摘要
基于资本资产比率和资本充足率,采用1998-2005年8家股份制商业银行的面板数据,从风险、盈利、规模、周期、成长性和上市与否六个方面对银行业资本结构决定进行的实证结果表明:资本资产比率与不良贷款率和资产收益率显著正相关,与银行规模显著负相关;资本充足率与资产收益率和上市与否显著正相关,与风险资产规模、银行规模和GDP增长率显著负相关;而资产增长率对资本资产比率和资本充足率都没有影响。
Based on capital-assets ratio and capital adequacy ratio, this paper uses panel data of eight jointstock commercial banks in 1998-2005 to study the determinants of banking sectors＇ capital structure from six aspects including risk, profit, size, cycle, growth and listed or not. The research findings indicate that capital-assets ratio with bad loan ratio and ROA have significant positive relation to capital-assets while ratio with bank size has a significant negative relationship; capital adequacy ratio with ROA and whether listed are significantly positively related; capital adequacy ratio with risk assets amount, bank size and GDP growth rate are significantly negatively related. The research result also shows that assets growth rate has no effect on capital-assets ratio and capital adequacy ratio.
出处
《当代财经》
CSSCI
北大核心
2008年第6期39-44,共6页
Contemporary Finance and Economics
基金
国家自然科学基金资助项目(70262001)
关键词
银行业
资本结构
资本资产比率
资本充足率
Banking sectors
Capital structure
Capital-assets ratio
Capital adequacy ratio
