收入多元化、银行风险与缓冲资本  

Revenue Diversification、Bank Risk and Capital Buffers

作　　者：李海洪[1] 胡金[1] 

机构地区：[1]北京化工大学经济管理学院,北京100029

出　　处：《经济问题》2014年第8期71-74,共4页On Economic Problems

基　　金：国家自然科学基金项目(71171012)

摘　　要：始于2008年的全球金融危机暴露了现有金融监管体系的诸多不足,同时也引发了学术界对银行资本相关问题的关注,其中对银行资本影响因素以及如何建立长期有效的资本金补充机制的探讨尤为突出。以中国上市银行为研究对象,从银行收入多元化视角分析银行缓冲资本与风险变化的影响因素以及缓冲资本与风险之间的相互关系。实证研究结果表明,风险水平较低的银行具有较高水平的缓冲资本,银行收入多元化能够降低银行风险并有助于积累缓冲资本。研究成果为中国上市银行的稳健经营提供了有价值的参考。The financial crisis dated from 2008 has exposed a lot of the deficiencies of the existing financial regulatory system, leading to the academic attention to the problems of bank capital. The influential factors on bank capital and discussion on how to establish a long -term effective capital supplement mechanism are more outstanding. Based on listed banks in China, this paper explores the factors on the change in capital buffers and risk and the interaction between them from the perspective of income diversification. The empirical results come to a conclusion that banks with low level of risk along with higher levels of capital buffers, bank revenue diversification can reduce bank risk and improve the capital buffers. This paper＇ s research results provide valuable reference for the steady operation of banks in china.

关 键 词：缓冲资本 资本变化 风险变化 收入多元化 

分 类 号：F832[经济管理—金融学]