本文選題：商業(yè)銀行　切入點：資本充足率　出處：《湖南大學》2015年碩士論文　論文類型：學位論文

【摘要】：銀行業(yè)是我國金融業(yè)的主體,關系到國民經(jīng)濟的命脈。銀行業(yè)的穩(wěn)定和高效率運行不僅影響整個金融行業(yè)的發(fā)展,也關系著整體宏觀經(jīng)濟的狀況。作為銀行競爭力的集中體現(xiàn),商業(yè)銀行效率的高低決定著銀行未來的發(fā)展,關系整個社會資源的合理有效配置,而資本充足率作為監(jiān)管部門監(jiān)管商業(yè)銀行的重要指標,在保障銀行安全性的同時,對商業(yè)銀行效率的高低也有著不可忽視的影響。因此,本文以上市商業(yè)銀行為研究對象,研究資本充足率對其效率的影響并分析其原因,這對我國銀行業(yè)的健康發(fā)展和宏觀經(jīng)濟的有序運行都有著重要意義。本文通過梳理商業(yè)銀行資本充足率理論和商業(yè)銀行效率理論,借鑒國內外相關文獻,并結合我國上市商業(yè)銀行的具體情況,選取能夠準確反映我國上市商業(yè)銀行效率的投入產出指標,從實證研究角度分析我國上市商業(yè)銀行的效率及資本充足率對其的影響�；趥鹘y(tǒng)DEA效率評估方法沒有單獨考慮環(huán)境因素和隨機誤差的影響,為彌補其不足,本文運用三階段DEA測度了2010-2013年我國16家上市商業(yè)銀行的效率,通過建立面板數(shù)據(jù)模型進行資本充足率與銀行效率的回歸分析,研究商業(yè)銀行資本充足率對其效率的影響。實證結果表明,現(xiàn)階段我國上市商業(yè)銀行資本充足率對銀行效率存在顯著的正向影響,長期來看,資本充足率與我國銀行效率存在倒U型關系,當資本充足率水平達到一定程度時,資本充足率對銀行效率存在負面影響。在此基礎上,為優(yōu)化我國資本充足率管理水平,提高銀行的經(jīng)營效率,本文提出了一些合理建議。
[Abstract]:The banking industry is the main body of the financial industry of our country and relates to the lifeblood of the national economy. The stable and efficient operation of the banking industry not only affects the development of the whole financial industry, but also relates to the overall macroeconomic situation. The efficiency of commercial banks determines the future development of banks, which is related to the rational and effective allocation of the whole social resources. As an important indicator of supervision and control of commercial banks, the capital adequacy ratio ensures the security of banks at the same time. Therefore, this paper takes the listed commercial banks as the research object, studies the influence of the capital adequacy ratio on its efficiency and analyzes its reasons. This is of great significance to the healthy development of China's banking industry and the orderly operation of the macro-economy. By combing the theory of capital adequacy ratio of commercial banks and the theory of efficiency of commercial banks, this paper draws lessons from relevant literature at home and abroad. Combined with the specific situation of listed commercial banks in China, the input-output index which can accurately reflect the efficiency of listed commercial banks in China is selected. From the perspective of empirical research, this paper analyzes the effect of efficiency and capital adequacy ratio of listed commercial banks in China. Based on the traditional DEA efficiency evaluation method, the impact of environmental factors and random errors is not considered separately, in order to make up for its shortcomings. This paper uses three-stage DEA to measure the efficiency of 16 listed commercial banks in China from 2010 to 2013. Through the establishment of panel data model, the regression analysis between capital adequacy ratio and bank efficiency is carried out. The empirical results show that the capital adequacy ratio of China's listed commercial banks has a significant positive impact on bank efficiency in the long run. The relationship between capital adequacy ratio and bank efficiency is inversely U-shaped. When the capital adequacy ratio reaches a certain level, the capital adequacy ratio has a negative impact on bank efficiency. On this basis, in order to optimize the management level of capital adequacy ratio in China, This paper puts forward some reasonable suggestions to improve the management efficiency of banks.
【學位授予單位】：湖南大學
【學位級別】：碩士
【學位授予年份】：2015
【分類號】：F832.33

【參考文獻】

相關期刊論文 前10條

1 段軍山;楊浦;;核心資本充足率變動與商業(yè)銀行盈利能力[J];金融論壇;2013年11期

2 張新帥;呂德宏;孫麗華;;資本充足率對銀行技術效率影響的DEA分析[J];財會月刊;2012年14期

3 吳慶田;李芳艷;;商業(yè)銀行資本充足率與其效率相關性的實證分析[J];湖南商學院學報;2012年01期

4 馮乾;侯合心;;資本監(jiān)管改革與資本充足率——基于巴塞爾協(xié)議Ⅲ的上市銀行分析[J];財經(jīng)科學;2012年02期

5 顧曉敏;于夏;;我國商業(yè)銀行資本充足率與銀行績效研究[J];中國市場;2010年48期

6 劉星;張建斌;;我國上市商業(yè)銀行成本效率和利潤效率研究[J];當代財經(jīng);2010年03期

7 單沛君;楊曉明;任麗莉;;我國上市商業(yè)銀行資本結構對盈利能力的影響研究[J];價值工程;2010年05期

8 王明國;王春梅;;金融發(fā)展和金融效率理論綜述[J];生產力研究;2009年15期

9 趙瑞;楊有振;;資本結構對商業(yè)銀行盈利能力的影響分析[J];山西財經(jīng)大學學報;2009年06期

10 黃憲;余丹;楊柳;;我國商業(yè)銀行X效率研究——基于DEA三階段模型的實證分析[J];數(shù)量經(jīng)濟技術經(jīng)濟研究;2008年07期

，

本文編號：1571094