我国银行业缓冲资本、风险与绩效  

Capital Buffer、Risk and Performance in Chinese Banking

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》2015年第9期18-22,共5页On Economic Problems

基　　金：国家自然科学基金项目(71171012)

摘　　要：以我国银行业81家商业银行为研究样本,采用GMM广义矩估计方法,对我国银行业缓冲资本、风险与绩效三者关系进行实证研究。研究结果表明,缓冲资本、风险与绩效三者呈正相关关系,即银行缓冲资本水平越高,其风险相应增加,同时也伴随绩效的提升。此外还考虑了监管压力与行业集中度对银行缓冲资本、风险的影响,研究发现,资本水平低于最低资本监管要求的银行倾向于通过降低风险资产来保持资本水平,高于资本监管要求的银行则通过投资高风险资产以获取超额收益,进而补充资本水平;行业集中度越高,银行缓冲资本与风险相应随之提高。In this paper, we use the data of 81 Chinese commercial banks and GMM method to research the relationship of banking capital buffer, risk and performance. We found that, the buffer capital, risk and performance are positively related, that is to say, the continuous improvement of banking capital buffers is accompanied by high risk, meanwhile also has brought an increase in performance. This paper also considers the influence of regulatory pressure and the industry concentration on banking capital and risk. According to the studies, we found that Banks, which lower than the minimum regulatory capital requirements, tend to reduce risk assets to keep capital levels, otherwise, banks are more willing to increasing risky assets in order to get excess returns;and a high level of the Banks＇ capital buffers and risk would be seen when the banking industry concentration in a high degree.

关 键 词：缓冲资本 银行风险 银行绩效 

分 类 号：F832.31[经济管理—金融学]