中国银行业实施逆周期资本缓冲工具研究
Study on the Implementation of Countercyclical Capital Buffer Tools in Chinese Banks

基于《各国监管当局实施逆周期资本缓冲指引》，依据中国金融机构信贷和宏观经济数据，采用“信贷余额/GDP”指标，计算需要计提逆周期资本缓冲的时期和数量，检验逆周期资本缓冲工具对中国银行业的有效性。针对模型与中国国情不符问题，宜将信贷/GOP指标与相关经济指标配合使用,将系统风险变动作为衡量标准，同时注意与宏观政策的配合。
It is an important job to construct countercyclical capital buffer framework and tools for promoting the reform of bank supervision in China. The article uses the data of macro economy such as credit and GDP to calculate the capital buffer of different periods based on “Guidance for National Authorities Operating the Countercyclical Capital Buffer”. Finally, the article combines the empirical conclusions with the reality of Chinese banks to find out the shortages and give some policy suggestions.