商业银行风险、效率和资本相互关系研究

发布时间：2018-04-29 08:37

本文选题：商业银行 + 风险　；参考：《重庆大学》2014年硕士论文

【摘要】：各国金融危机的相继爆发对一国经济甚至是全球经济的发展造成了严重伤害。银行等金融机构的稳定不仅引起了各国监管层的重视，，也吸引了更多学者的目光。作为国民经济运行中最重要的金融机构，银行的健康发展是经济健康发展的基础。银行资本、风险和效率作为商业银行最基本也是最重要的因素，研究它们之间的关系具有十分重要的现实意义。本文构建了联立方程模型，并用面板矩估计分别对我国商业银行资本和风险之间的关系，银行资本、风险和效率之间的关系及它们之间的跨期关系进行了研究，并得出以下几点结论：第一，我国商业银行的资本和风险之间存在正相关关系，这是由于提高商业银行资本要求会引起商业银行对未来收益水平下降的预期，商业银行会增加对高风险项目的投入以弥补期望收入的损失；第二，银行效率和资本之间存在负相关关系，说明了资本比率过高往往会对银行的经营业绩有负面影响；第三，银行风险与效率之间存在负相关关系，说明由于不充分的信用监管和经营成本的无效控制，效率水平更低的银行会面临更大的成本支出，银行会以增大风险的方式来弥补这些损失。基于本文的分析，本文认为商业银行及监管者需要注意以下几点：第一，把握好商业银行资本、效率与风险之间的均衡点。由于我国商业银行风险、效率和资本之间存在相互影响关系，一个因素的变化会引起另外两者的变化，这就需要银行经营管理者及监管部门综合考虑多种因素，以求能在资本、风险和效率之间找到平衡，使我国银行业始终健康有效运行；第二，打破我国商业银行的垄断性，提高商业银行竞争力。长期以来，四大国有银行在我国银行系统中始终占据主导地位，中国银行业系统的垄断程度还是比较高，在组织体系建设方面还有比较多的缺陷；并且我国银行业的发展还比较稚嫩，国际竞争力差，整体效率还有待提高。因此，我们还需要进一步的改革以建立具有较强竞争力的、高效的银行体系，进而推动经济的发展。第三，有效调整我国商业银行的资产规模。较大规模的银行能通过更有效的资产配置降低自身面临的风险，进而提升银行的效率及盈利能力，因此适当提高银行的资产规模有助于增强我国银行业的抗风险能力及盈利能力。
[Abstract]:The successive outbreak of financial crises has caused serious harm to the development of one country's economy and even the global economy. The stability of banks and other financial institutions not only attracted the attention of regulators, but also attracted the attention of more scholars. As the most important financial institution in the operation of national economy, the healthy development of the bank is the foundation of the healthy development of the economy. Bank capital, risk and efficiency are the most basic and important factors of commercial banks. It is of great practical significance to study the relationship between them. In this paper, the simultaneous equation model is constructed, and the relationship between capital and risk, the relationship between bank capital, risk and efficiency, and the intertemporal relationship between them are studied by using panel moment estimation. The main conclusions are as follows: first, there is a positive correlation between capital and risk of commercial banks in China, which is due to the expectation that the level of future income will decline due to the increase of capital requirements of commercial banks. Commercial banks will increase their investment in high-risk projects to compensate for the loss of expected income. Second, there is a negative correlation between bank efficiency and capital, which shows that excessive capital ratio often has a negative impact on banks' operating performance. There is a negative correlation between bank risk and efficiency, which indicates that banks with lower efficiency level will face higher cost expenditure due to inadequate credit supervision and ineffective control of operating costs. Banks will compensate for these losses by increasing risk. Based on the analysis of this paper, this paper argues that commercial banks and regulators should pay attention to the following points: First, grasp the balance point between capital, efficiency and risk of commercial banks. Because of the mutual influence between risk, efficiency and capital of commercial banks in our country, the change of one factor will lead to the change of the other two, which requires the comprehensive consideration of a variety of factors by bank managers and regulatory authorities in order to be able to work in capital. Find a balance between risk and efficiency, so that the banking industry of our country always healthy and effective operation; second, break the monopoly of our commercial banks, improve the competitiveness of commercial banks. For a long time, the four state-owned banks have always occupied the leading position in the banking system of our country. The monopoly degree of the banking system in China is still relatively high, and there are still many defects in the construction of the organization system. Moreover, the development of China's banking industry is relatively immature, the international competitiveness is poor, and the overall efficiency needs to be improved. Therefore, we need to further reform to build a competitive, efficient banking system to promote economic development. Third, adjust the asset scale of Chinese commercial banks effectively. Larger banks can reduce the risks they face through more effective asset allocation, thereby enhancing their efficiency and profitability. Therefore, it is helpful to enhance the risk resistance and profitability of China's banking industry by properly increasing the bank's asset size.
【学位授予单位】：重庆大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F830.42

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