资本充足率对我国商业银行稳定性影响的研究

发布时间：2018-02-01 07:04

本文关键词： 资本充足率商业银行稳定性　出处：《首都经济贸易大学》2017年硕士论文　论文类型：学位论文

【摘要】：2015年我国证券市场经历的股灾以及现阶段世界范围内面临的经济萎靡,都反映着金融行业对一国甚至世界经济社会产生着巨大的影响。由于我国金融市场中间接金融占据主要地位,而商业银行是间接金融市场的主体,因此商业银行的稳定性水平就是金融市场能否保持稳定的关键所在。而商业银行资本是其在运行过程中承担风险、吸收损失、保证客户利益和维护整个银行业稳定的重要因素,商业银行充足的资本可以提高其抵御风险的能力。无论是《巴塞尔协议》还是经典的骆驼评级制度,都将资本充足率监管作为监管的重要部分。2003年我国成立了中国银监会,促使我国商业银行提高资本充足率,从现实的状况来看,我国商业银行整体的资本充足率水平有所提高,资本充足率达标银行的数量也有大幅度的提升。与此同时,我国经济增速放缓,银行业的竞争加剧,对商业银行生存能力提出了更高的要求,商业银行经营的稳定性水平面临着考验,资本充足率的提高是否对我国商业银行的经营稳定性有明显的影响还需要进一步的验证。因此,本文主要研究的是资本充足率对商业银行稳定性的影响。本文通过Eviews软件建立面板数据模型,通过对15家上市商业银行10年相关指标进行实证分析,得出了相关性的结论,有利于验证两者之间的关系。
[Abstract]:In 2015, China's stock market experienced a stock crash and the current worldwide economic downturn. Because the indirect finance occupies the main position in our financial market, and the commercial bank is the main body of the indirect financial market. Therefore, the level of stability of commercial banks is the key to the stability of financial markets, and the capital of commercial banks is to take risks and absorb losses in the process of operation. To ensure the interests of customers and maintain the stability of the banking sector as a whole, sufficient capital of commercial banks can enhance their ability to resist risks, whether it is Basel Accord or the classic camel rating system. In 2003, China Banking Regulatory Commission was established to promote the commercial banks to improve the capital adequacy ratio, from the reality of the situation. The overall level of capital adequacy of commercial banks in China has been improved, and the number of banks that meet the standards of capital adequacy ratio has also been greatly increased. At the same time, the economic growth rate of our country has slowed down, and the competition of the banking industry has intensified. Commercial banks put forward higher requirements for the viability of commercial banks, the stability of commercial banks is facing a test. Whether the increase of capital adequacy ratio has a significant impact on the operational stability of commercial banks in China needs further verification. This paper mainly studies the impact of capital adequacy ratio on the stability of commercial banks. This paper establishes the panel data model through Eviews software. Based on the empirical analysis of 15 listed commercial banks in 10 years, this paper draws the conclusion of correlation, which is helpful to verify the relationship between them.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33

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