The effects of the Basle accord on bank credit: the case of Japan
The effects of the Basle accord on bank credit: the case of Japan
复制标题
巴塞尔协议对银行信贷的影响：以日本为例
DOI：
10.1080/00036840110094455
复制
发表时间：
2002
影响因子：
2.2
通讯作者：
Yuzo Honda
中科院分区：
文献类型：
--
作者：
Yuzo Honda
本文对巴塞尔协议对日本银行信贷的显著影响进行了实证研究。该协议将国际标准银行的信贷增加额占总资产的比率分别降低0.09 ~ 0.24%，国内标准银行的信贷增加额占总资产的比率分别降低0.06 ~ 0.21%。根据固定效应模型估算，对于符合国际标准的银行，监管的影响在0.12% - 0.13%之间。这些估计值小于使用累计时间序列数据的相应估计值0.40%。
This paper has documented the empirical evidence that the Basle Accord had significant effects on bank credit in Japan. The Accord reduced the ratio of the credit increase to the total asset by 0.09-0.24% for banks with the international standard, and by 0.06-0.21% for those with the domestic standard, respectively. According to the Fixed Effects Model estimates, the impacts of the regulation are in between 0.12% and 0.13% for those banks with the international standard. These estimates are smaller than the corresponding estimate with aggregate time series data, 0.40%.