杠杆率监管对我国上市商业银行效率的影响研究

发布时间：2018-05-02 15:52

本文选题：杠杆率监管 + 银行效率　；参考：《天津财经大学》2014年硕士论文

【摘要】：金融机构的“去杠杆化”成为2008年全球金融危机之后被热议的话题。巴塞尔委员会在反思引发金融危机的监管漏洞时,发现了过去资本充足率监管的不足之处。许多银行利用单一资本充足率监管进行资本套利,表外资产的风险没有得到监管部门的重视。为了弥补资本充足率监管的不足,巴塞尔委员会提出采用杠杆率来限制商业银行表内外风险蔓延。中国银监会也适时提出了商业银行杠杆率管理办法来约束商业银行。商业银行一直以来在金融业中处于主体地位,它的经营状况直接关系到国民经济的命脉。商业银行的效率直接反映了其经营状况,因而许多学者对银行效率进行了细致的研究。杠杆率作为新的监管工具也必然影响到商业银行的效率。文章从杠杆率监管入手,重点研究杠杆率监管对商业银行效率的影响。文章首先对杠杆率监管理论进行阐述,回顾杠杆率监管的发展历史。对比分析了杠杆率监管与资本充足率监管二者的优缺点,说明杠杆率被重新纳入监管工具的原因。其次,对我国上市的16家商业银行的杠杆率进行计算并分类分析其特点。文章随后详细介绍商业银行效率的含义,使用数据包络法(DEA)对我国16家上市商业银行2009年-2012年的效率进行测度,并对得出的效率值进行分析解读。根据DEA测度的银行效率,结合16家上市商业银行的杠杆率构建面板数据模型,分析杠杆率对银行效率的影响。通过对模型结果的解读,发现杠杆率的提高对银行效率的提升有正向的影响。文章的最后从杠杆率监管层面与商业银行经营的层面提出建议,以更好的协调杠杆率监管与银行效率的关系,让监管更好的促进效率的提升。
[Abstract]:Deleveraging of financial institutions became a hot topic after the 2008 global financial crisis. When the Basel Committee reflects on the regulatory loopholes that led to the financial crisis, it finds the deficiencies in the regulation of capital adequacy in the past. Many banks use a single capital adequacy ratio to regulate capital arbitrage, and the risk of off-balance-sheet assets is not taken seriously by regulators. In order to make up for the shortage of capital adequacy regulation, the Basel Committee proposes to use leverage ratio to limit the risk spread of commercial banks. China Banking Regulatory Commission also timely put forward the commercial bank leverage management measures to constrain commercial banks. Commercial banks have always been in the main position in the financial industry, its operating condition is directly related to the lifeblood of the national economy. The efficiency of commercial banks directly reflects its operating situation, so many scholars have made careful research on the efficiency of banks. Leverage ratio as a new regulatory tool will inevitably affect the efficiency of commercial banks. Starting with the regulation of leverage ratio, this paper focuses on the influence of leverage ratio supervision on the efficiency of commercial banks. Firstly, this paper expounds the theory of leverage ratio regulation, and reviews the history of leverage ratio supervision. This paper analyzes the advantages and disadvantages of leverage ratio regulation and capital adequacy regulation, and explains the reasons why leverage ratio has been brought back into regulatory tools. Secondly, the leverage ratio of 16 commercial banks listed in China is calculated and classified. The paper then introduces the meaning of efficiency of commercial banks in detail, uses data Envelopment method (DEAA) to measure the efficiency of 16 listed commercial banks in China from 2009 to 2012, and analyzes and interprets the efficiency values obtained. According to the bank efficiency measured by DEA, combined with the leverage ratio of 16 listed commercial banks, a panel data model is constructed to analyze the influence of leverage ratio on bank efficiency. By analyzing the results of the model, it is found that the increase of leverage ratio has a positive effect on the efficiency of banks. At the end of this paper, suggestions are put forward from the aspect of leverage ratio supervision and commercial bank management, so as to better coordinate the relationship between leverage ratio supervision and bank efficiency, so that supervision can better promote efficiency.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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