资本监管对中小银行资产配置结构影响的研究

发布时间：2018-07-10 08:18

本文选题：中小银行 + 资本监管　；参考：《南京财经大学》2013年硕士论文

【摘要】：巴塞尔协议作为资本监管的指南已得到全球银行业的基本认同。我国对银行资本监管的重视虽起步较晚，但却始终密切关注巴塞尔委员会各方面的动态，并积极遵循巴塞尔委员会所提出的监管理念，逐渐完善我国的银行资本监管框架。伴随着金融体制改革的深入和发展，中小银行应运而生，作为大型商业银行的补充，中小银行对国民经济的发展尤其是对中小企业融资的重要贡献，已得到世界各国的认可。银行业监督管理机构对中小银行的资本监管，在充分限制其经营风险的同时，也要考虑到其特殊性，促进其稳健发展。因此，研究资本监管对中小银行的影响具有重要意义。本文以中小银行为研究对象，采用理论分析和实证检验相结合的方法，主要研究银行资本监管对中小银行资产配置结构的影响。在理论分析的基础上，我们提出研究假设，即当商业银行面临资本监管压力时，会选择通过降低资产结构中的贷款占比以满足监管要求，而中小银行相比于大型商业银行更趋向于选择这一方法。为了验证研究假设，我们首先从宏观和微观角度出发，确定中小银行资产配置结构的影响因素变量。其次，为对比说明中小银行与大型商业银行的差异，在模型中引入虚拟变量和交叉变量。再次，，运用回归分析方法，对中小银行在资本监管下的相关数据（2006-2011）进行实证检验，研究结果表明假设存在，即中小银行与大型商业银行相比，其资产配置行为更易受到资本监管的影响。最后根据研究结果，提出具有针对性和切实可行的政策建议。
[Abstract]:Basel Accord as a guide to capital regulation has been recognized by the global banking industry. Although our country pays more attention to the capital supervision of banks, it pays close attention to all aspects of the Basel Committee, and actively follows the supervision idea put forward by the Basel Committee, and gradually consummates the framework of banking capital supervision in our country. With the deepening and development of the financial system reform, the small and medium-sized banks came into being. As a supplement to the large commercial banks, the small and medium-sized banks have been recognized by all over the world for their important contribution to the development of national economy, especially to the financing of small and medium-sized enterprises. The capital supervision of small and medium-sized banks by banking supervision and management institution should take into account its particularity and promote its steady development while fully limiting its operating risk. Therefore, it is of great significance to study the impact of capital supervision on small and medium-sized banks. This paper takes the small and medium-sized banks as the research object, mainly studies the influence of the bank capital supervision on the asset allocation structure of the small and medium-sized banks by using the method of combining theoretical analysis and empirical test. On the basis of theoretical analysis, we put forward the hypothesis that when commercial banks are under the pressure of capital supervision, they will choose to meet the regulatory requirements by reducing the proportion of loans in the asset structure. Medium and small banks are more likely to choose this method than large commercial banks. In order to verify the hypothesis, we first determine the variables of influencing factors of asset allocation structure of small and medium-sized banks from macro and micro perspectives. Secondly, in order to compare the differences between small and medium banks and large commercial banks, virtual variables and cross variables are introduced into the model. Thirdly, using the regression analysis method, this paper makes an empirical test on the relevant data of the small and medium-sized banks under capital supervision (2006-2011). The results show that the hypothesis exists, that is, the small and medium-sized banks are compared with the large commercial banks. Its asset allocation behavior is more vulnerable to the impact of capital supervision. Finally, according to the research results, put forward targeted and practical policy recommendations.
【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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