【摘要】：商業(yè)銀行作為融資中介對于一國經(jīng)濟的發(fā)展起到了舉足輕重的作用，然而其自身的高杠桿經(jīng)營又導致了較高的風險隱患，這些特點決定了商業(yè)銀行必然要受到監(jiān)管機構的嚴格監(jiān)管。在監(jiān)管方式的選擇上，經(jīng)營的高杠桿化要求商業(yè)銀行必須具備充足的資本以吸收和化解風險，因此，資本充足率便成為監(jiān)管機構實施監(jiān)管的重要工具。2008年國際金融危機爆發(fā)，西方眾多大型金融機構倒閉，這使得以資本充足率監(jiān)管為核心的國際金融監(jiān)管制度再次受到金融理論界的關注。 盡管強化的資本充足率監(jiān)管、半封閉化的金融市場以及金融創(chuàng)新的不足等因素使我國商業(yè)銀行成功的避過此次危機的波及，但這并不意味著我國的資本充足率監(jiān)管制度是有效的。強化的資本監(jiān)管一方面提高了我國商業(yè)銀行經(jīng)營的安全性，但另一方面卻增加了銀行的資本補充壓力，，降低了銀行的盈利水平，最終影響了銀行的經(jīng)營效率。隨著金融自由化和全球化的發(fā)展，我國商業(yè)銀行面臨的競爭日益激烈，商業(yè)銀行的效率問題也逐漸凸顯，這就需要我國的資本充足率監(jiān)管立足于銀行穩(wěn)定與銀行效率的協(xié)調統(tǒng)一。但是，從資本監(jiān)管的實踐看，我國目前實施的強化的資本充足率監(jiān)管是以犧牲銀行效率為代價的。因此，研究資本充足率監(jiān)管對我國商業(yè)銀行效率的影響，并探討我國監(jiān)管機構在監(jiān)管過程中如何實現(xiàn)防范銀行風險的同時兼顧銀行效率的提升，從而進行有效的資本充足率監(jiān)管，就具有十分重要的現(xiàn)實意義。 本文首先對國內外學者關于資本充足率監(jiān)管對銀行效率影響的研究現(xiàn)狀進行了介紹，接著對資本充足率監(jiān)管、銀行效率及二者關系的理論進行了系統(tǒng)的闡述。然后，從我國資本充足率監(jiān)管的現(xiàn)狀和存在的問題出發(fā)，利用我國12家上市商業(yè)銀行2002-2010年的面板數(shù)據(jù)對代表商業(yè)銀行資本充足率監(jiān)管及銀行穩(wěn)健性的監(jiān)管壓力指標與代表銀行效率水平的綜合效率指標（用DEA數(shù)據(jù)包絡法測算獲得）的關系進行實證分析后，本文發(fā)現(xiàn)，我國的資本充足率監(jiān)管對商業(yè)銀行的效率產(chǎn)生了顯著的負向影響，我國商業(yè)銀行的資本充足率監(jiān)管有效性不足，監(jiān)管當局片面的追求資本充足率的提高及銀行穩(wěn)定，而忽視了對商業(yè)銀行經(jīng)營效率的提升。最后，結合我國商業(yè)銀行的現(xiàn)狀，針對我國資本充足率監(jiān)管的不足及實證的結果，本文從四個方面提出改善我國商業(yè)銀行資本充足率監(jiān)管的政策建議。
[Abstract]:As a financing intermediary, commercial banks play an important role in the development of a country's economy, but their own high leverage management leads to higher risks. These characteristics determine that commercial banks are bound to be strictly supervised by regulatory bodies. In the choice of regulatory mode, the high leverage of operation requires commercial banks to have sufficient capital to absorb and mitigate risks. Therefore, capital adequacy ratio has become an important tool for regulators to implement supervision. The international financial crisis broke out in 2008. The collapse of many large financial institutions in the West, which makes the international financial supervision system with capital adequacy ratio as the core, has once again attracted the attention of the financial theorists. Although the strengthening of capital adequacy regulation, the semi-closed financial market and the lack of financial innovation have enabled our commercial banks to successfully avoid the contagion of this crisis. But this does not mean that China's capital adequacy regulatory system is effective. On the one hand, the strengthened capital supervision improves the security of the commercial banks in our country, but on the other hand, it increases the pressure of capital supplement, reduces the profit level of the banks, and finally affects the operating efficiency of the banks. With the development of financial liberalization and globalization, the competition of commercial banks in China is becoming increasingly fierce, and the efficiency of commercial banks is becoming increasingly prominent. Therefore, the capital adequacy supervision in our country should be based on the coordination of bank stability and bank efficiency. However, from the practice of capital supervision, the strengthening of capital adequacy regulation in China is at the expense of bank efficiency. Therefore, this paper studies the effect of capital adequacy ratio supervision on the efficiency of commercial banks in China, and probes into how to realize the prevention of bank risks while taking into account the improvement of bank efficiency in the process of supervision. Therefore, it is of great practical significance to supervise the capital adequacy rate effectively. This paper first introduces the current situation of the research on the effect of capital adequacy ratio supervision on bank efficiency, and then systematically expounds the theory of capital adequacy ratio supervision, bank efficiency and their relationship. Then, starting from the current situation and existing problems of China's capital adequacy ratio supervision, Using the Panel data of 12 listed Commercial Banks in China from 2002 to 2010 to analyze the Supervision pressure Index representing the Capital adequacy ratio of Commercial Banks and the Stability of Banks and the Comprehensive efficiency Index representing the efficiency level of Banks (DEA data Envelopment method) After empirical analysis of the relationship, This paper finds that the supervision of capital adequacy ratio has a significant negative impact on the efficiency of commercial banks. The supervision of capital adequacy ratio of commercial banks in China is not effective enough, and the regulatory authorities are one-sided in pursuit of the improvement of capital adequacy ratio and the stability of banks. And neglected to the commercial bank management efficiency enhancement. Finally, according to the current situation of commercial banks in China, this paper puts forward some policy suggestions to improve the supervision of capital adequacy ratio of Chinese commercial banks from four aspects, aiming at the deficiency of the supervision of capital adequacy ratio in China and the empirical results.
【學位授予單位】：湘潭大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.33

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