An empirical study of capital buffers in Taiwan

• Main Authors: Sih-Wei Wu, 吳思緯
• Other Authors: Chih-Wei Lee Ph. D.
• Format: Others
• Language: zh-TW
• Published: 2014
• Online Access: http://ndltd.ncl.edu.tw/handle/21723288600803163118

碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 102 === As the financial sector is likely to cause pro-cyclicality, BCBS require that it should be appropriated an additional provision for " Counter-cyclical capital buffer " in 2016 and the calculation method is use the credit gap when a gap overextended credit, then the capital need to establish 0 to 2.5% as an countercyclical capital buffers, it’s target is to make banks more elastic when the economy changes. This paper use Panel data to investigate whether national banks shun cyclical phenomenon or not, research period is from 2006Q2 to 2013Q2, and total of 34 banks as samples. we found that the pro-cyclicality did not occur pro-cyclicality during this sample, because the capital adequacy ratio was 12.44% in Taiwan ,in line with Basel III capital provision for pro-cyclicality buffer limit (2.5%), thus did not cause smooth cyclical phenomenon.