은행 자본규제 강화가 자산 포트폴리오 조정에 미치는 영향

초록

This study investigates the impact of tightening capital regulations on bank lending and risk-weighted assets(RWA). The empirical results reveal that banks respond to stringent capital regulations by reducing RWA rather than augmenting their capital base. Furthermore, instead of a simple reduction in total assets, banks tend to engage in a strategic portfolio rebalancing. Comparing bank responsiveness by capital status and loan types, this study finds that well-capitalized banks manage credit supply more conservatively in response to regulatory shocks. Conversely, for undercapitalized banks, a higher capital deficit is associated with an expansion of mortgage lending. These findings suggest that strategic behaviors aimed at regulatory compliance may lead to risk concentration in specific sectors, such as the mortgage market. Consequently, this study implies that enhancing the effectiveness of capital regulations requires greater structural sophistication and careful coordination with broader macro-prudential policies.

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