资本监管与银行综合绩效关系的实证研究——基于16家上市商业银行的经验数据  

作　　者：李新娥[1] 张志君[2] 

机构地区：[1]北京联合大学生物化学工程学院 [2]包商银行审计部

出　　处：《企业经济》2014年第2期179-183,共5页Enterprise Economy

基　　金：国家社科基金项目"智能服务的技术实现研究"(批准号:12AZD113)子课题"资本监管效率测评的智能化研究";北京联合大学新起点项目"北京地区科技型中小企业人力资源外包风险研究"(批准号:SK201218)

摘　　要：首先对资本监管与银行绩效关系的相关研究进行了文献回顾,然后选择我国16家上市商业银行为样本,采用财政部关于金融企业绩效考评办法提出的4项指标,结合CAMEL评价体系的5项考核指标,利用主成分分析法计算出银行的综合绩效,以研究资本监管对商业银行综合绩效的影响。研究发现:资本监管和银行综合绩效正相关,我国目前的监管制度处于激励相容的状态。The paper first presents a literature review on the related research of the relationship between capital regulation and bank performance. It selects 16 listed commercial banks as samples, adopts the 4 indicators proposed by the Ministry of Finance and 5 assessment indicators of CAMEL model, and applies the principal component analysis method to calculate the com- prehensive performances of the commercial banks and analyze the impact of capital regulation on the comprehensive perfor- mances of the banks. It finds out that there is a positive relation between capital regulation and the comprehensive perfor- mance of commercial banks, and the current system in China is in a condition of incentive compatibility.

关 键 词：资本监管 商业银行 综合绩效 

分 类 号：F832-2[经济管理—金融学]