【摘要】：2008年,由美國次貸危機(jī)引起的金融危機(jī)迅速地在全球擴(kuò)散,使某些大型投行遭受毀滅性沖擊的同時也嚴(yán)重的干擾很多國家的金融體系。此次金融危機(jī)充分暴露了各國金融機(jī)構(gòu)存在的經(jīng)營風(fēng)險(xiǎn)以及監(jiān)管機(jī)制存在的問題。次貸危機(jī)帶來的沖擊與破壞使得銀行資本的有效監(jiān)管成為金融業(yè)健康運(yùn)行最迫切的需要,資本充足率作為衡量和監(jiān)測銀行抵御風(fēng)險(xiǎn)能力的一個重要指標(biāo)而受到廣泛的關(guān)注。巴塞爾委員會和我國的銀行監(jiān)管機(jī)構(gòu)相繼發(fā)布了相關(guān)的協(xié)議或者規(guī)定,對銀行資本的監(jiān)管越來越嚴(yán)格越來越重視。在當(dāng)前更加嚴(yán)格的資本監(jiān)管要求下,用理論分析和實(shí)證研究相結(jié)合的方法來研究資本充足率對銀行盈利能力的影響,無論對我國金融監(jiān)管部門還是商業(yè)銀行本身都具有重大意義。本文以我國16家A股上市商業(yè)銀行2008-2015年的相關(guān)數(shù)據(jù)為基礎(chǔ),在參考大量文獻(xiàn)并對現(xiàn)有文獻(xiàn)研究內(nèi)容進(jìn)行總結(jié)的基礎(chǔ)上介紹了資本充足率和銀行盈利能力的相關(guān)理論和發(fā)展現(xiàn)狀,并簡要分析了資本充足率對銀行盈利能力影響的理論機(jī)制。在結(jié)合資本的功能、監(jiān)管部門對資本的管制、商業(yè)銀行目前的發(fā)展?fàn)顩r等方面的基礎(chǔ)上,本文提出4點(diǎn)假設(shè)。通過建立多元回歸模型,運(yùn)用stata12.0軟件從全樣本和分類樣本兩個角度實(shí)證分析了資本充足率和核心資本充足率對銀行盈利能力的影響,即驗(yàn)證本文所提出的假設(shè)。通過實(shí)證分析得到的結(jié)論為:從全樣本角度,資本充足率和核心資本充足率對上市銀行盈利能力都有正向影響,且均影響顯著;從分類樣本角度,資本充足率、核心資本充足率的提高能顯著的提高3家上市城市銀行的盈利能力;對國有上市銀行的盈利能力影響并不顯著,對股份制上市銀行也是如此;但通過對比分析發(fā)現(xiàn),資本充足率對股份制銀行盈利能力的影響要比國有銀行顯著。最后,立足于實(shí)證分析結(jié)果與目前我國上市商業(yè)銀行經(jīng)營發(fā)展現(xiàn)狀,本文針對我國銀行監(jiān)管部門、國有銀行、股份制銀行和城市商業(yè)銀行的發(fā)展提出部分建議。
[Abstract]:In 2008, the financial crisis caused by the US sub-prime mortgage crisis spread rapidly around the world, causing some large investment banks to take a devastating impact at the same time seriously disrupting the financial systems of many countries. The financial crisis has fully exposed the operational risks and regulatory mechanisms of financial institutions in various countries. Because of the impact and destruction of the subprime mortgage crisis, the effective supervision of bank capital has become the most urgent need for the healthy operation of the financial industry. The capital adequacy ratio, as an important index to measure and monitor the ability of banks to resist risks, has been paid more and more attention. Basel Committee and China's banking regulatory agencies have issued relevant agreements or regulations, the supervision of bank capital is more and more strict and more attention. Under the stricter requirement of capital supervision, this paper studies the effect of capital adequacy ratio on bank profitability by combining theoretical analysis with empirical research. It is of great significance to both the financial supervision department and the commercial banks themselves. This paper is based on the relevant data of 16 A-share listed commercial banks in China from 2008 to 2015. On the basis of referring to a large number of literatures and summarizing the existing literature, this paper introduces the relevant theories and development status of capital adequacy ratio and bank profitability, and briefly analyzes the theoretical mechanism of the influence of capital adequacy ratio on bank profitability. On the basis of the function of capital, the regulation of capital by the regulatory department and the current development of commercial banks, this paper puts forward four hypotheses. Through the establishment of multiple regression model, this paper empirically analyzes the effect of capital adequacy ratio and core capital adequacy ratio on bank profitability from the angles of full sample and classified sample by using stata12.0 software, that is to say, the hypothesis proposed in this paper is verified. The conclusions obtained by empirical analysis are as follows: from the perspective of the whole sample, capital adequacy ratio and core capital adequacy ratio have a positive impact on the profitability of listed banks, and both have a significant impact on the profitability of listed banks; From the point of view of classified samples, the improvement of capital adequacy ratio and core capital adequacy ratio can significantly improve the profitability of the three listed city banks, and the influence on the profitability of the state-owned listed banks is not significant, and it is also the case for the joint-stock listed banks. However, through the comparative analysis, it is found that the effect of capital adequacy ratio on the profitability of joint-stock banks is more significant than that of state-owned banks. Finally, based on the results of empirical analysis and the current situation of the development of listed commercial banks in China, this paper puts forward some suggestions for the development of China's banking supervision departments, state-owned banks, joint-stock banks and urban commercial banks.
【學(xué)位授予單位】：安徽農(nóng)業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33;F830.42

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