资本充足性与商业银行风险行为  

Capital Adequacy and Risk Behavior of Commercial Banks

作　　者：潘佐郑[1] 

机构地区：[1]西南交通大学经济管理学院

出　　处：《金融论坛》2013年第11期29-35,共7页Finance Forum

摘　　要：本文采用中国16家上市商业银行2005～2012年的数据，研究资本充足监管对中国商业银行资本充足性及风险行为的影响。研究结果表明：资本充足情况较好与较差的商业银行都提高了资本充足率；资本充足监管有助于商业银行风险的降低，提升风险管理能力；资本监管新要求对提高银行资本充足水平的作用显著。商业银行应加强自身经营管理，转变发展方式，强化资本节约的内涵发展，提升发展质量；监管部门应加强对商业银行分类监管，持续强化银行资本充足的有效性监管，全面提升银行资本管理和风险管理水平。Based on the data of Chinese 16 listed commercial banks during 2005~2012, this paper analyses the influence of capital adequacy regulation on the capital adequacy and risk behavior of Chinese commercial banks. The results show banks, whether their capital adequacy is high or low, have increased their capital adequacy ratio; capital adequacy regulation helps commercial banks reduce risks and improve their abilities to manage risks; the new requirements of capital regulation have a significant influence on increase in the capital adequacy of banks. Commercial banks should strengthen their own management, change developmental mode, strengthen capital-saving and connotative development,and improve the quality of development. The regulators should strengthen the classified regulation of commercial banks and the effectiveness regulation of capital adequacy, and improve the level of capital management and risk management of banks.

关 键 词：商业银行 资本充足监管 资本充足率 资本管理 银行风险 

分 类 号：F832.33[经济管理—金融学]