CAJ | 학술논문

资本充足率是衡量商业银行经营安全性和稳健性的重要指标，资本充足率监管已经成为各国审慎银行监管的核心。应用计量模型对我国15家城市商业银行资本充足管制的有效性进行实证分析，结论表明：资本充足率与资产收益率显著正相关，但与不良贷款率的负相关性并不显著，说明管制在降低银行风险方面的有效性不足。建议实行弹性资本充足率监管，完善银行业的信息披露制度，探索将外部监管转化为内部约束的监管制度。
자본충족솔시형량상업은행경영안전성화은건성적중요지표，자본충족솔감관이경성위각국심신은행감관적핵심。응용계량모형대아국15가성시상업은행자본충족관제적유효성진행실증분석，결론표명：자본충족솔여자산수익솔현저정상관，단여불량대관솔적부상관성병불현저，설명관제재강저은행풍험방면적유효성불족。건의실행탄성자본충족솔감관，완선은행업적신식피로제도，탐색장외부감관전화위내부약속적감관제도。
Capital adequacy ratio（CAR） is an important indicator to measure the security and robustness of commercial banks. Regulation on CAR is becoming the core of banks supervisions all over the world Analysing with the application of the econometric model on the capital adequacy regulation effectiveness of 15 city commercial banks （CCB） , this paper points out that a significant positive correlation could be found between CAR and return on assets（ROA） but there was no significant negative correlation between CAR and ratio of non-performing loan. That is to say, the regulation effectiveness is insufficient in the aspect of reducing the risk of banks. This paper suggests adopting the elastic capital adequacy ratio, improving the banking information disclosure system, and exploring the supervision system which can transform the external supervision into internal constraint.