本文選題：杠桿率監(jiān)管 + 銀行效率�。� 參考：《天津財(cái)經(jīng)大學(xué)》2014年碩士論文

【摘要】：金融機(jī)構(gòu)的“去杠桿化”成為2008年全球金融危機(jī)之后被熱議的話題。巴塞爾委員會(huì)在反思引發(fā)金融危機(jī)的監(jiān)管漏洞時(shí),發(fā)現(xiàn)了過(guò)去資本充足率監(jiān)管的不足之處。許多銀行利用單一資本充足率監(jiān)管進(jìn)行資本套利,表外資產(chǎn)的風(fēng)險(xiǎn)沒有得到監(jiān)管部門的重視。為了彌補(bǔ)資本充足率監(jiān)管的不足,巴塞爾委員會(huì)提出采用杠桿率來(lái)限制商業(yè)銀行表內(nèi)外風(fēng)險(xiǎn)蔓延。中國(guó)銀監(jiān)會(huì)也適時(shí)提出了商業(yè)銀行杠桿率管理辦法來(lái)約束商業(yè)銀行。商業(yè)銀行一直以來(lái)在金融業(yè)中處于主體地位,它的經(jīng)營(yíng)狀況直接關(guān)系到國(guó)民經(jīng)濟(jì)的命脈。商業(yè)銀行的效率直接反映了其經(jīng)營(yíng)狀況,因而許多學(xué)者對(duì)銀行效率進(jìn)行了細(xì)致的研究。杠桿率作為新的監(jiān)管工具也必然影響到商業(yè)銀行的效率。文章從杠桿率監(jiān)管入手,重點(diǎn)研究杠桿率監(jiān)管對(duì)商業(yè)銀行效率的影響。文章首先對(duì)杠桿率監(jiān)管理論進(jìn)行闡述,回顧杠桿率監(jiān)管的發(fā)展歷史。對(duì)比分析了杠桿率監(jiān)管與資本充足率監(jiān)管二者的優(yōu)缺點(diǎn),說(shuō)明杠桿率被重新納入監(jiān)管工具的原因。其次,對(duì)我國(guó)上市的16家商業(yè)銀行的杠桿率進(jìn)行計(jì)算并分類分析其特點(diǎn)。文章隨后詳細(xì)介紹商業(yè)銀行效率的含義,使用數(shù)據(jù)包絡(luò)法(DEA)對(duì)我國(guó)16家上市商業(yè)銀行2009年-2012年的效率進(jìn)行測(cè)度,并對(duì)得出的效率值進(jìn)行分析解讀。根據(jù)DEA測(cè)度的銀行效率,結(jié)合16家上市商業(yè)銀行的杠桿率構(gòu)建面板數(shù)據(jù)模型,分析杠桿率對(duì)銀行效率的影響。通過(guò)對(duì)模型結(jié)果的解讀,發(fā)現(xiàn)杠桿率的提高對(duì)銀行效率的提升有正向的影響。文章的最后從杠桿率監(jiān)管層面與商業(yè)銀行經(jīng)營(yíng)的層面提出建議,以更好的協(xié)調(diào)杠桿率監(jiān)管與銀行效率的關(guān)系,讓監(jiān)管更好的促進(jìn)效率的提升。
[Abstract]:Deleveraging of financial institutions became a hot topic after the 2008 global financial crisis. When the Basel Committee reflects on the regulatory loopholes that led to the financial crisis, it finds the deficiencies in the regulation of capital adequacy in the past. Many banks use a single capital adequacy ratio to regulate capital arbitrage, and the risk of off-balance-sheet assets is not taken seriously by regulators. In order to make up for the shortage of capital adequacy regulation, the Basel Committee proposes to use leverage ratio to limit the risk spread of commercial banks. China Banking Regulatory Commission also timely put forward the commercial bank leverage management measures to constrain commercial banks. Commercial banks have always been in the main position in the financial industry, its operating condition is directly related to the lifeblood of the national economy. The efficiency of commercial banks directly reflects its operating situation, so many scholars have made careful research on the efficiency of banks. Leverage ratio as a new regulatory tool will inevitably affect the efficiency of commercial banks. Starting with the regulation of leverage ratio, this paper focuses on the influence of leverage ratio supervision on the efficiency of commercial banks. Firstly, this paper expounds the theory of leverage ratio regulation, and reviews the history of leverage ratio supervision. This paper analyzes the advantages and disadvantages of leverage ratio regulation and capital adequacy regulation, and explains the reasons why leverage ratio has been brought back into regulatory tools. Secondly, the leverage ratio of 16 commercial banks listed in China is calculated and classified. The paper then introduces the meaning of efficiency of commercial banks in detail, uses data Envelopment method (DEAA) to measure the efficiency of 16 listed commercial banks in China from 2009 to 2012, and analyzes and interprets the efficiency values obtained. According to the bank efficiency measured by DEA, combined with the leverage ratio of 16 listed commercial banks, a panel data model is constructed to analyze the influence of leverage ratio on bank efficiency. By analyzing the results of the model, it is found that the increase of leverage ratio has a positive effect on the efficiency of banks. At the end of this paper, suggestions are put forward from the aspect of leverage ratio supervision and commercial bank management, so as to better coordinate the relationship between leverage ratio supervision and bank efficiency, so that supervision can better promote efficiency.
【學(xué)位授予單位】：天津財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33

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