發(fā)布時間：2018-05-11 06:35

  本文選題：資本監(jiān)管 + 資本充足率��； 參考：《蘭州大學(xué)》2013年碩士論文

【摘要】：2011年以來,商業(yè)銀行年利潤開始超過萬億,成為了中國盈利最高的行業(yè),銀行業(yè)的發(fā)展成為了各方熱議的焦點�，F(xiàn)階段,我國國有商業(yè)銀行逐步上市、股份制銀行穩(wěn)步發(fā)展、城市商業(yè)銀行異軍突起、外資銀行大規(guī)模進(jìn)入資本市場。在這樣一個競爭激烈的資本市場中,資本監(jiān)管壓力不斷增強(qiáng),對監(jiān)管機(jī)構(gòu)也提出了新的要求。繼《巴塞爾協(xié)議Ⅲ》出臺后,2013年1月1日我國《商業(yè)銀行資本管理辦法(試行)》也開始實施,新的資本監(jiān)管要求有效的控制了商業(yè)銀行的資本風(fēng)險,促使銀行資產(chǎn)質(zhì)量得到進(jìn)一步的提高。但是,資本監(jiān)管約束了商業(yè)銀行的資本規(guī)模和資本結(jié)構(gòu),進(jìn)而對商業(yè)銀行的資本收益、資本質(zhì)量和資本風(fēng)險等財務(wù)績效都帶來了一定的影響。本文不僅探討了監(jiān)管部門對商業(yè)銀行進(jìn)行資本監(jiān)管的理論動因,同時,在此基礎(chǔ)上選取了2005年到2011年國內(nèi)13家商業(yè)銀行的數(shù)據(jù),采用面板數(shù)據(jù)分析方法,探討了資本監(jiān)管對商業(yè)銀行的財務(wù)績效的影響。通過數(shù)據(jù)分析得出,資本充足率與銀行收益呈負(fù)相關(guān)關(guān)系,當(dāng)資本充足率提高時,會對銀行的總資產(chǎn)收益率產(chǎn)生負(fù)向的沖擊。資本充足率的提高擠占了用來盈利的資產(chǎn)份額,進(jìn)而制約了商業(yè)銀行的信貸行為,最終影響到商業(yè)銀行的收益,拉低了商業(yè)銀行的盈利能力,資本監(jiān)管要求的提高,加大了對次級債券的約束,促使銀行資本壓力增大。同時,資本監(jiān)管也有效的提升了資本質(zhì)量,降低了資本風(fēng)險,為商業(yè)銀行的長期穩(wěn)定發(fā)展提供了政策保障。文章最后,結(jié)合我國資本監(jiān)管政策的實施和商業(yè)銀行的經(jīng)營現(xiàn)狀提出了相關(guān)對策。
[Abstract]:Since 2011, the annual profits of commercial banks have begun to exceed trillion, becoming the most profitable industry in China, and the development of the banking industry has become the focus of heated discussion. At present, the state-owned commercial banks of our country are listed step by step, the joint-stock banks have developed steadily, the city commercial banks have suddenly emerged, and the foreign banks have entered the capital market on a large scale. In such a competitive capital market, the pressure of capital supervision is increasing, and new requirements are put forward to regulators. Following the introduction of Basel III, the measures on Capital Management of Commercial Banks (for trial implementation) began to be implemented on January 1, 2013, and the new capital supervision requirements effectively controlled the capital risks of commercial banks. To further improve the quality of bank assets. However, capital supervision constrains the capital scale and structure of commercial banks, and then has a certain impact on the financial performance of commercial banks, such as capital return, capital quality and capital risk. This paper not only discusses the theoretical reasons of the supervision of capital of commercial banks, but also selects the data of 13 domestic commercial banks from 2005 to 2011, and adopts panel data analysis method. This paper discusses the influence of capital supervision on the financial performance of commercial banks. Through the data analysis, the capital adequacy ratio is negatively related to the bank income. When the capital adequacy ratio increases, it will have a negative impact on the total return on assets of the bank. The increase of capital adequacy ratio takes up the share of assets used to make profits, which in turn restricts the credit behavior of commercial banks, finally affects the profits of commercial banks, lowers the profitability of commercial banks, and raises the requirements of capital supervision. Increased constraints on subordinated bonds, prompting banks to increase the pressure on capital. At the same time, the capital supervision also effectively improves the capital quality, reduces the capital risk, provides the policy guarantee for the commercial bank long-term stable development. Finally, combined with the implementation of China's capital supervision policy and the current situation of commercial banks, the paper puts forward the relevant countermeasures.
【學(xué)位授予單位】：蘭州大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F830.42;F832.2

【參考文獻(xiàn)】

相關(guān)期刊論文 前9條

1 吳俊;張宗益;徐磊;;資本充足率監(jiān)管下的銀行資本與風(fēng)險行為——《商業(yè)銀行資本充足率管理辦法》實施后的實證分析[J];財經(jīng)論叢;2008年02期

2 楊瑾;霍天翔;劉湘勤;;資本充足率監(jiān)管有效性的成本收益分析——基于我國四大商業(yè)銀行的實證研究[J];財經(jīng)問題研究;2010年01期

3 于研;孫磊;;我國商業(yè)銀行收益結(jié)構(gòu)轉(zhuǎn)型對經(jīng)營效率的影響[J];財經(jīng)研究;2010年02期

4 張宗新;徐冰玉;;監(jiān)管政策能否抑制商業(yè)銀行親周期行為——基于中國上市銀行面板數(shù)據(jù)的經(jīng)驗證據(jù)[J];財貿(mào)經(jīng)濟(jì);2011年02期

5 王曉龍;周好文;;銀行資本監(jiān)管與商業(yè)銀行風(fēng)險——對中國13家商業(yè)銀行的實證研究[J];金融論壇;2007年07期

6 王婉婷;;美國大、小商業(yè)銀行資本監(jiān)管差異化分析[J];財經(jīng)科學(xué);2012年10期

7 國務(wù)院發(fā)展研究中心課題組;巴曙松;雷薇;;中國資本監(jiān)管制度及監(jiān)管指標(biāo)的現(xiàn)狀與問題[J];發(fā)展研究;2011年08期

8 范育濤;費(fèi)方域;;資本監(jiān)管與銀行的信貸行為[J];上海交通大學(xué)學(xué)報(哲學(xué)社會科學(xué)版);2010年05期

9 陳龍騰;何建勇;;資本監(jiān)管、風(fēng)險承擔(dān)與貨幣政策傳導(dǎo)機(jī)制——研究綜述與展望[J];稅務(wù)與經(jīng)濟(jì);2011年02期

，

本文編號：1872823