资本充足率对我国商业银行盈利能力影响研究

发布时间：2018-05-05 22:21

本文选题：商业银行 + 资本充足率　；参考：《广东财经大学》2013年硕士论文

【摘要】：尽管距离美国金融危机发生已经过去了5年，但是其对世界经济造成的巨大创伤依然在缓慢恢复中，同时此次次贷危机也为银行业监管留下了一个大课题。巴塞尔委员会在2010年12月正式发布了巴塞尔协议III，对银行监管原有标准进行了修正，同时增添了新的监管标准。其中最引人瞩目的莫过于对商业银行资本充足率的新要求，在新要求下商业银行需要大幅补充资本金尤其是核心资本和一级资本。我国于2012年6月8日发布了《商业银行资本管理办法（试行）》，其中对商业银行资本充足率的要求与巴塞尔协议III保持一致。在这个时候，研究资本充足率要求对我国商业银行盈利能力的影响显得非常适宜。该研究对于监管部门和商业银行本身都具有重大意义，如何适应新规定，新规定下如何生存和发展，新规定是否可以增强监管效应，本文重点关注核心资本充足率对我国商业银行盈利能力的影响。结合本文研究内容和数据特点，在实际操作中采用了面板数据多元回归的方法进行实证，与其他方法相比，多元回归可以更加清晰明了的看到本文研究对象之间的关系。本文的创新之处在于从商业银行活动的角度出发进行变量选取，区别于以往选取股票价格的做法，因此研究不再局限于上市商业银行，本文的研究样本涵盖了国有商业银行、股份制商业银行、城商行和农商行，样本选取广泛，最长时间跨度为2003——2012年，结果具有说服力。本文通过实证得到如下结论：第一点是核心资本充足率对商业银行盈利能力有显著正向影响；第二点是核心资本充足率对非上市商业银行的影响大于上市商业银行；第三点是核心资本充足率对农商行影响最大，其次为股份制商业银行和城商行，对国有商业银行影响不显著；第四点是商业银行资产收益率存在显著正向滞后效应；第五点是金融危机之后，核心资本充足率对非上市商业银行影响减弱，，对上市商业银行影响增强。
[Abstract]:Although it has been five years since the U.S. financial crisis, the world economy is still slowly recovering from its huge trauma, and the subprime crisis has left a big issue for banking regulation. The Basel Committee formally issued Basel II in December 2010, which amended the existing standards of bank supervision and added new regulatory standards. The most striking one is the new requirement on the capital adequacy ratio of commercial banks. Under the new requirements, commercial banks need to replenish capital, especially core capital and tier one capital. China issued the measures on Capital Management of Commercial Banks (trial) on June 8, 2012, in which the requirements of capital adequacy ratio of commercial banks are consistent with the Basel Accord III. At this time, the study of capital adequacy requirements on the profitability of commercial banks in China seems very appropriate. The research is of great significance to both the regulatory authorities and the commercial banks themselves. How to adapt to the new regulations, how to survive and develop under the new regulations, and whether the new regulations can enhance the regulatory effect, This paper focuses on the impact of core capital adequacy ratio on the profitability of commercial banks in China. Combined with the research content and data characteristics of this paper, the panel data multivariate regression method is used in practice. Compared with other methods, multivariate regression can see the relationship between the objects of this paper more clearly. The innovation of this paper lies in the selection of variables from the angle of commercial bank activities, which is different from the previous practice of selecting stock prices, so the research is no longer limited to listed commercial banks. The research sample of this paper covers state-owned commercial banks. Joint-stock commercial banks, city commercial banks and agricultural commercial banks, the sample is widely selected, the longest time span is 2003-2012, the results are persuasive. The first point is that the core capital adequacy ratio has a significant positive impact on the profitability of commercial banks, the second point is that the core capital adequacy ratio has a greater impact on the unlisted commercial banks than on the listed commercial banks. The third point is that the core capital adequacy ratio has the greatest impact on the agribusiness banks, followed by the joint-stock commercial banks and the city commercial banks, which has no significant impact on the state-owned commercial banks, and the fourth point is that the commercial banks have a significant positive lag effect on the return on assets. The fifth point is that after the financial crisis, the impact of the core capital adequacy ratio on the non-listed commercial banks is weakened, and the impact on the listed commercial banks is enhanced.
【学位授予单位】：广东财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F830.42

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