本文選題：巴塞爾協(xié)議　切入點：資本充足率監(jiān)管　出處：《上海社會科學(xué)院》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：銀行的本質(zhì)是追求利潤最大化的經(jīng)濟組織,但因其特殊的資本結(jié)構(gòu)與經(jīng)營業(yè)務(wù)與其他企業(yè)相比具有內(nèi)生的風(fēng)險性,脆弱性和傳染性,銀行在世界各個國家都受到政府部門嚴厲的監(jiān)管,包括市場準入制度,資本監(jiān)管制度和存款保險制度等,而資本監(jiān)管處于比較核心的地位。從被世界大部分國家所接受的資本監(jiān)管標準巴塞爾協(xié)議的演變過程可以看出銀行資本監(jiān)管的核心思想是通過資本充足率約束來控制銀行的杠桿,并允許符合條件的商業(yè)銀行采用高質(zhì)量的風(fēng)險量化模型來核算風(fēng)險參數(shù)和風(fēng)險資產(chǎn),用來確定資本充足率,并輔以嚴格的外部監(jiān)督檢查和信息披露制度。 資本充足率監(jiān)管的目的是通過限制銀行的風(fēng)險行為,保證廣大儲戶存款的安全,防止出現(xiàn)銀行業(yè)危機。在傳統(tǒng)的經(jīng)濟學(xué)中有關(guān)穩(wěn)定和效率相互替代的觀點由來已久,從這方面考慮資本充足監(jiān)管會降低銀行的績效,但從另外的角度考慮,資本充足監(jiān)管可以降低銀行過度承擔(dān)風(fēng)險的動機,降低銀行運營的風(fēng)險,同時還可以改善銀行的經(jīng)營管理,從而提高銀行的績效。在學(xué)術(shù)界對資本監(jiān)管對銀行績效的影響還沒有統(tǒng)一的結(jié)論。 本文在從資本結(jié)構(gòu)的角度,破產(chǎn)的角度,貸款損失準備的角度分析了資本充足率對銀行績效的影響,并收集了美國和中國的銀行業(yè)最新的數(shù)據(jù),運用面板數(shù)據(jù)模型對資本充足率監(jiān)管對銀行績效的影響進行了實證分析,得出結(jié)論：在現(xiàn)有的資本充足率水平下,資本充足率監(jiān)管對銀行績效的影響是正的,即銀行資本充足率越高,績效越好,同時資本充足率監(jiān)管對銀行績效的影響程度和貸款損失準備的計提水平有關(guān),貸款損失準備計提越充分資本充足率監(jiān)管提高銀行績效的影響越明顯。
[Abstract]:The essence of a bank is an economic organization that pursues the maximization of profits, but its special capital structure and business operation have endogenous risks, vulnerability and infectivity compared with other enterprises. Banks are subject to strict supervision by government departments in all countries of the world, including market access systems, capital supervision systems and deposit insurance systems. From the evolvement process of Basel Accord, the standard of capital supervision accepted by most countries in the world, we can see that the core idea of capital supervision of banks is through the restriction of capital adequacy ratio. Control of bank leverage, It also allows qualified commercial banks to use high-quality risk quantification models to calculate risk parameters and risk assets, to determine capital adequacy ratio, and to support strict external supervision, inspection and information disclosure systems. The aim of capital adequacy regulation is to prevent banking crises by limiting banks' risk behaviour, ensuring the safety of depositors' deposits and preventing banking crises. There has been a long history of substitution of stability and efficiency in traditional economics. Considering capital adequacy regulation in this respect will reduce bank performance, but from another perspective, capital adequacy regulation can reduce the incentive for banks to overtake risks and reduce the risks of bank operations. At the same time, it can also improve the management of banks and improve the performance of banks. There is no uniform conclusion on the impact of capital supervision on bank performance in academic circles. This paper analyzes the impact of capital adequacy ratio on bank performance from the perspective of capital structure, bankruptcy and loan loss preparation, and collects the latest data of banking industry in the United States and China. By using panel data model, the paper makes an empirical analysis on the effect of capital adequacy ratio regulation on bank performance, and concludes that the capital adequacy ratio regulation has a positive effect on bank performance under the existing capital adequacy ratio level. That is, the higher the capital adequacy ratio, the better the bank performance, and the influence of capital adequacy ratio regulation on bank performance is related to the level of loan loss preparation. The more adequate the capital adequacy ratio regulation, the more significant the effect of bank performance.
【學(xué)位授予單位】：上海社會科學(xué)院
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F830.42;F832.3

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