资本充足率监管对我国商业银行效率的影响研究

发布时间：2018-08-06 09:14

【摘要】：商业银行作为融资中介对于一国经济的发展起到了举足轻重的作用，然而其自身的高杠杆经营又导致了较高的风险隐患，这些特点决定了商业银行必然要受到监管机构的严格监管。在监管方式的选择上，经营的高杠杆化要求商业银行必须具备充足的资本以吸收和化解风险，因此，资本充足率便成为监管机构实施监管的重要工具。2008年国际金融危机爆发，西方众多大型金融机构倒闭，这使得以资本充足率监管为核心的国际金融监管制度再次受到金融理论界的关注。尽管强化的资本充足率监管、半封闭化的金融市场以及金融创新的不足等因素使我国商业银行成功的避过此次危机的波及，但这并不意味着我国的资本充足率监管制度是有效的。强化的资本监管一方面提高了我国商业银行经营的安全性，但另一方面却增加了银行的资本补充压力，，降低了银行的盈利水平，最终影响了银行的经营效率。随着金融自由化和全球化的发展，我国商业银行面临的竞争日益激烈，商业银行的效率问题也逐渐凸显，这就需要我国的资本充足率监管立足于银行稳定与银行效率的协调统一。但是，从资本监管的实践看，我国目前实施的强化的资本充足率监管是以牺牲银行效率为代价的。因此，研究资本充足率监管对我国商业银行效率的影响，并探讨我国监管机构在监管过程中如何实现防范银行风险的同时兼顾银行效率的提升，从而进行有效的资本充足率监管，就具有十分重要的现实意义。本文首先对国内外学者关于资本充足率监管对银行效率影响的研究现状进行了介绍，接着对资本充足率监管、银行效率及二者关系的理论进行了系统的阐述。然后，从我国资本充足率监管的现状和存在的问题出发，利用我国12家上市商业银行2002-2010年的面板数据对代表商业银行资本充足率监管及银行稳健性的监管压力指标与代表银行效率水平的综合效率指标（用DEA数据包络法测算获得）的关系进行实证分析后，本文发现，我国的资本充足率监管对商业银行的效率产生了显著的负向影响，我国商业银行的资本充足率监管有效性不足，监管当局片面的追求资本充足率的提高及银行稳定，而忽视了对商业银行经营效率的提升。最后，结合我国商业银行的现状，针对我国资本充足率监管的不足及实证的结果，本文从四个方面提出改善我国商业银行资本充足率监管的政策建议。
[Abstract]:As a financing intermediary, commercial banks play an important role in the development of a country's economy, but their own high leverage management leads to higher risks. These characteristics determine that commercial banks are bound to be strictly supervised by regulatory bodies. In the choice of regulatory mode, the high leverage of operation requires commercial banks to have sufficient capital to absorb and mitigate risks. Therefore, capital adequacy ratio has become an important tool for regulators to implement supervision. The international financial crisis broke out in 2008. The collapse of many large financial institutions in the West, which makes the international financial supervision system with capital adequacy ratio as the core, has once again attracted the attention of the financial theorists. Although the strengthening of capital adequacy regulation, the semi-closed financial market and the lack of financial innovation have enabled our commercial banks to successfully avoid the contagion of this crisis. But this does not mean that China's capital adequacy regulatory system is effective. On the one hand, the strengthened capital supervision improves the security of the commercial banks in our country, but on the other hand, it increases the pressure of capital supplement, reduces the profit level of the banks, and finally affects the operating efficiency of the banks. With the development of financial liberalization and globalization, the competition of commercial banks in China is becoming increasingly fierce, and the efficiency of commercial banks is becoming increasingly prominent. Therefore, the capital adequacy supervision in our country should be based on the coordination of bank stability and bank efficiency. However, from the practice of capital supervision, the strengthening of capital adequacy regulation in China is at the expense of bank efficiency. Therefore, this paper studies the effect of capital adequacy ratio supervision on the efficiency of commercial banks in China, and probes into how to realize the prevention of bank risks while taking into account the improvement of bank efficiency in the process of supervision. Therefore, it is of great practical significance to supervise the capital adequacy rate effectively. This paper first introduces the current situation of the research on the effect of capital adequacy ratio supervision on bank efficiency, and then systematically expounds the theory of capital adequacy ratio supervision, bank efficiency and their relationship. Then, starting from the current situation and existing problems of China's capital adequacy ratio supervision, Using the Panel data of 12 listed Commercial Banks in China from 2002 to 2010 to analyze the Supervision pressure Index representing the Capital adequacy ratio of Commercial Banks and the Stability of Banks and the Comprehensive efficiency Index representing the efficiency level of Banks (DEA data Envelopment method) After empirical analysis of the relationship, This paper finds that the supervision of capital adequacy ratio has a significant negative impact on the efficiency of commercial banks. The supervision of capital adequacy ratio of commercial banks in China is not effective enough, and the regulatory authorities are one-sided in pursuit of the improvement of capital adequacy ratio and the stability of banks. And neglected to the commercial bank management efficiency enhancement. Finally, according to the current situation of commercial banks in China, this paper puts forward some policy suggestions to improve the supervision of capital adequacy ratio of Chinese commercial banks from four aspects, aiming at the deficiency of the supervision of capital adequacy ratio in China and the empirical results.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33

【参考文献】