我国商业银行资本充足率与经营稳健性研究  

Research on Capital Adequacy Ratio and Operation Soundness of China'Commercial Banks

作　　者：马广奇 王瑾 Ma Guangqi;Wang Jin(College of Economics and Management,Shaanxi University of Science and Technology,Xi’an,710021,Shaanxi,China)

机构地区：[1]陕西科技大学经济与管理学院,陕西西安710021

出　　处：《征信》2018年第10期58-64,共7页Credit Reference

基　　金：国家社会科学基金项目(16BJY180)

摘　　要：利用2008—2017年我国16家上市商业银行的面板数据,采用微观层面的Z-Score指标衡量银行稳健性,通过Eviews软件建立固定效应回归模型,分析资本充足率及相关监管指标对银行稳健性的影响,重点探究资本充足率指标与银行稳健性的关系。研究结果表明,商业银行资本充足率与银行稳健性二者是非线性的"倒U"关系;在不同资本充足率状态下,该指标将对银行稳健性产生正反方向两种影响效果。结合对其他指标的分析,建议监管部门考虑银行业资本充足率状况及宏观经济发展水平,灵活运用监管手段,促进我国商业银行健康稳定发展。Based on the panel data of 16 listed commercial banks in the years of 2008-2017 in China,by using the micro level of Z-Score indicators for measuring bank soundness,and by building the fixed effect regression model via Eviews software,the paper analyzes the effect of capital adequacy ratio and the related regulation indicators on bank soundness,and mainly studies the relation between capital adequacy indicators and bank soundness.The research results show that the relation between capital adequacy ratio and banking soundness of commercial banks is a nonlinear“inverted U”.Under different capital adequacy ratio,this indicator will have positive and negative effects on the bank’s soundness.According to an analysis of other indicators,we suggest that it’s necessary for the regulatory authorities to consider the capital adequacy ratio of the banking industry and the level of macroeconomic development,flexibly use the regulatory means to promote the healthy and stable development of China’s commercial banks.

关 键 词：商业银行 资本充足率 经营稳健性 监管指标 

分 类 号：F832.33[经济管理—金融学]