我国商业银行资本充足率的影响因素研究  

Research on the Influencing Factors of Capital Adequacy Ratio of Domestic Commercial Banks

作　　者：孙红进 李征[2] SUN Hong-jin;LI Zheng(School of Engineering Management,Nanjing University,Nanjing 210046,China;School of Economics and Management,Wuhan University,Wuhan 430072,China)

机构地区：[1]南京大学工程管理学院,江苏南京210046 [2]武汉大学经济与管理学院,湖北武汉430072

出　　处：《经济体制改革》2020年第1期164-169,共6页Reform of Economic System

基　　金：国家社会科学基金项目“国有企业集团内部资本市场配置效率研究”(17CGL062)。

摘　　要：本文以我国A股上市的6家商业银行2015~2018年的财务年度数据为研究样本,实证分析商业银行资本充足率的影响因素。结果表明:权益、贷款、利润、不良贷款率四个方面的增速都可促进资本充足率增速的提升;利润增速及不良贷款率增速与资本充足率增速呈现相反态势。各大商业银行可利用股票的增值发行、长期次级债券的发行,或通过整改完善自身资产结构、调节资产组合、避免不良贷款出现以及提升应对市场风险的能力等举措提升自身资本充足率。This paper takes the financial year data of 6 commercial banks listed in China’s A-share market as the research sample,and empirically analyzes the factors affecting the capital adequacy ratio of commercial banks.The research results show that equity growth rate,profit growth rate,non-performing loan rate growth rate and loan growth rate can all explain the growth rate of capital adequacy ratio,and the growth rate of profit and the growth rate of non-performing loan ratio and the growth rate of capital adequacy ratio are opposite.Major commercial banks can use their value-added issuance,long-term subordinated bonds,or improve their capital adequacy ratios through rectification and improvement of their asset structure,adjustment of asset portfolio,avoidance of non-performing loans,and improvement of their ability to respond to market risks.

关 键 词：商业银行 资本充足率 资产组合 资产结构 

分 类 号：F832.33[经济管理—金融学]