我国商业银行资本充足率监管的有效性研究  

Research on the Effectiveness of Capital Adequacy Ratio Regulation of China's Commercial Banks

作　　者：刘晓星[1] 卢菲[1] 王金定[1] 

机构地区：[1]广东商学院金融学院,广东广州510320

出　　处：《广东商学院学报》2011年第2期47-53,共7页Journal of Guangdong University of Business Studies

基　　金：国家自然科学基金项目(70973028);教育部人文社科项目(07JC790022)

摘　　要：资本充足率是衡量商业银行经营安全性和稳健性的重要指标,资本充足率监管正逐渐发展成为银行监管的核心。借鉴Jacques和Nigro的研究方法,对我国14家上市银行的资本充足率水平进行实证分析,结果表明:商业银行的资本充足率呈现先增加后减少的趋势,现阶段对资本充足率的监管尚不能有效实现银行资本充足率水平的提高和不良贷款率的下降。Capital adequacy ratio （CAR） is an important indicator to measure the security and robustness of commercial banks. Regulating on CAR is becoming the core of banks supervisions. This paper makes an empirical study of China＇ s 14 listing commercial banks＇ CAR level by using Jacques and the Nigro research technique. The result indicates that the tendency of our country＇ s CAR is ascending first and declining lat- er. At present, China＇ s capital adequacy ratio still cannot meet the requirement of the banks＇ capital adequacy ratio enhancement and the drop in non-performing loan rate.

关 键 词：商业银行 资本充足率 监管有效性 

分 类 号：F832.2[经济管理—金融学]