本文選題：商業(yè)銀行 + 資本充足率�。� 參考：《廣東財(cái)經(jīng)大學(xué)》2013年碩士論文

【摘要】：盡管距離美國(guó)金融危機(jī)發(fā)生已經(jīng)過去了5年，但是其對(duì)世界經(jīng)濟(jì)造成的巨大創(chuàng)傷依然在緩慢恢復(fù)中，同時(shí)此次次貸危機(jī)也為銀行業(yè)監(jiān)管留下了一個(gè)大課題。巴塞爾委員會(huì)在2010年12月正式發(fā)布了巴塞爾協(xié)議III，對(duì)銀行監(jiān)管原有標(biāo)準(zhǔn)進(jìn)行了修正，同時(shí)增添了新的監(jiān)管標(biāo)準(zhǔn)。其中最引人矚目的莫過于對(duì)商業(yè)銀行資本充足率的新要求，在新要求下商業(yè)銀行需要大幅補(bǔ)充資本金尤其是核心資本和一級(jí)資本。我國(guó)于2012年6月8日發(fā)布了《商業(yè)銀行資本管理辦法（試行）》，其中對(duì)商業(yè)銀行資本充足率的要求與巴塞爾協(xié)議III保持一致。在這個(gè)時(shí)候，研究資本充足率要求對(duì)我國(guó)商業(yè)銀行盈利能力的影響顯得非常適宜。該研究對(duì)于監(jiān)管部門和商業(yè)銀行本身都具有重大意義，如何適應(yīng)新規(guī)定，新規(guī)定下如何生存和發(fā)展，新規(guī)定是否可以增強(qiáng)監(jiān)管效應(yīng)，本文重點(diǎn)關(guān)注核心資本充足率對(duì)我國(guó)商業(yè)銀行盈利能力的影響。 結(jié)合本文研究?jī)?nèi)容和數(shù)據(jù)特點(diǎn)，在實(shí)際操作中采用了面板數(shù)據(jù)多元回歸的方法進(jìn)行實(shí)證，與其他方法相比，多元回歸可以更加清晰明了的看到本文研究對(duì)象之間的關(guān)系。本文的創(chuàng)新之處在于從商業(yè)銀行活動(dòng)的角度出發(fā)進(jìn)行變量選取，區(qū)別于以往選取股票價(jià)格的做法，因此研究不再局限于上市商業(yè)銀行，本文的研究樣本涵蓋了國(guó)有商業(yè)銀行、股份制商業(yè)銀行、城商行和農(nóng)商行，樣本選取廣泛，最長(zhǎng)時(shí)間跨度為2003——2012年，結(jié)果具有說服力。 本文通過實(shí)證得到如下結(jié)論：第一點(diǎn)是核心資本充足率對(duì)商業(yè)銀行盈利能力有顯著正向影響；第二點(diǎn)是核心資本充足率對(duì)非上市商業(yè)銀行的影響大于上市商業(yè)銀行；第三點(diǎn)是核心資本充足率對(duì)農(nóng)商行影響最大，其次為股份制商業(yè)銀行和城商行，對(duì)國(guó)有商業(yè)銀行影響不顯著；第四點(diǎn)是商業(yè)銀行資產(chǎn)收益率存在顯著正向滯后效應(yīng)；第五點(diǎn)是金融危機(jī)之后，核心資本充足率對(duì)非上市商業(yè)銀行影響減弱，，對(duì)上市商業(yè)銀行影響增強(qiáng)。
[Abstract]:Although it has been five years since the U.S. financial crisis, the world economy is still slowly recovering from its huge trauma, and the subprime crisis has left a big issue for banking regulation. The Basel Committee formally issued Basel II in December 2010, which amended the existing standards of bank supervision and added new regulatory standards. The most striking one is the new requirement on the capital adequacy ratio of commercial banks. Under the new requirements, commercial banks need to replenish capital, especially core capital and tier one capital. China issued the measures on Capital Management of Commercial Banks (trial) on June 8, 2012, in which the requirements of capital adequacy ratio of commercial banks are consistent with the Basel Accord III. At this time, the study of capital adequacy requirements on the profitability of commercial banks in China seems very appropriate. The research is of great significance to both the regulatory authorities and the commercial banks themselves. How to adapt to the new regulations, how to survive and develop under the new regulations, and whether the new regulations can enhance the regulatory effect, This paper focuses on the impact of core capital adequacy ratio on the profitability of commercial banks in China. Combined with the research content and data characteristics of this paper, the panel data multivariate regression method is used in practice. Compared with other methods, multivariate regression can see the relationship between the objects of this paper more clearly. The innovation of this paper lies in the selection of variables from the angle of commercial bank activities, which is different from the previous practice of selecting stock prices, so the research is no longer limited to listed commercial banks. The research sample of this paper covers state-owned commercial banks. Joint-stock commercial banks, city commercial banks and agricultural commercial banks, the sample is widely selected, the longest time span is 2003-2012, the results are persuasive. The first point is that the core capital adequacy ratio has a significant positive impact on the profitability of commercial banks, the second point is that the core capital adequacy ratio has a greater impact on the unlisted commercial banks than on the listed commercial banks. The third point is that the core capital adequacy ratio has the greatest impact on the agribusiness banks, followed by the joint-stock commercial banks and the city commercial banks, which has no significant impact on the state-owned commercial banks, and the fourth point is that the commercial banks have a significant positive lag effect on the return on assets. The fifth point is that after the financial crisis, the impact of the core capital adequacy ratio on the non-listed commercial banks is weakened, and the impact on the listed commercial banks is enhanced.
【學(xué)位授予單位】：廣東財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33;F830.42

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