我国上市商业银行资本充足率与银行绩效的关系研究

发布时间：2019-02-26 09:58

【摘要】：现代经济的核心是金融业,银行业资产在金融业中达到了90%,占据了金融业的核心地位。银行绩效是商业银行在金融市场中的集中体现,对商业银行未来发展提供了重要保障。因此对于如何提高商业银行绩效的研究具有重要的意义。自国际监管机构开始对商业银行资本监管问题重视起来,资本充足率作为监管当局在对资本监管方面的重要指标,是衡量商业银行经营稳定性和抵御风险能力的一项重要标准。如何处理好银行自身发展与符合监管部门的要求二者之间的关系,是我国现代银行业面临的主要问题。本文从理论层面分析了国内外监管机构对商业银行资本充足率的规定,并结合图表对我国上市商业银行的核心资本、附属资本、资本充足率和核心资本充足率进行全面分析。在实证研究中,本文利用我国16上市商业银行2007年至2014年的相关数据和指标进行描述性分析,并利用EViews软件,对3072个非平衡面板数据建立随机效应模型、固定效应模型和混合回归模型分别对国有商业银行、股份制商业银行两个子样本的数据进行计量回归分析。结论为,我国商业银行资本充足率和核心资本充足率与银行盈利能力均呈正相关关系,核心资本充足率对银行盈利能力的影响要大于资本充足率;国有商业银行的存贷款比率与资本充足率成反比,不良贷款率与资本充足率呈正比;而股份制商业银行在流动性和安全性方面的指标回归的结果恰恰和国有商业银行相反。针对这个结论,本文从商业银行角度和监管部门角度提出合理化建议。
[Abstract]:The core of the modern economy is the financial industry, in which the banking assets reach 90%, occupying the core position of the financial industry. Bank performance is a concentrated embodiment of commercial banks in the financial market, and provides an important guarantee for the future development of commercial banks. Therefore, it is of great significance to study how to improve the performance of commercial banks. Since the international regulators began to attach importance to the capital supervision of commercial banks, the capital adequacy ratio, as an important indicator of the supervision of capital by the regulatory authorities, is an important standard to measure the stability of commercial banks and their ability to resist risks. How to deal with the relationship between the development of the bank itself and the requirement of the supervision department is the main problem facing the modern banking industry of our country. This paper analyzes the regulations of domestic and foreign regulators on the capital adequacy ratio of commercial banks from the theoretical level, and makes a comprehensive analysis of the core capital, subsidiary capital, capital adequacy ratio and core capital adequacy ratio of listed commercial banks in China. In the empirical study, this paper uses the relevant data and indicators of 16 listed commercial banks from 2007 to 2014 to carry on the descriptive analysis, and uses the EViews software to establish the random effect model for 3072 non-equilibrium panel data. Fixed effect model and mixed regression model were used to analyze the data of two sub-samples of state-owned commercial banks and joint-stock commercial banks respectively. The conclusion is that the capital adequacy ratio and core capital adequacy ratio of commercial banks in China are positively correlated with bank profitability, and the effect of core capital adequacy ratio on bank profitability is greater than that of capital adequacy ratio. The deposit-loan ratio of state-owned commercial banks is inversely proportional to the capital adequacy ratio, and the non-performing loan ratio is proportional to the capital adequacy ratio, while the return of liquidity and safety indicators of joint-stock commercial banks is just the opposite to that of the state-owned commercial banks. In view of this conclusion, this paper puts forward reasonable suggestions from the angle of commercial bank and supervision department.
【学位授予单位】：天津大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.33

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