核心资本充足率变动与商业银行盈利能力  

Changes in Core Capital Adequacy Ratio of Commercial Banks and Their Profitability

作　　者：段军山[1] 杨浦[1] 

机构地区：[1]广东财经大学金融学院

出　　处：《金融论坛》2013年第11期36-43,58,共9页Finance Forum

摘　　要：本文通过对核心资本充足率变动与商业银行盈利能力之间的关系进行实证研究,发现核心资本充足率对商业银行盈利能力有显著正向影响,对非上市银行的影响大于上市银行,对农商行影响最大,其次为股份制商业银行和城市商业银行,对国有银行影响不显著;商业银行资产收益率存在显著正向滞后效应;金融危机之后,核心资本充足率对非上市商业银行影响减弱,对上市商业银行影响增强。商业银行应提高核心一级资本,简化组织结构,提高企业运行效率,政府应鼓励并且合理引导商业银行发行次级债补充资本。This paper empirically analyses the relationship between changes in core capital adequacy ratio and profitability of commercial banks. The results show that core capital adequacy ratio has a significant and positive influence on the profitability of commercial banks, and the influence on non-listed banks is greater than that on listed banks; the influence on agricultural commercial banks is the most, followed by that on joint-stock commercial banks and city commercial banks, but the influence on state-owned banks is not significant; the ROA of commercial banks has significant and positive lagging effects; after the fi- nancial crisis, the influence on non-listed commercial banks is weakened after the financial crisis, but the influence on listed commercial banks increases. Commercial banks should focus on increasing the tier-one core capital, simplify organizational structure, improve operational efficiency, and the government should encourage and guide commercial banks to issue subordi- nated bonds to replenish capitals.

关 键 词：商业银行 上市银行 核心资本充足率 盈利能力 资产收益率 

分 类 号：F832.1[经济管理—金融学]