资本充足率对商业银行效率的影响研究

发布时间：2018-03-05 16:49

本文选题：商业银行　切入点：资本充足率　出处：《湖南大学》2015年硕士论文　论文类型：学位论文

【摘要】：银行业是我国金融业的主体,关系到国民经济的命脉。银行业的稳定和高效率运行不仅影响整个金融行业的发展,也关系着整体宏观经济的状况。作为银行竞争力的集中体现,商业银行效率的高低决定着银行未来的发展,关系整个社会资源的合理有效配置,而资本充足率作为监管部门监管商业银行的重要指标,在保障银行安全性的同时,对商业银行效率的高低也有着不可忽视的影响。因此,本文以上市商业银行为研究对象,研究资本充足率对其效率的影响并分析其原因,这对我国银行业的健康发展和宏观经济的有序运行都有着重要意义。本文通过梳理商业银行资本充足率理论和商业银行效率理论,借鉴国内外相关文献,并结合我国上市商业银行的具体情况,选取能够准确反映我国上市商业银行效率的投入产出指标,从实证研究角度分析我国上市商业银行的效率及资本充足率对其的影响。基于传统DEA效率评估方法没有单独考虑环境因素和随机误差的影响,为弥补其不足,本文运用三阶段DEA测度了2010-2013年我国16家上市商业银行的效率,通过建立面板数据模型进行资本充足率与银行效率的回归分析,研究商业银行资本充足率对其效率的影响。实证结果表明,现阶段我国上市商业银行资本充足率对银行效率存在显著的正向影响,长期来看,资本充足率与我国银行效率存在倒U型关系,当资本充足率水平达到一定程度时,资本充足率对银行效率存在负面影响。在此基础上,为优化我国资本充足率管理水平,提高银行的经营效率,本文提出了一些合理建议。
[Abstract]:The banking industry is the main body of the financial industry of our country and relates to the lifeblood of the national economy. The stable and efficient operation of the banking industry not only affects the development of the whole financial industry, but also relates to the overall macroeconomic situation. The efficiency of commercial banks determines the future development of banks, which is related to the rational and effective allocation of the whole social resources. As an important indicator of supervision and control of commercial banks, the capital adequacy ratio ensures the security of banks at the same time. Therefore, this paper takes the listed commercial banks as the research object, studies the influence of the capital adequacy ratio on its efficiency and analyzes its reasons. This is of great significance to the healthy development of China's banking industry and the orderly operation of the macro-economy. By combing the theory of capital adequacy ratio of commercial banks and the theory of efficiency of commercial banks, this paper draws lessons from relevant literature at home and abroad. Combined with the specific situation of listed commercial banks in China, the input-output index which can accurately reflect the efficiency of listed commercial banks in China is selected. From the perspective of empirical research, this paper analyzes the effect of efficiency and capital adequacy ratio of listed commercial banks in China. Based on the traditional DEA efficiency evaluation method, the impact of environmental factors and random errors is not considered separately, in order to make up for its shortcomings. This paper uses three-stage DEA to measure the efficiency of 16 listed commercial banks in China from 2010 to 2013. Through the establishment of panel data model, the regression analysis between capital adequacy ratio and bank efficiency is carried out. The empirical results show that the capital adequacy ratio of China's listed commercial banks has a significant positive impact on bank efficiency in the long run. The relationship between capital adequacy ratio and bank efficiency is inversely U-shaped. When the capital adequacy ratio reaches a certain level, the capital adequacy ratio has a negative impact on bank efficiency. On this basis, in order to optimize the management level of capital adequacy ratio in China, This paper puts forward some reasonable suggestions to improve the management efficiency of banks.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

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