CAJ | 학술논문

本文从资本监管结构、银行收益情况、资产规模和资产质量、外部宏观环境及市场份额等方面对中国49家商业银行2006-2012年的数据进行了实证分析，从中研究资本监管对商业银行长期盈利能力的影响。通过研究发现，无论是对整个商业银行体系进行分析还是对不同银行分类进行对比分析，资本充足率或核心资本充足率都对商业银行长期盈利能力有显著的正向作用；同时，股权资产比、市场份额和不良贷款率等也对商业银行的长期盈利能力具有不可忽视的影响。因此，加强资本监管是商业银行获得长期盈利能力的关键。
본문종자본감관결구、은행수익정황、자산규모화자산질량、외부굉관배경급시장빈액등방면대중국49가상업은행2006-2012년적수거진행료실증분석，종중연구자본감관대상업은행장기영리능력적영향。통과연구발현，무론시대정개상업은행체계진행분석환시대불동은행분류진행대비분석，자본충족솔혹핵심자본충족솔도대상업은행장기영리능력유현저적정향작용；동시，고권자산비、시장빈액화불량대관솔등야대상업은행적장기영리능력구유불가홀시적영향。인차，가강자본감관시상업은행획득장기영리능력적관건。
In this paper, we attempt to study the impacts of capital regulations on the long-term profitability of commercial banks through the empirical analysis of the data of 49 commercial banks from 2006 to 2012 in terms of capital structure, bank earnings, assets scale and asset quality, market share and external macro environment. It turns out that capital adequacy ratio and core capital adequacy ratio of commercial banks all have significant positive effects on the long-term profitability. The results are robust for the commercial bank system or individual banks of different classifications. Therefore, strengthening the supervision of capital regulations is the key for commercial banks to gain long-term profitability. In addition, rate of equity to assets, market share, non-performing loans of commercial banks have significant influence on the long-term profitability too.