资本充足率对银行盈利能力的影响研究
发布时间：2019-03-17 10:56
【摘要】：2008年,由美国次贷危机引起的金融危机迅速地在全球扩散,使某些大型投行遭受毁灭性冲击的同时也严重的干扰很多国家的金融体系。此次金融危机充分暴露了各国金融机构存在的经营风险以及监管机制存在的问题。次贷危机带来的冲击与破坏使得银行资本的有效监管成为金融业健康运行最迫切的需要,资本充足率作为衡量和监测银行抵御风险能力的一个重要指标而受到广泛的关注。巴塞尔委员会和我国的银行监管机构相继发布了相关的协议或者规定,对银行资本的监管越来越严格越来越重视。在当前更加严格的资本监管要求下,用理论分析和实证研究相结合的方法来研究资本充足率对银行盈利能力的影响,无论对我国金融监管部门还是商业银行本身都具有重大意义。本文以我国16家A股上市商业银行2008-2015年的相关数据为基础,在参考大量文献并对现有文献研究内容进行总结的基础上介绍了资本充足率和银行盈利能力的相关理论和发展现状,并简要分析了资本充足率对银行盈利能力影响的理论机制。在结合资本的功能、监管部门对资本的管制、商业银行目前的发展状况等方面的基础上,本文提出4点假设。通过建立多元回归模型,运用stata12.0软件从全样本和分类样本两个角度实证分析了资本充足率和核心资本充足率对银行盈利能力的影响,即验证本文所提出的假设。通过实证分析得到的结论为:从全样本角度,资本充足率和核心资本充足率对上市银行盈利能力都有正向影响,且均影响显著;从分类样本角度,资本充足率、核心资本充足率的提高能显著的提高3家上市城市银行的盈利能力;对国有上市银行的盈利能力影响并不显著,对股份制上市银行也是如此;但通过对比分析发现,资本充足率对股份制银行盈利能力的影响要比国有银行显著。最后,立足于实证分析结果与目前我国上市商业银行经营发展现状,本文针对我国银行监管部门、国有银行、股份制银行和城市商业银行的发展提出部分建议。
[Abstract]:In 2008, the financial crisis caused by the US sub-prime mortgage crisis spread rapidly around the world, causing some large investment banks to take a devastating impact at the same time seriously disrupting the financial systems of many countries. The financial crisis has fully exposed the operational risks and regulatory mechanisms of financial institutions in various countries. Because of the impact and destruction of the subprime mortgage crisis, the effective supervision of bank capital has become the most urgent need for the healthy operation of the financial industry. The capital adequacy ratio, as an important index to measure and monitor the ability of banks to resist risks, has been paid more and more attention. Basel Committee and China's banking regulatory agencies have issued relevant agreements or regulations, the supervision of bank capital is more and more strict and more attention. Under the stricter requirement of capital supervision, this paper studies the effect of capital adequacy ratio on bank profitability by combining theoretical analysis with empirical research. It is of great significance to both the financial supervision department and the commercial banks themselves. This paper is based on the relevant data of 16 A-share listed commercial banks in China from 2008 to 2015. On the basis of referring to a large number of literatures and summarizing the existing literature, this paper introduces the relevant theories and development status of capital adequacy ratio and bank profitability, and briefly analyzes the theoretical mechanism of the influence of capital adequacy ratio on bank profitability. On the basis of the function of capital, the regulation of capital by the regulatory department and the current development of commercial banks, this paper puts forward four hypotheses. Through the establishment of multiple regression model, this paper empirically analyzes the effect of capital adequacy ratio and core capital adequacy ratio on bank profitability from the angles of full sample and classified sample by using stata12.0 software, that is to say, the hypothesis proposed in this paper is verified. The conclusions obtained by empirical analysis are as follows: from the perspective of the whole sample, capital adequacy ratio and core capital adequacy ratio have a positive impact on the profitability of listed banks, and both have a significant impact on the profitability of listed banks; From the point of view of classified samples, the improvement of capital adequacy ratio and core capital adequacy ratio can significantly improve the profitability of the three listed city banks, and the influence on the profitability of the state-owned listed banks is not significant, and it is also the case for the joint-stock listed banks. However, through the comparative analysis, it is found that the effect of capital adequacy ratio on the profitability of joint-stock banks is more significant than that of state-owned banks. Finally, based on the results of empirical analysis and the current situation of the development of listed commercial banks in China, this paper puts forward some suggestions for the development of China's banking supervision departments, state-owned banks, joint-stock banks and urban commercial banks.
【学位授予单位】：安徽农业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42
本文编号：2442228
[Abstract]:In 2008, the financial crisis caused by the US sub-prime mortgage crisis spread rapidly around the world, causing some large investment banks to take a devastating impact at the same time seriously disrupting the financial systems of many countries. The financial crisis has fully exposed the operational risks and regulatory mechanisms of financial institutions in various countries. Because of the impact and destruction of the subprime mortgage crisis, the effective supervision of bank capital has become the most urgent need for the healthy operation of the financial industry. The capital adequacy ratio, as an important index to measure and monitor the ability of banks to resist risks, has been paid more and more attention. Basel Committee and China's banking regulatory agencies have issued relevant agreements or regulations, the supervision of bank capital is more and more strict and more attention. Under the stricter requirement of capital supervision, this paper studies the effect of capital adequacy ratio on bank profitability by combining theoretical analysis with empirical research. It is of great significance to both the financial supervision department and the commercial banks themselves. This paper is based on the relevant data of 16 A-share listed commercial banks in China from 2008 to 2015. On the basis of referring to a large number of literatures and summarizing the existing literature, this paper introduces the relevant theories and development status of capital adequacy ratio and bank profitability, and briefly analyzes the theoretical mechanism of the influence of capital adequacy ratio on bank profitability. On the basis of the function of capital, the regulation of capital by the regulatory department and the current development of commercial banks, this paper puts forward four hypotheses. Through the establishment of multiple regression model, this paper empirically analyzes the effect of capital adequacy ratio and core capital adequacy ratio on bank profitability from the angles of full sample and classified sample by using stata12.0 software, that is to say, the hypothesis proposed in this paper is verified. The conclusions obtained by empirical analysis are as follows: from the perspective of the whole sample, capital adequacy ratio and core capital adequacy ratio have a positive impact on the profitability of listed banks, and both have a significant impact on the profitability of listed banks; From the point of view of classified samples, the improvement of capital adequacy ratio and core capital adequacy ratio can significantly improve the profitability of the three listed city banks, and the influence on the profitability of the state-owned listed banks is not significant, and it is also the case for the joint-stock listed banks. However, through the comparative analysis, it is found that the effect of capital adequacy ratio on the profitability of joint-stock banks is more significant than that of state-owned banks. Finally, based on the results of empirical analysis and the current situation of the development of listed commercial banks in China, this paper puts forward some suggestions for the development of China's banking supervision departments, state-owned banks, joint-stock banks and urban commercial banks.
【学位授予单位】：安徽农业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42
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