资本充足率监管对我国商业银行抗风险力的影响研究
发布时间：2018-09-19 19:55
【摘要】：金融的健康与稳定事关一国经济命脉，银行作为最重要的金融中介又深远地影响着金融体系的发展。银行在经济发展中的重要地位及其自身的特点，使得银行业成为受到诸多监管的行业。由此，各国监管机构对银行业进行了以资本充足率为核心的严格监管。在资本充足率监管的强制作用下，商业银行必须保持一定的资本水平，以防范风险过大或经济下行时期的危机，，进而保护整个金融体系不受外部环境的冲击。 市场失灵、存款保险和道德风险等的存在使得资本充足率监管成为必要，资本充足率作为测度风险的手段被纳入银行监管体系。金融全球化和金融创新的不断加强，让银行面临越来越复杂多变的风险，银行潜在危机越来越多。巴塞尔银行委员会应景相继颁布了《巴塞尔协议》、《新资本协议》和《巴塞尔协议Ⅲ》，在确立全球资本监管标准的同时还不断完善了资本充足率的衡量方法。为了积极应对挑战，我国银行业在过去二十年发生了重大变化。先是参照1988年版的巴塞尔协议撤销了十多年的信贷规模管制，从1998年开始实施了以资本充足率为核心的资本管理。其次是在2004年参照《新资本协议》出台了《商业银行资本充足率管理办法》，要求各商业银行的资本与资产组合的信用风险相一致。截至2010年底，我国商业银行的资本充足率基本都超过了8%的最低监管要求，但资本充足率的实际不足以及资本充足性监管落后等问题一直困扰着我国银行业。 为了验证资本充足率监管对我国商业银行抗风险能力的影响，本文引入了Shrieves and Dahl的联立方程模型，在国内外学者研究的基础上，对面板数据进行三阶段最小二乘，研究监管压力下的商业银行资本变动和风险变动。研究结果发现我国商业银行资本充足率监管能显著降低商业银行风险,并且监管压力对提高资本充足率和减少银行风险行为的影响较为明显。在此实证基础上，本文提出提高我国商业银行抗风险能力的政策设计，即分别从银行自身和监管当局出发，充分发挥银行内部机制的优势和监管政策的长效性来充实资本充足水平并降低银行风险。
[Abstract]:The health and stability of finance are related to the lifeblood of a country's economy. As the most important financial intermediary, banks have a profound influence on the development of financial system. The important position of banks in economic development and their own characteristics make banking industry subject to a lot of supervision. As a result, national regulators to the banking sector with the capital adequacy ratio as the core of strict supervision. Under the compulsory action of capital adequacy ratio supervision, commercial banks must maintain a certain capital level in order to prevent the crisis in the period of excessive risk or economic downturn, and then protect the whole financial system from the impact of the external environment. The existence of market failure, deposit insurance and moral hazard makes the supervision of capital adequacy ratio necessary. As a measure of risk, capital adequacy ratio is brought into the banking supervision system. With the increasing of financial globalization and financial innovation, banks are facing more and more complex risks and more potential crises. The Basel Banking Committee has promulgated Basel Accord, New Capital Accord and Basel Accord 鈪
本文编号：2251164
[Abstract]:The health and stability of finance are related to the lifeblood of a country's economy. As the most important financial intermediary, banks have a profound influence on the development of financial system. The important position of banks in economic development and their own characteristics make banking industry subject to a lot of supervision. As a result, national regulators to the banking sector with the capital adequacy ratio as the core of strict supervision. Under the compulsory action of capital adequacy ratio supervision, commercial banks must maintain a certain capital level in order to prevent the crisis in the period of excessive risk or economic downturn, and then protect the whole financial system from the impact of the external environment. The existence of market failure, deposit insurance and moral hazard makes the supervision of capital adequacy ratio necessary. As a measure of risk, capital adequacy ratio is brought into the banking supervision system. With the increasing of financial globalization and financial innovation, banks are facing more and more complex risks and more potential crises. The Basel Banking Committee has promulgated Basel Accord, New Capital Accord and Basel Accord 鈪
本文编号：2251164
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