本文關(guān)鍵詞：我國(guó)商業(yè)銀行資本充足率與銀行效率關(guān)系研究　出處：《東華大學(xué)》2011年碩士論文　論文類型：學(xué)位論文

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【摘要】：2008年次貸危機(jī)的爆發(fā)充分暴露了杠桿比率過高的金融機(jī)構(gòu)的經(jīng)營(yíng)風(fēng)險(xiǎn),最先倒下的往往是那些資本充足率不足的金融機(jī)構(gòu),危機(jī)過后,資本充足率在巴塞爾協(xié)議中的核心地位越來越被包括歐洲、美國(guó)等發(fā)達(dá)市場(chǎng)經(jīng)濟(jì)體所接受,作為一個(gè)正逐漸融入全球經(jīng)濟(jì)且正在成為全球經(jīng)濟(jì)重要力量的中國(guó)銀行業(yè),資本充足率監(jiān)管的正�；约爸贫然攀钦_的選擇。 從銀行監(jiān)管的發(fā)展歷程看,各國(guó)的銀行監(jiān)管實(shí)際上是處于“嚴(yán)格監(jiān)管——放松監(jiān)管——強(qiáng)化監(jiān)管——再放松監(jiān)管”的演繹狀態(tài)之中的。盡管不同階段的銀行資本充足率通常要受到諸多因素的制約,但應(yīng)看到,各國(guó)所實(shí)施的強(qiáng)化監(jiān)管往往是以犧牲銀行效率為代價(jià)的。與此同時(shí),各國(guó)所實(shí)施的放松監(jiān)管措施又會(huì)加大銀行運(yùn)營(yíng)風(fēng)險(xiǎn),進(jìn)而導(dǎo)致銀行危機(jī),甚至導(dǎo)致金融危機(jī)。 從某種意義上講,銀行資本充足率管理的發(fā)展史實(shí)際上就是一部有關(guān)銀行穩(wěn)定與銀行效率相互博弈的歷史。以往的銀行資本充足監(jiān)管對(duì)銀行穩(wěn)定和銀行效率的協(xié)調(diào)部分重視不夠,通常把兩者割裂開來加以考慮。但發(fā)展到今天,監(jiān)管機(jī)構(gòu)所進(jìn)行的資本充足監(jiān)管,不僅可以幫助商業(yè)銀行降低運(yùn)營(yíng)風(fēng)險(xiǎn),減少冒險(xiǎn)動(dòng)機(jī),確保銀行穩(wěn)定,還可以在很大程度上幫助商業(yè)銀行改善經(jīng)營(yíng)管理,提升運(yùn)營(yíng)效益,確保銀行運(yùn)營(yíng)效率的提高。因此,穩(wěn)定與效率并不一定是相互替代的關(guān)系,資本充足監(jiān)管在一定程度上可以保障銀行穩(wěn)定與銀行效率的有機(jī)融合。針對(duì)如何進(jìn)行有效的資本充足監(jiān)管,在維持商業(yè)銀行穩(wěn)定的基礎(chǔ)上提高銀行效率,使商業(yè)銀行資本充足率和銀行效率相協(xié)調(diào),目前顯得更具有現(xiàn)實(shí)意義。 因此,本文將立足于我國(guó)商業(yè)銀行資本充足率的現(xiàn)狀和出現(xiàn)的問題,重點(diǎn)分析代表商業(yè)銀行穩(wěn)定性指標(biāo)的資本充足率和代表商業(yè)銀行效率指標(biāo)之間的關(guān)系。與同類文章相比,本次研究的創(chuàng)新點(diǎn)在于以銀行穩(wěn)定和銀行效率之間的協(xié)調(diào)性作為研究對(duì)象。通過對(duì)13家上市銀行2005-2009年的數(shù)據(jù)計(jì)量進(jìn)行實(shí)證分析,仔細(xì)剖析出現(xiàn)在我國(guó)商業(yè)銀行內(nèi)的銀行穩(wěn)定和銀行效率之間協(xié)調(diào)的問題。最后在明確了我國(guó)近5年商業(yè)銀行資本充足率和銀行效率的關(guān)系后,結(jié)合我國(guó)現(xiàn)狀,提出合理確定我國(guó)商業(yè)銀行資本充足率的思路以及強(qiáng)化我國(guó)商業(yè)銀行資本充足率管理的對(duì)策及建議。
[Abstract]:In 2008, the outbreak of the subprime mortgage crisis fully exposed the operating risks of financial institutions with high leverage ratio. The first financial institutions that often fell down were those with inadequate capital adequacy ratio, after the crisis. The core position of capital adequacy ratio in the Basel Accord is increasingly accepted by developed market economies such as Europe and the United States. As a Chinese banking industry which is gradually integrating into the global economy and is becoming an important force in the global economy, the normalization and institutionalization of capital adequacy regulation is the right choice. From the perspective of the development of banking supervision. Banking regulation in various countries is actually "strict supervision-deregulation-strengthening supervision-deregulation-deregulation." Although the capital adequacy ratio of banks at different stages is usually restricted by many factors. However, it should be noted that the strengthening of supervision is often at the expense of the efficiency of banks. At the same time, the implementation of deregulation measures will increase the risk of banking operations, and then lead to banking crisis. It even led to a financial crisis. In a sense. The history of bank capital adequacy management is actually a history of game between bank stability and bank efficiency. In the past, insufficient attention has been paid to the coordination between bank stability and bank efficiency in the supervision of bank capital adequacy. Usually the two are separated from each other. But today, the capital adequacy supervision carried out by regulators can not only help commercial banks reduce operational risks, reduce risk incentives, and ensure the stability of banks. It can also help commercial banks to improve operation and management to a large extent, enhance operational efficiency, and ensure the improvement of operational efficiency. Therefore, stability and efficiency are not necessarily a substitute for each other. To a certain extent, capital adequacy supervision can ensure the organic integration of bank stability and bank efficiency. In view of how to carry out effective capital adequacy supervision, the bank efficiency can be improved on the basis of maintaining the stability of commercial banks. It is more realistic to coordinate the capital adequacy ratio and bank efficiency of commercial banks. Therefore, this paper will be based on the current situation and problems of the capital adequacy ratio of commercial banks in China. This paper mainly analyzes the relationship between the capital adequacy ratio which represents the stability index of commercial banks and the efficiency index of commercial banks. The innovation of this study is to study the coordination between bank stability and bank efficiency. Through the empirical analysis of 13 listed banks' data from 2005 to 2009. Finally, after clarifying the relationship between the capital adequacy ratio of commercial banks and the efficiency of banks in China in the past five years, we combine the present situation of our country. This paper puts forward the idea of rationally determining the capital adequacy ratio of commercial banks in China and the countermeasures and suggestions for strengthening the management of capital adequacy ratio of commercial banks in China.
【學(xué)位授予單位】：東華大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2011
【分類號(hào)】：F832.2

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