我国商业银行杠杆率对银行效率的影响研究  

Research on the Influence of China's Commercial Bank Leverage on Bank Efficiency

作　　者：梁敏[1] 魏晓琴[1] 袁成全 Liang Min;Wei Xiaoqin;Yuan Chengquan(School of Economics, Ocean University of China, Qingdao 266100, China;Finance andAccounting Division, Qingdao Shihua Crude Oil Terminal Co. LTD, Qingdao 266000, China)

机构地区：[1]中国海洋大学经济学院,山东青岛266100 [2]青岛实华原油码头有限公司计财部,山东青岛266000

出　　处：《金融理论探索》2018年第3期24-35,共12页Exploration of Financial Theory

基　　金：中国海洋大学金融学专业学位研究生金融法教学案例库建设(861701048031)

摘　　要：2008年金融危机后,巴塞尔委员会开始重新审视现有监管体系,并通过巴塞尔协议Ⅲ将杠杆率纳入到监管体系之中。中国也在2010年制定了银行业的杠杆率监管规定。通过计算20家商业银行的杠杆率水平和技术效率,分析了杠杆率对商业银行效率的影响。研究结论表明:我国主要商业银行杠杆率达标水平整体较好,国有商业银行普遍达到了银监会规定的4%的监管要求,部分股份制商业银行和城市商业银行在有些年份没有达到监管要求。杠杆率对银行技术效率、资产收益率有正向的影响,对不良贷款率、存贷比率有负向影响。因此需要注重资本充足率与杠杆率的配合,实施差异化的杠杆率监管,提升杠杆率的披露水平,推进商业银行经营业务的转型和创新,以此加强杠杆率的管理,提升商业银行效率。After the 2008 financial crisis,the Basel Committee began to re-examine the existing regulatory system and incorporated the leverage rate into the regulatory system through Basel III.In 2010, China Banking Regulatory Commission also began to develop China＇s banking sector leverage regulations. By calculating the leverage level and technical efficiency of 20 commercial banks, this paper analyzes the impact of leverage on the efficiency of commercial banks. The conclusion of the study shows that the level of leverage ratio of major commercial banks in China is fine, and the state-owned commercial banks generally meet the 4% regulatory requirements stipulated by the CBRC. Some of the joint-stock commercial banks do not meet the regulatory requirements in some years. Leverage rate has a positive impact on the bank＇s technical efficiency and return on assets. The leverage rate has a negative impact on the NPL ratio and the deposit and loan ratio. Based on the above conclusions, the paper puts forward some policy suggestions from the perspective of commercial banks and banking supervision. Therefore, it is necessary to focus on the cooperation between capital adequacy ratio and leverage rate, implement differentiated leverage rate supervision, increase the disclosure level of leverage rate, and promote the transformation and innovation of commercial banking business so as to strengthen the management of leverage rate and improve the efficiency of commercial banks.

关 键 词：商业银行 杠杆率 银行技术效率 资产收益率 不良贷款率 存贷比率 

分 类 号：F830[经济管理—金融学]