基于实证分析的商业银行经济资本优化途径探讨

Discussion on Ways to Optimize the Economic Capital of Commercial Banks Based on Empirical Analysis

商业银行资本管理新办法已实施,在资本监管政策日趋严格的背景下,如何主动适应实施资本监管新规,强化资本约束,加快形成资本节约型业务发展模式,以确保银行业健康、快速、可持续发展,是当前各商业银行面临的主要课题及难题。本文选取了某大型银行不同代表性的三家分行,对其经济资本管理的措施及成效进行了实证分析,以此探索经济资本优化途径。

New ways of capital management of commercial banks have been implemented, and the policy of capital regulation tends more and more strict. Under this background, in order to have a healthy, fast and sustainable development, commercial banks should adapt the new regulation environment by adjusting itself, strength capital constraints and speed up the formation of capital saving business development mode. This is the main issue and problem faced of the commercial banks. The paper selects three different representative branches of a large commercial bank and takes empirical analysis on the measurement and effect of economic capital management in order to explore the effective channels on the optimization of economic capital management.