本文選題：商業(yè)銀行 + 資本結(jié)構(gòu)�。� 參考：《財(cái)政部財(cái)政科學(xué)研究所》2014年碩士論文

【摘要】：商業(yè)銀行作為金融市場(chǎng)的組成部分,是國家現(xiàn)代金融體系不可或缺的主體,對(duì)整個(gè)國民經(jīng)濟(jì)又好又快發(fā)展起著至關(guān)重要的作用。隨著我國金融市場(chǎng)改革的不斷推進(jìn),以及國內(nèi)外對(duì)銀行資本監(jiān)管要求的提高,我國商業(yè)銀行正面臨著越來越嚴(yán)峻的挑戰(zhàn)。商業(yè)銀行資本結(jié)構(gòu)作為衡量銀行資產(chǎn)質(zhì)量的重要標(biāo)準(zhǔn),其優(yōu)化調(diào)整關(guān)系到銀行能否持續(xù)穩(wěn)健運(yùn)營,是影響銀行價(jià)值的關(guān)鍵因素。能否從理論上尋找商業(yè)銀行資本結(jié)構(gòu)與銀行價(jià)值的關(guān)系,提出商業(yè)銀行資本結(jié)構(gòu)優(yōu)化的合理路徑,是提升我國商業(yè)銀行自身價(jià)值的巨大挑戰(zhàn)。 首先,本文從理論上分析了我國商業(yè)銀行資本結(jié)構(gòu)對(duì)銀行價(jià)值的影響,并闡述了我國商業(yè)銀行資本結(jié)構(gòu)的演變及現(xiàn)狀。然后,運(yùn)用實(shí)證分析法,檢驗(yàn)了2008年至20]3年我國15家上市商業(yè)銀行資本結(jié)構(gòu)與銀行價(jià)值的相關(guān)關(guān)系,并建立了反映銀行資本結(jié)構(gòu)與銀行價(jià)值相關(guān)性的回歸模型,實(shí)證結(jié)果表明： 1、第一大股東持股比例與銀行價(jià)值呈不顯著的負(fù)相關(guān)關(guān)系。 2、第一大股東性質(zhì)與銀行價(jià)值呈不顯著的正相關(guān)關(guān)系。 3、附屬資本占比與銀行價(jià)值呈顯著的正相關(guān)關(guān)系。 4、資產(chǎn)規(guī)模與銀行價(jià)值呈顯著的正相關(guān)關(guān)系。 5、資本充足率與銀行價(jià)值呈不顯著的負(fù)相關(guān)關(guān)系。 最后,本文根據(jù)實(shí)證檢驗(yàn)結(jié)果,結(jié)合我國商業(yè)銀行資本結(jié)構(gòu)中存在的問題,從政府監(jiān)管、核心資本的補(bǔ)充方式及其內(nèi)部結(jié)構(gòu)、附屬資本占比、資產(chǎn)規(guī)模合理擴(kuò)張四個(gè)方面提出優(yōu)化我國商業(yè)銀行資本結(jié)構(gòu)的有效措施。從而促進(jìn)我國商業(yè)銀行公司治理不斷改革,加強(qiáng)商業(yè)銀行的資本管理能力,改善商業(yè)銀行資產(chǎn)質(zhì)量,加速我國商業(yè)銀行的持續(xù)、穩(wěn)健發(fā)展。
[Abstract]:As an integral part of the financial market, commercial banks are the indispensable subject of the modern national financial system and play a vital role in the sound and rapid development of the whole national economy. With the development of the financial market reform and the improvement of the capital supervision requirements at home and abroad, Chinese commercial banks are facing more and more severe challenges. The capital structure of commercial banks, as an important standard to measure the quality of bank assets, is a key factor affecting the value of banks. Whether we can theoretically find the relationship between the capital structure of commercial banks and the value of banks and put forward a reasonable way to optimize the capital structure of commercial banks is a great challenge to enhance the value of commercial banks in our country. Firstly, this paper theoretically analyzes the influence of the capital structure of commercial banks on the value of banks, and expounds the evolution and present situation of the capital structure of commercial banks in China. Then, using the empirical analysis, this paper tests the correlation between the capital structure and the bank value of 15 listed commercial banks in China from 2008 to 20, and establishes a regression model to reflect the correlation between the capital structure and the bank value. The empirical results show that: 1. There is no significant negative correlation between the shareholding ratio of the largest shareholder and the value of the bank. 2, the nature of the first major shareholder and the value of the bank is not significant positive correlation. 3. There is a significant positive correlation between the proportion of subsidiary capital and the value of banks. 4. There is a significant positive correlation between asset size and bank value. 5. There is no significant negative correlation between capital adequacy ratio and bank value. Finally, according to the empirical test results, combined with the existing problems in the capital structure of commercial banks in China, from the government supervision, the supplementary mode of core capital and its internal structure, the proportion of subsidiary capital. This paper puts forward the effective measures to optimize the capital structure of Chinese commercial banks in four aspects of rational expansion of asset scale. Therefore, it can promote the reform of corporate governance of commercial banks, strengthen the capital management ability of commercial banks, improve the quality of assets of commercial banks, and accelerate the sustained and steady development of commercial banks in China.
【學(xué)位授予單位】：財(cái)政部財(cái)政科學(xué)研究所
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33;F830.42

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