我国商业银行资本充足率与银行效率关系研究

发布时间：2018-01-05 16:07

本文关键词：我国商业银行资本充足率与银行效率关系研究　出处：《东华大学》2011年硕士论文　论文类型：学位论文

【摘要】：2008年次贷危机的爆发充分暴露了杠杆比率过高的金融机构的经营风险,最先倒下的往往是那些资本充足率不足的金融机构,危机过后,资本充足率在巴塞尔协议中的核心地位越来越被包括欧洲、美国等发达市场经济体所接受,作为一个正逐渐融入全球经济且正在成为全球经济重要力量的中国银行业,资本充足率监管的正常化以及制度化才是正确的选择。从银行监管的发展历程看,各国的银行监管实际上是处于“严格监管——放松监管——强化监管——再放松监管”的演绎状态之中的。尽管不同阶段的银行资本充足率通常要受到诸多因素的制约,但应看到,各国所实施的强化监管往往是以牺牲银行效率为代价的。与此同时,各国所实施的放松监管措施又会加大银行运营风险,进而导致银行危机,甚至导致金融危机。从某种意义上讲,银行资本充足率管理的发展史实际上就是一部有关银行稳定与银行效率相互博弈的历史。以往的银行资本充足监管对银行稳定和银行效率的协调部分重视不够,通常把两者割裂开来加以考虑。但发展到今天,监管机构所进行的资本充足监管,不仅可以帮助商业银行降低运营风险,减少冒险动机,确保银行稳定,还可以在很大程度上帮助商业银行改善经营管理,提升运营效益,确保银行运营效率的提高。因此,稳定与效率并不一定是相互替代的关系,资本充足监管在一定程度上可以保障银行稳定与银行效率的有机融合。针对如何进行有效的资本充足监管,在维持商业银行稳定的基础上提高银行效率,使商业银行资本充足率和银行效率相协调,目前显得更具有现实意义。因此,本文将立足于我国商业银行资本充足率的现状和出现的问题,重点分析代表商业银行稳定性指标的资本充足率和代表商业银行效率指标之间的关系。与同类文章相比,本次研究的创新点在于以银行稳定和银行效率之间的协调性作为研究对象。通过对13家上市银行2005-2009年的数据计量进行实证分析,仔细剖析出现在我国商业银行内的银行稳定和银行效率之间协调的问题。最后在明确了我国近5年商业银行资本充足率和银行效率的关系后,结合我国现状,提出合理确定我国商业银行资本充足率的思路以及强化我国商业银行资本充足率管理的对策及建议。
[Abstract]:In 2008, the outbreak of the subprime mortgage crisis fully exposed the operating risks of financial institutions with high leverage ratio. The first financial institutions that often fell down were those with inadequate capital adequacy ratio, after the crisis. The core position of capital adequacy ratio in the Basel Accord is increasingly accepted by developed market economies such as Europe and the United States. As a Chinese banking industry which is gradually integrating into the global economy and is becoming an important force in the global economy, the normalization and institutionalization of capital adequacy regulation is the right choice. From the perspective of the development of banking supervision. Banking regulation in various countries is actually "strict supervision-deregulation-strengthening supervision-deregulation-deregulation." Although the capital adequacy ratio of banks at different stages is usually restricted by many factors. However, it should be noted that the strengthening of supervision is often at the expense of the efficiency of banks. At the same time, the implementation of deregulation measures will increase the risk of banking operations, and then lead to banking crisis. It even led to a financial crisis. In a sense. The history of bank capital adequacy management is actually a history of game between bank stability and bank efficiency. In the past, insufficient attention has been paid to the coordination between bank stability and bank efficiency in the supervision of bank capital adequacy. Usually the two are separated from each other. But today, the capital adequacy supervision carried out by regulators can not only help commercial banks reduce operational risks, reduce risk incentives, and ensure the stability of banks. It can also help commercial banks to improve operation and management to a large extent, enhance operational efficiency, and ensure the improvement of operational efficiency. Therefore, stability and efficiency are not necessarily a substitute for each other. To a certain extent, capital adequacy supervision can ensure the organic integration of bank stability and bank efficiency. In view of how to carry out effective capital adequacy supervision, the bank efficiency can be improved on the basis of maintaining the stability of commercial banks. It is more realistic to coordinate the capital adequacy ratio and bank efficiency of commercial banks. Therefore, this paper will be based on the current situation and problems of the capital adequacy ratio of commercial banks in China. This paper mainly analyzes the relationship between the capital adequacy ratio which represents the stability index of commercial banks and the efficiency index of commercial banks. The innovation of this study is to study the coordination between bank stability and bank efficiency. Through the empirical analysis of 13 listed banks' data from 2005 to 2009. Finally, after clarifying the relationship between the capital adequacy ratio of commercial banks and the efficiency of banks in China in the past five years, we combine the present situation of our country. This paper puts forward the idea of rationally determining the capital adequacy ratio of commercial banks in China and the countermeasures and suggestions for strengthening the management of capital adequacy ratio of commercial banks in China.
【学位授予单位】：东华大学
【学位级别】：硕士
【学位授予年份】：2011
【分类号】：F832.2

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