摘要
本文对资本充足率监管措施试行期间（2007～2011年）的监管效果进行实证分析。研究结果表明，总资本充足率与不良贷款率负相关，但资本监管对银行体系造成的监管压力有限，银行风险管理亟须更为有效的监管措施；另一方面，提高资本充足率促使银行提高绩效，增强竞争力，资本新规有利于中国银行业发展。因此，中国商业银行应进一步完善风险监管体系，有效监控隐性风险；适当修正风险测度方法，提高指标计算中的贷款信用风险和债券投资风险的权重，使之更符合中国商业银行风险监管要求；加强银行自身管理水平和经营能力，利用反周期缓冲资本，提高抗冲击能力。
This paper empirically analyses the regulatory effects in the trial period of regulatory measures of capital adequacy ratio （2007~2011）. The results show that, on the one hand, the total capital adequacy ratio has a negative correlation with non- performing loan, but the regulatory pressure, caused by capital regulation, on bank system is limited, therefore, the ri,;k manage- ment of banks needs more effective regulatory measures; on the other hand, the increase in capital adequacy ratio promotes banks to improve their performance and enhance their competitiveness, thus, the new regulations of capital are conducive to the development of China＇s banking industries. Therefore, China＇s commercial banks should further improve their risk monitoring systems, effectively monitor hidden risks, amend risk measurement methods appropriately, raise the weights of the credit risks of loans and the investment risks of bonds in index computation so as to meet the risk regulatory requirements for China＇s com- mercial banks, improve their own management level and operational ability, make use of counter-cyclical capital buffers to improve the ability to resist impacts.
出处
《金融论坛》
CSSCI
北大核心
2013年第11期21-28,共8页
Finance Forum
基金
国家自然科学基金青年项目(71003107)
教育部人文社会科学研究项目(09YJC790268)
广东省哲学社会科学"十一五"规划项目(09E-11)
关键词
商业银行
资本充足率
巴塞尔协议Ⅲ
风险管理
commercial bank
capital adequacy ratio
Basel Accord III
risk management
