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论文编号：	4267
作者编号：	2120102287
上传时间：	2012/6/6 13:21:23
中文题目：	我国商业银行资本对其盈利性影响研究
英文题目：	Research on the impact of capital on its profitability of China’s commercial banks
指导老师：	王曼舒
中文关键字：	商业银行，资本，盈利性
英文关键字：	Commercial Banks Capital Profitability
中文摘要：	2006年年底，我国银行业全面对外开放，大量外资银行都涌入国内，致使我国银行业市场结构和竞争环境发生巨大变化。再加上2008年由美国次贷危机引起的经济危机席卷全球，给我国银行业带来了巨大的压力。因此，如何对我国商业银行作出调整？在哪些方面作出调整？才能提高我国商业银行的盈利性、保持良好的竞争优势变得非常重要。2010年国际巴塞尔银行监管委员会拟定了《巴塞尔协议Ⅲ》的协议框架，在《巴塞尔协议Ⅱ》刚出台6年之际，巴塞尔银行监管委员会又对其进行了补充说明，这充分体现了银行资本的重要性。因此，本文着手研究我国商业银行资本情况对其盈利性的影响。本文首先介绍了国际巴塞尔协议的演变历程，回顾了国际国内学者对商业银行盈利性影响因素、商业银行资本和其盈利性之间的关系的研究情况，并对商业银行资本充足性与其盈利性之间的理论关系进行了介绍。接下来介绍了我国银监会对我国商业银行资本情况采取的一些措施，并分析了我国商业银行最近几年在资本和盈利方面的现状及存在的问题。为了检验我国商业银行资本和盈利性之间的关系，本文选取了我国11家主要上市商业银行的相关数据，运用最小二乘法模型和stata软件进行了统计分析。通过对我国商业银行两期盈利情况的回归分析得出了如下结论：第一，我国商业银行资本充足率对其盈利性起正向影响；第二，我国商业银行核心资本充足率对其盈利性同样起正向影响；第三，我国商业银行附属资本充足率和资本资产比率对其盈利性没有显著性的影响。根据以上结论，为了提高我国商业银行的盈利性，本文提出了如下政策建议：第一，提高银行资本充足率和核心资本充足率，从而提高其盈利性；第二，完善附属资本市场，适当提高附属资本充足率。
英文摘要：	At the end of 2006, our country completely opened our banking, a large number of foreign banks came into the domestic which caused market structure and competitive environment of our domestic banking have undergone tremendous changes. Also, the U.S. subprime mortgage crisis at 2008 caused the global economic crisis that it also brought great pressure to our domestic banks. So, in order to improve the profitability of domestic commercial banks and keep its competitive advantage, we should make an adjustment to them. In 2010, the international Basel Committee on Banking Supervision has developed an agreement about the “Basel III". At that time, the "Basel II" was just implemented for six years. This fully demonstrated that the banks’capital was very important to the banks. Therefore, this article is to study the effect of banks’capital on its profitability. At the beginning, this article presented the evolution of international Basel and reviewed the literatures about the influencing factors of commercial banks’profitability and the relationship between the commercial banks’capital and profitability. It also introduced the theoretical relationship between the commercial banks’captical adequacy ratio and its profitability. Then, it introduced the measures taken by China’s Banking Regulatory Commission on commercial banks’captical and made an analysis of commercial banks’operating capital and profitability. In order to examine the relationship between banks’capital and its profitability, this paper selected the relevant data of China’s 11 listed commercial banks and made a statistical analysis with the least square method model and SPSS software. Conclusions are as follows: firstly, the capital adequacy ratio has a positive impact on commercial banks’profitability; secondly, the core capital adequacy ratio also has a positive impact on commercial banks’profitability; thirdly, there is no positive relationship between supplementary capital adequacy ratio and commercial banks’profitability and there is also no positive relationship between capital assets ratio and commercial banks’profitability. Based on the above conclusions, in order to improve the profitability of commercial banks, this paper propose the following policy recommendations: firstly, improve the capital adequacy ratio and core capital adequacy ratio to raise the profitability of commercial banks. Secondly, ameliorate the subsidiary capital market, and appropriately raise the supplementary capital adequacy ratio.
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