附属资本与银行行为

Supplementary Capital and Bank Performance

利用2000～2010年我国34家银行的相关数据,研究了资本和资本结构对银行行为的影响。结果发现,GDP增长率、短期利率、房地产价格等宏观变量的结论强调了信贷、收益和贷款损失的顺周期性;资本水平对信贷增长的影响是正向的,与银行收益率也是正相关的,与净冲销和准备金提取则是负相关的。

Using the panel data of 34 commercial banks from 2000 to 2010,this paper tries to find out the influence from capital and capital structure to bank behavior.The authors find out these macro results such as the growth rate of real GDP（DGDP）,real interest rates（RSR） and real house price growth（DRHP） underline the procyclicality of lending,earnings and loan losses;the effect of capital on lending growth is positive and it is also positively related to bank profitability.On the other hand,the capital ratio is negatively related to both write-offs and provisions.In addition,this paper also finds a higher supplementary proportion to be consistent with poorer risk management.