發(fā)布時(shí)間：2018-01-10 15:39

  本文關(guān)鍵詞：我國商業(yè)銀行杠桿率管理研究　出處：《蘭州商學(xué)院》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 杠桿率 商業(yè)銀行 資本監(jiān)管 杠桿率管理

【摘要】：2008年，由美國次貸危機(jī)引發(fā)的國際金融危機(jī)全面爆發(fā)。雖然，歐美主要商業(yè)銀行的資本充足率在危機(jī)前都很高，但它們依舊沒有逃脫金融危機(jī)的沖擊，損失慘重。由此，引發(fā)了國際社會(huì)對(duì)現(xiàn)行資本監(jiān)管制度進(jìn)行了全面的反思，認(rèn)為僅靠資本充足率這一單一指標(biāo)很難完全監(jiān)管商業(yè)銀行的系統(tǒng)性風(fēng)險(xiǎn)。巴塞爾協(xié)議Ⅲ的提出就是全球銀行業(yè)資本監(jiān)管改革的產(chǎn)物，它對(duì)全球資本監(jiān)管提出了更高的要求。杠桿率作為一項(xiàng)新的監(jiān)管指標(biāo)被提出，成為巴塞爾協(xié)議Ⅲ中資本監(jiān)管框架的重要內(nèi)容。它有效地補(bǔ)充了資本充足率的不足，其在資本監(jiān)管中的地位是不容忽視的。因此，，研究商業(yè)銀行的杠桿率管理在當(dāng)下乃至今后都具有極其重要的現(xiàn)實(shí)意義。 本文首先對(duì)杠桿率的概念以及特征進(jìn)行了詳細(xì)的闡述，并將杠桿率與資本充足率進(jìn)行對(duì)比，簡要解釋了文中涉及到的幾個(gè)重要的資本結(jié)構(gòu)理論，加上對(duì)國內(nèi)外現(xiàn)行的杠桿率制度的深入剖析，為本文的研究奠定了堅(jiān)實(shí)的理論基礎(chǔ)；然后，根據(jù)銀監(jiān)會(huì)對(duì)我國商業(yè)銀行類型的劃分，結(jié)合我國16家上市商業(yè)銀行的財(cái)務(wù)數(shù)據(jù)，對(duì)我國商業(yè)銀行的杠桿率現(xiàn)狀進(jìn)行了全面的統(tǒng)計(jì)分析；由于存在各種不確定的因素，商業(yè)銀行的杠桿率水平受到許多因素的影響，那么究竟有何因素影響了杠桿率水平，就是本文第四章的主要內(nèi)容。并且選擇我國14家上市商業(yè)銀行的面板數(shù)據(jù)進(jìn)一步進(jìn)行實(shí)證檢驗(yàn)，得到商業(yè)銀行的杠桿率與其資本充足率、盈利能力、不良貸款率呈負(fù)相關(guān)關(guān)系，而與商業(yè)銀行的規(guī)模呈正相關(guān)關(guān)系。最后，文章對(duì)如何完善我國商業(yè)銀行杠桿率管理提出了合理的政策建議。
[Abstract]:In 2008, the international financial crisis caused by the subprime mortgage crisis in the United States broke out. Although the capital adequacy ratio of major commercial banks in Europe and the United States was very high before the crisis, they still did not escape the impact of the financial crisis. As a result, the international community has made a comprehensive reflection on the current capital supervision system. It is considered that it is difficult to completely supervise the systemic risk of commercial banks by the single index of capital adequacy ratio. The proposal of Basel III is the result of capital supervision reform in global banking industry. It puts higher demands on global capital regulation. Leverage is proposed as a new regulatory indicator. It has become an important part of the capital regulatory framework in Basel III. It effectively complements the deficiency of capital adequacy ratio and its position in capital supervision should not be ignored. It is of great practical significance to study the leverage ratio management of commercial banks at present and in the future. In this paper, the concept and characteristics of leverage ratio are described in detail, and the leverage ratio and capital adequacy ratio are compared, briefly explaining several important capital structure theories involved in this paper. In addition, the in-depth analysis of the current leverage ratio system at home and abroad has laid a solid theoretical foundation for the study of this paper; Then, according to the classification of China's commercial banks by CBRC and the financial data of 16 listed commercial banks in China, the paper makes a comprehensive statistical analysis on the current situation of the leverage ratio of Chinese commercial banks. Because of all kinds of uncertain factors, the leverage level of commercial banks is affected by many factors, so what factors affect the leverage level. Is the main content of this article 4th chapter. And select 14 listed commercial banks in our country panel data to further empirical test, get the leverage ratio of commercial banks and their capital adequacy, profitability. The ratio of non-performing loans is negatively correlated with the scale of commercial banks. Finally, the paper puts forward reasonable policy recommendations on how to improve the leverage ratio management of commercial banks in China.
【學(xué)位授予單位】：蘭州商學(xué)院
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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