商业银行资本充足性对盈利能力影响的实证研究

An Empirical Study of the Impacts of the Commercial Bank's Capital Adequacy to the Profit Ability

本文采用我国目前16家上市商业银行2008-2012年的数据,构建多元回归模型,运用最小二乘法,研究分析商业银行资本充足性与盈利能力的内在关系及其影响。回归分析结果表明:中国商业银行资本充足率和核心资本充足率都对其整体盈利能力产生正向影响,对银行盈利能力起着促进作用;但同时也发现大型商业银行资本充足率和核心资本充足率达到较高水平后,增加银行的资本充足率对其盈利能力并不产生显著的正向影响,有可能产生负面的效应。因此,本文提出:商业银行应不断加强银行资本管理,适当提高银行资本充足率和核心资本充足率,从而提高银行的盈利能力;对商业银行资本充足监管应采取分类的差别化监管政策,推动商业银行加快自身业务转型、优化结构,加强资金营运管理,创新盈利增长模式。

Based on the data of 16 listed commercial banks in China from 2008 to 2012 and SLS estimation method, this paper constructs the regression model to analyze the impacts of the commercial bank＇ s capital adequacy and its profit ability. The results show that the capital adequacy ratio and the core capital adequacy ratio of all Chinese commercial banks have positive impacts on profit ability, and this ratio improves their profitability. The study also find that the capital adequacy ratio and the core capital adequacy ratio of Chinese great commercial banks have no significant impact on profit ability by increase the capital ratio of Chinese great commercial banks, when the capital adequacy ratio and the core capital adequacy ratio of Chinese great commercial banks have achieve higher level, and to be likely have negative domino effect. The paper suggests that Chinese commercial banks ought to enhance capital managements and propriety to raise the capital adequacy ratio and the core capital adequacy ratio so as to improve the profit ability ; The capital adequacy supervision of Chinese commercial banks ought to be take classified different supervise policy, Chinese commercial banks also should expedite change self-operation model, to optimize operation struc）ure, to enhance capital operate management, and to innovate a new pattern of the commercial banks＇ profitability growth.