新增资本补充渠道对商业银行效益的影响  

The Impact of New Capital Replenishment on Profitability of Commercial Banks

作　　者：郭江山[1] 王澎涵 Guo Jiangshan;Wang Penghan(Finance College,Hebei University of Economics and Business,Shijiazhuang 050061,China)

机构地区：[1]河北经贸大学金融学院

出　　处：《金融理论探索》2019年第5期16-25,共10页Exploration of Financial Theory

基　　金：河北省自然科学基金项目“经济价值视角下商业银行利率风险管理研究”(G2019207086);河北经贸大学科研基金重点项目“新型城镇化背景下商业银行模式研究”(2016KYZ09)

摘　　要：基于2011—2017年30家商业银行的数据,运用双重差分法实证检验拓展资本补充渠道政策对于商业银行效益的影响。实证结果显示:与非上市银行相比,上市银行由于资本补充渠道的拓展,其净资产收益率提高。基于资本充足率视角的分组检验显示:与资本较充足银行组相比,资本较不充足的银行组受资本补充渠道拓展政策的影响更大。因此,应当大力发展中间业务,未上市银行需积极争取上市,以促进银行业的可持续发展。Based on the data of 30 commercial banks from 2011 to 2017,the difference-in-difference method is used to empirically test the impact of the capital supplement policy on the profitability of commercial banks.The empirical results show that compared with non-listed banks,listed banks have improved their return on net assets due to the expansion of capital replenishment.A group test based on the perspective of capital adequacy shows that bank groups with less capital than those with more capital are more affected by the expansion of capital replenishment channels.Therefore,the banking sector should develop their intermediate business,and unlisted banks should try to list so as to support sustainable development of the banking sector.

关 键 词：资本监管 资本补充渠道 净资产收益率 商业银行 双重差分法 

分 类 号：F830[经济管理—金融学]