资本充足率要求对商业银行业绩影响研究  

The Influence of Capital Adequacy Rate Requirement on Commercial Bank's Performance

作　　者：熊娟[1] 

机构地区：[1]南京大学商学院,南京210093

出　　处：《上海金融学院学报》2010年第2期59-64,共6页Journal of Shanhai Finance University

摘　　要：以往考察资本充足率要求对商业银行业绩的影响,更多的是单纯考察其对商业银行盈利方面的影响,没有考虑到为了获得盈利而付出的代价——风险。因此我们采用因子分析法,将商业银行的盈利能力和风险状况作为商业银行业绩表现的两个方面进行综合考量,并在此基础上采用单因素和多因素回归分析法,考察资本充足率要求对商业银行业绩的绝对影响和相对影响。In the past when we examined the influence of capital adequacy rate requirement on commercial bank＇s performance,we just tended to examined the influence on its earning capacity,but ignored the cost behind the earningrisk.Therefore,we take the earning capacity and risk condition as commercial bank＇s comprehensive performance and use the factor analysis to measure it.On the base of that,we adopt the one-factor and multi-factor regression to examine the absolute and relative influence of capital adequacy rate requirement on the commercial bank＇s performance.

关 键 词：资本充足率 商业银行业绩 盈利和风险 

分 类 号：F830.33[经济管理—金融学]