不同控制人条件下的资本监管与商业银行风险承担行为  

The Capital Regulation and Risk-bearing Behavior of Commercial Banks under Different Controllers

作　　者：龚婷[1] 王伟 

机构地区：[1]中国建设银行合肥庐阳支行,安徽合肥230001 [2]江苏银行,江苏南京210005

出　　处：《上海金融》2014年第4期64-70,117,共7页Shanghai Finance

基　　金：教育部人文社会科学研究规划项目(10YJAGW015)

摘　　要：本文从实际内部控制人角度,通过构建理论模型研究资本充足率水平影响商业银行风险承担行为的作用效果和内在机理,并利用86家商业银行1998年至2010年的非平衡面板数据进行实证分析。结果表明:我国商业银行监管工作效果明显,银行风险普遍下降,并且2004年之后资本水平的提高伴随着风险的降低;不论管理者控制还是股东控制的银行,其资本水平与风险大小负相关;系统重要的大型商业银行这类受到监管更为严格的银行,其资本水平与风险承担的大小相关性不显著。在此基础上提出对我国商业银行进行监管的一些政策建议。From the perspective of the actual internal controller, the article constructs a theoretical model to study the effect and internal mech-anism of capital adequacy ratio on commercial banks' risk-bearing behavior. The article also conducts an empirical analysis by using the unbalanced panel data of 86 commercial banks from 1998 to 2010. The results show that: the capital regulation in China's commercial banks has been obviously effective and banks' risks have generally declined, and the rise in capital adequacy level has been accompanied with the decline in risks since 2004; the capital adequacy level is negatively correlated to risks no matter the banks are controlled by managers or shareholders; regarding the systemically important large-scaled commercial banks, which are under some stringent supervision, the correlation between capital level and risk-bearing capa-bility is not obvious. On the above basis, the article proposes some policy suggestions on the supervision over China's commercial banks.

关 键 词：巴塞尔协议III 资本充足率监管 风险承担行为 实际控制人 

分 类 号：F832[经济管理—金融学]