資本監(jiān)管下的中小商業(yè)銀行利潤效率研究
發(fā)布時間：2018-10-31 16:40
【摘要】：資本監(jiān)管是三代《巴塞爾協(xié)議》始終如一的監(jiān)管核心,從1988年的《巴塞爾資本協(xié)議》首次統(tǒng)一資本充足率監(jiān)管,到2004年《新巴塞爾資本協(xié)議》將資本充足率監(jiān)管擴(kuò)大至三大資本監(jiān)管框架,再到被譽(yù)為近幾十年來最嚴(yán)厲的資本監(jiān)管改革,即《巴塞爾協(xié)議Ⅲ》的推出和實(shí)施,無不彰顯了資本監(jiān)管在銀行業(yè)監(jiān)管中舉足輕重的地位。旨在通過對最低資本限額控制來提高商業(yè)銀行風(fēng)險(xiǎn)抵御能力是資本監(jiān)管的核心,但這也無形中對以利潤最大化為經(jīng)營目標(biāo)的商業(yè)銀行利潤效率產(chǎn)生了影響。特別是對與大型銀行相比,在規(guī)模效益、創(chuàng)新能力、市場控制力以及政策待遇均處于劣勢的中小商業(yè)銀行無疑會產(chǎn)生更大的影響。因此,中小商業(yè)銀行利潤效率情況和資本監(jiān)管對其影響程度是本文的研究重點(diǎn)。 商業(yè)銀行利潤效率是建立在利潤最大化基礎(chǔ)上的,對銀行投入和產(chǎn)出情況進(jìn)行考察,即商業(yè)銀行能否以盡可能低的成本獲得最大產(chǎn)出或是否選擇獲利能力最高的產(chǎn)出組合。本文在對相關(guān)文獻(xiàn)梳理、評述的基礎(chǔ)上,發(fā)現(xiàn)中小商業(yè)銀行的利潤效率之間存在差異,且受資本監(jiān)管影響也較大。因此,本文以10家上市的中小商業(yè)銀行數(shù)據(jù)為樣本,采用隨機(jī)前沿方法測量出樣本銀行在2006-2010年的利潤效率,并在此基礎(chǔ)上利用回歸分析法進(jìn)一步檢驗(yàn)了資本充足率、存貸比、撥備覆蓋率、流動性比率和杠桿率資本監(jiān)管指標(biāo)與利潤效率的關(guān)系和影響程度,得出以下主要結(jié)論： 1.從利潤效率的實(shí)現(xiàn)程度來看,中小商業(yè)銀行的平均利潤效率僅為0.6649,存在33.51%的利潤效率丟失,且樣本銀行之間的利潤效率差距較大,這說明我國中小商業(yè)銀行的利潤效率還有較大的提升空間。因此,在無法與大型銀行進(jìn)行規(guī)模競爭的情況下,中小商業(yè)銀行探尋適合自身特點(diǎn)的發(fā)展路徑、避免陷入盲目的規(guī)模競爭,另辟蹊徑,走特色發(fā)展之路才是未來出路。 2.從資本監(jiān)管對中小商業(yè)銀行利潤效率的影響程度來看,資本充足率、存貸比、撥備覆蓋率、流動性比率資本監(jiān)管指標(biāo)與利潤效率之間存在一定的影響關(guān)系,而撥備覆蓋率與利潤效率的關(guān)系不顯著。其中資本充足率、存貸比和流動性比率對利潤效率的影響較為顯著,撥備覆蓋率對利潤效率的影響較弱。 3.對中小商業(yè)銀行實(shí)行更加嚴(yán)格的資本充足率監(jiān)管會使其風(fēng)險(xiǎn)抵御能力得到顯著增強(qiáng),但可能會導(dǎo)致其風(fēng)險(xiǎn)偏好趨向保守、信貸規(guī)�？s小、融資成本加大,進(jìn)而影響其利潤效率的實(shí)現(xiàn)。在利差收入仍然占據(jù)銀行業(yè)主要獲利地位的實(shí)際情況下,資本監(jiān)管的信貸緊縮效應(yīng)對中小商業(yè)銀行尤為明顯。因此,監(jiān)管當(dāng)局根據(jù)中小商業(yè)銀行自身發(fā)展情況合理確定資本監(jiān)管指標(biāo)對我國中小商業(yè)銀行發(fā)展,乃至整個中國銀行業(yè)均有重要意義。
[Abstract]:Capital supervision is the core of the three generations of the Basel Accord. Since 1988, the Basel Accord has unified the capital adequacy ratio for the first time. In 2004, the Basel II Capital Accord expanded the capital adequacy supervision to three major capital regulatory frameworks, and was praised as the most severe capital supervision reform in recent decades, namely, the introduction and implementation of Basel III. The capital supervision plays an important role in banking supervision. It is the core of capital supervision to improve the risk resistance of commercial banks by controlling the minimum capital limit, but it also has an effect on the profit efficiency of commercial banks whose aim is to maximize profits. Especially for the small and medium-sized commercial banks which are inferior in scale efficiency innovation ability market control and policy treatment compared with the large banks there is no doubt that the small and medium-sized commercial banks will have a greater impact. Therefore, the profit efficiency of medium and small commercial banks and the influence of capital supervision on it are the focus of this paper. The profit efficiency of commercial banks is based on the maximization of profits. It investigates the input and output of banks, that is, whether the commercial banks can obtain the maximum output at the lowest possible cost or choose the output combination with the highest profitability. On the basis of reviewing and reviewing the relevant literatures, this paper finds that there are differences in profit efficiency of small and medium-sized commercial banks, which are also influenced by capital supervision. Therefore, taking the data of 10 small and medium-sized commercial banks listed as samples, this paper uses the stochastic frontier method to measure the profit efficiency of the sample banks from 2006 to 2010, and further tests the capital adequacy ratio by using regression analysis. The relationship between deposit / loan ratio, reserve coverage rate, liquidity ratio and leverage ratio capital supervision index and profit efficiency are discussed. The main conclusions are as follows: 1. The average profit efficiency of small and medium-sized commercial banks is only 0.6649, which is 33.51% lost, and the difference of profit efficiency between the sample banks is large, and the average profit efficiency of small and medium-sized commercial banks is only 0.6649, and the average profit efficiency of small and medium-sized commercial banks is only 0.6649. This shows that the profit efficiency of small and medium-sized commercial banks in China still has greater room for improvement. Therefore, in the case of scale competition with large banks, small and medium-sized commercial banks seek the development path suitable for their own characteristics, avoid falling into blind scale competition, and take a unique development path is the way out for the future. 2. From the view of the influence of capital supervision on profit efficiency of small and medium-sized commercial banks, there is a certain relationship between capital adequacy ratio, deposit / loan ratio, reserve coverage rate, liquidity ratio, capital supervision index and profit efficiency. However, the relation between reserve coverage and profit efficiency is not significant. Among them, the capital adequacy ratio, the ratio of deposit to loan and the liquidity ratio have a significant effect on the profit efficiency, while the coverage rate of provisions has a weak effect on the profit efficiency. 3. More strict supervision of capital adequacy ratio of small and medium-sized commercial banks will significantly enhance their ability to resist risks, but it may lead to conservative risk appetite, reduced credit scale and increased financing costs. Then it affects the realization of profit efficiency. In the actual situation that the interest income still occupies the main profit position of the banking industry, the credit tightening effect of capital supervision is especially obvious to the small and medium-sized commercial banks. Therefore, according to the development of small and medium-sized commercial banks, the regulatory authorities reasonably determine the capital supervision indicators for the development of small and medium-sized commercial banks in China, and even the entire Chinese banking industry is of great significance.
【學(xué)位授予單位】：安徽財(cái)經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.1;F832.33
本文編號：2302905
[Abstract]:Capital supervision is the core of the three generations of the Basel Accord. Since 1988, the Basel Accord has unified the capital adequacy ratio for the first time. In 2004, the Basel II Capital Accord expanded the capital adequacy supervision to three major capital regulatory frameworks, and was praised as the most severe capital supervision reform in recent decades, namely, the introduction and implementation of Basel III. The capital supervision plays an important role in banking supervision. It is the core of capital supervision to improve the risk resistance of commercial banks by controlling the minimum capital limit, but it also has an effect on the profit efficiency of commercial banks whose aim is to maximize profits. Especially for the small and medium-sized commercial banks which are inferior in scale efficiency innovation ability market control and policy treatment compared with the large banks there is no doubt that the small and medium-sized commercial banks will have a greater impact. Therefore, the profit efficiency of medium and small commercial banks and the influence of capital supervision on it are the focus of this paper. The profit efficiency of commercial banks is based on the maximization of profits. It investigates the input and output of banks, that is, whether the commercial banks can obtain the maximum output at the lowest possible cost or choose the output combination with the highest profitability. On the basis of reviewing and reviewing the relevant literatures, this paper finds that there are differences in profit efficiency of small and medium-sized commercial banks, which are also influenced by capital supervision. Therefore, taking the data of 10 small and medium-sized commercial banks listed as samples, this paper uses the stochastic frontier method to measure the profit efficiency of the sample banks from 2006 to 2010, and further tests the capital adequacy ratio by using regression analysis. The relationship between deposit / loan ratio, reserve coverage rate, liquidity ratio and leverage ratio capital supervision index and profit efficiency are discussed. The main conclusions are as follows: 1. The average profit efficiency of small and medium-sized commercial banks is only 0.6649, which is 33.51% lost, and the difference of profit efficiency between the sample banks is large, and the average profit efficiency of small and medium-sized commercial banks is only 0.6649, and the average profit efficiency of small and medium-sized commercial banks is only 0.6649. This shows that the profit efficiency of small and medium-sized commercial banks in China still has greater room for improvement. Therefore, in the case of scale competition with large banks, small and medium-sized commercial banks seek the development path suitable for their own characteristics, avoid falling into blind scale competition, and take a unique development path is the way out for the future. 2. From the view of the influence of capital supervision on profit efficiency of small and medium-sized commercial banks, there is a certain relationship between capital adequacy ratio, deposit / loan ratio, reserve coverage rate, liquidity ratio, capital supervision index and profit efficiency. However, the relation between reserve coverage and profit efficiency is not significant. Among them, the capital adequacy ratio, the ratio of deposit to loan and the liquidity ratio have a significant effect on the profit efficiency, while the coverage rate of provisions has a weak effect on the profit efficiency. 3. More strict supervision of capital adequacy ratio of small and medium-sized commercial banks will significantly enhance their ability to resist risks, but it may lead to conservative risk appetite, reduced credit scale and increased financing costs. Then it affects the realization of profit efficiency. In the actual situation that the interest income still occupies the main profit position of the banking industry, the credit tightening effect of capital supervision is especially obvious to the small and medium-sized commercial banks. Therefore, according to the development of small and medium-sized commercial banks, the regulatory authorities reasonably determine the capital supervision indicators for the development of small and medium-sized commercial banks in China, and even the entire Chinese banking industry is of great significance.
【學(xué)位授予單位】：安徽財(cái)經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.1;F832.33
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