本文選題：商業(yè)銀行　切入點：資本緩沖調整　出處：《南開大學》2013年碩士論文

【摘要】：本文基于我國14家上市商業(yè)銀行2008年到2012年的季度數據,對商業(yè)銀行資本緩沖與風險的短期調整行為運用3SLS進行實證分析,考察我國大型商業(yè)銀行、股份制商業(yè)銀行與城市商業(yè)銀行資本緩沖與風險調整行為的異同。研究發(fā)現,在樣本期內14家上市銀行的資本緩沖變動與風險調整之間總體上存在顯著的正相關關系,但是股份制商業(yè)銀行的資本緩沖變動最快且資本緩沖調整與風險調整之間的關系顯著為正；而城市商業(yè)銀行的風險調整最快,但風險調整與資本緩沖調整之間的關系不顯著；大型商業(yè)銀行的風險調整對資本緩沖變動最敏感,但資本緩沖調整對風險調整的影響不顯著。本文的結論對于中國版巴Ⅲ實施后的情況有一定的預測作用,且對我國制定差別化監(jiān)管政策和促進銀行加強風險管理等有啟示性作用。
[Abstract]:Based on the quarterly data of 14 listed commercial banks from 2008 to 2012, this paper makes an empirical analysis on the short-term adjustment of capital buffering and risk of commercial banks using 3SLS to investigate the large commercial banks in China.The similarities and differences of capital buffering and risk adjustment between joint-stock commercial banks and urban commercial banks.The study found that there was a significant positive correlation between the capital buffer change and risk adjustment of 14 listed banks in the sample period.However, the capital buffering of joint-stock commercial banks is the fastest and the relationship between capital buffer adjustment and risk adjustment is significantly positive, while the risk adjustment of urban commercial banks is the fastest, but the relationship between risk adjustment and capital buffer adjustment is not significant.The risk adjustment of large commercial banks is most sensitive to the change of capital buffer, but the impact of capital buffer adjustment on risk adjustment is not significant.The conclusion of this paper can predict the situation of China's Banba 鈪，

本文編號：1715223