope through portfolio management theory, and also come up with some suggestions to the in-depth reform of China's commercial bank. This paper believes that the bank with different capital idiosyncrasy will represent different actions and options while facing the same capital adequacy requirement. So, it might not be enough to be adapt with restriction index of Basel Accord passively, the key point of introducing capital supervision system of our commercial banks is to improve the related banks' capital idiosyncrasy and undertake deeper reforms. Key words: Capital Constrain, Capital Idiosyncrasy£¬ Risk Preference, Lending Behavior R¨¦sum¨¦: La supervision ad¨¦quate capitale est la principale tendance de celle de la finance mondiale actuelle. Cette m¨¦moire, bas¨¦e sur l¡¯¨¦valuation des m¨¦moires r¨¦f¨¦rentielle connexe, avait construit une fonction utile de la banque commerciale, introduite le retour de l¡¯inter-p¨¦riode et le taux d¡¯int¨¦r¨ºt afin de discuter de l¡¯influence de l¡¯idiosyncrasie capitale pour la pr¨¦f¨¦rence risqu¨¦e et les possibilit¨¦s du cr¨¦dit de la banque commerciale par la th¨¦orie de la gestion de portefeuille, et aussi de fournir d¡¯id¨¦es la r¨¦forme en d¨¦tail de la banque commerciale de la Chine. Cette m¨¦moire croit que la banque avec diff¨¦rentes idiosyncrasies capitales repr¨¦sentera diff¨¦rentes actions et options en faisant face ¨¤ la m¨ºme condition ad¨¦quate capitale. Aussi ne peut-elle pas ¨ºtre suffisant d¡¯¨ºtre adapt¨¦e avec un index restreint de l¡¯accord Bale passivement, le point cl¨¦ de l¡¯introduction du syst¨¨me de la supervision capitale de nos banques commerciales est ¨¤ am¨¦liorer l¡¯idiosyncrasie capitale de la banque connexe et ¨¤ entreprendre les r¨¦formes profondes. Mots-Cl¨¦s: contrainte capitale, idiosyncrasie capitale, pr¨¦f¨¦rence risqu¨¦e, comportement dirigent
%U http://cscanada.net/index.php/css/article/view/462