商业银行资本对其盈利性的影响  

The Impacts of the Capitals of Commercial Bank on Its Profitability

作　　者：王曼舒[1] 张斌[2] 

机构地区：[1]南开大学商学院财务管理系 [2]兴业银行重庆分行

出　　处：《金融论坛》2013年第4期23-31,47,共10页Finance Forum

基　　金：南开大学中央高校基本科研业务费专项资金资助项目"我国商业银行谨慎经营行为研究"(NKZXB10094)

摘　　要：本文基于中国11家上市商业银行2006～2010年的季度数据,运用最小二乘法模型,分析了商业银行资本对其盈利性的影响。通过对中国商业银行两期盈利情况的回归分析得出了如下结论:第一,中国商业银行资本充足率和核心资本充足率均对其盈利性产生正向影响;第二,中国商业银行附属资本充足率和资本资产比率对其盈利性没有显著性的影响。本文提出了如下政策建议:提高银行资本充足率和核心资本充足率,从而提高其盈利性;完善附属资本市场,适当提高附属资本充足率从而提高资本充足率,降低银行的资本成本。Based on the season＇s data of Chinese 11 listed banks during 2006-2010, this paper uses the Least Square method to analyse the impacts of the capitals of commercial bank on its profitability. By the regression analysis of the two period of the profits of Chinese commercial banks, the paper concludes that, first, the capital adequacy ratio and the core capital adequacy ratio of Chinese commercial banks have positive impacts on profitability; second, the subsidiary capital adequacy ratio and the ratio of capital to asset have no significant impact on profitability. The paper suggests to raise the capital adequacy ratio and the core capital adequacy ratio so as to improve the profitability; to improve the capital markets and rasie the subsidiary capital ade- quacy ratio appropriately so as to raise the capital adequacy ratio and reduce the cost of capitals.

关 键 词：商业银行 资本 附属资本 盈利 资本充足率 核心资本充足率 

分 类 号：F832.2[经济管理—金融学]