经济问题
經濟問題
경제문제
On Economic Problems
2015年
9期
18-22
,共5页
缓冲资本%银行风险%银行绩效
緩遲資本%銀行風險%銀行績效
완충자본%은행풍험%은행적효
capital buffer%banking risk%banking performance
以我国银行业81家商业银行为研究样本,采用GMM广义矩估计方法,对我国银行业缓冲资本、风险与绩效三者关系进行实证研究. 研究结果表明,缓冲资本、风险与绩效三者呈正相关关系,即银行缓冲资本水平越高,其风险相应增加,同时也伴随绩效的提升. 此外还考虑了监管压力与行业集中度对银行缓冲资本、风险的影响,研究发现,资本水平低于最低资本监管要求的银行倾向于通过降低风险资产来保持资本水平,高于资本监管要求的银行则通过投资高风险资产以获取超额收益,进而补充资本水平;行业集中度越高,银行缓冲资本与风险相应随之提高.
以我國銀行業81傢商業銀行為研究樣本,採用GMM廣義矩估計方法,對我國銀行業緩遲資本、風險與績效三者關繫進行實證研究. 研究結果錶明,緩遲資本、風險與績效三者呈正相關關繫,即銀行緩遲資本水平越高,其風險相應增加,同時也伴隨績效的提升. 此外還攷慮瞭鑑管壓力與行業集中度對銀行緩遲資本、風險的影響,研究髮現,資本水平低于最低資本鑑管要求的銀行傾嚮于通過降低風險資產來保持資本水平,高于資本鑑管要求的銀行則通過投資高風險資產以穫取超額收益,進而補充資本水平;行業集中度越高,銀行緩遲資本與風險相應隨之提高.
이아국은행업81가상업은행위연구양본,채용GMM엄의구고계방법,대아국은행업완충자본、풍험여적효삼자관계진행실증연구. 연구결과표명,완충자본、풍험여적효삼자정정상관관계,즉은행완충자본수평월고,기풍험상응증가,동시야반수적효적제승. 차외환고필료감관압력여행업집중도대은행완충자본、풍험적영향,연구발현,자본수평저우최저자본감관요구적은행경향우통과강저풍험자산래보지자본수평,고우자본감관요구적은행칙통과투자고풍험자산이획취초액수익,진이보충자본수평;행업집중도월고,은행완충자본여풍험상응수지제고.
In this paper, we use the data of 81 Chinese commercial banks and GMM method to research the re-lationship of banking capital buffer, risk and performance.We found that, the buffer capital, risk and performance are positively related, that is to say,the continuous improvement of banking capital buffers is accompanied by high risk, meanwhile also has brought an increase in performance.This paper also considers the influence of regulatory pressure and the industry concentration on banking capital and risk.According to the studies, we found that Banks, which lower than the minimum regulatory capital requirements,tend to reduce risk assets to keep capital levels, oth-erwise, banks are more willing to increasing risky assets in order to get excess returns;and a high level of the Banks' capital buffers and risk would be seen when the banking industry concentration in a high degree.