银行资本监管的效率效应实证检验  

Efficiency Effect of Bank Capital Regulation:An Empirical Test

作　　者：贺文峰[1] 

机构地区：[1]中央财经大学金融学院,北京100081

出　　处：《经济研究导刊》2013年第9期93-97,共5页Economic Research Guide

摘　　要：基于银行资本监管的效率效应理论,采用局部调整的联立方程组模型对127家商业银行2008—2011年间的资本充足率与盈利能力之间的关系进行实证分析。研究结果证明,资本监管对不同类别银行的效率效应具有显著的差异。其中,资本监管对非上市银行的盈利能力具有显著的正向影响,但是,对上市银行的盈利能力影响不显著。其原因主要是上市银行补充资本的渠道更加多样化,对内源性资本的依赖不强。The paper uses partial adjustment model to study the relation of capital regulation and banks’ profit, based on the theory of in-centive effect of capital regulation.The data includes 127 China’s commercial banks from 2008 to 2011.Empirical results show that the ef-fects of capital regulation on profit are different across banks.Capital regulation has significant effects on no-listed banks’ profits, while has not significant effects on listed banks’ profits.The main reason is that listed banks have more financing channels and rely less on inter-nal financing.

关 键 词：商业银行 资本监管 效率效应 实证检验 

分 类 号：F830[经济管理—金融学]