中国城市商业银行资本充足率的影响因素分析--基于6家上市城市商业银行的数据

A Research on the Influencing Factors of the Capital Adequacy Ratio of the City Commercial Banks in China--Based on the Data of Six Listed City Commercial Banks

选取6家上市城市商业银行的面板数据,对资本充足率的影响因素进行分析。研究发现,权益增速对资本充足率增速的解释作用较好,其次是利润增速和不良贷款率增速,两者与资本充足率增速的变动方向都是相反的。解释作用较差的是贷款增速,而资产增速与资本充足率增速的关系不确定。据此提出提高城市商业银行资本充足率的对策,包括通过增发股票和发行长期次级债券等方式补充资本金,以及通过调整资产组合、改善资产结构、减少不良贷款和加强风险管理团队的建设等措施降低风险加权资产总量。

Based on the panel data of six listed city commercial banks,the paper analyzes the influencing factors of the capital adequacy ratio.The result reveals that equity growth has the best effect on the growth rate of capital adequacy,followed by profit growth and nonperforming loan ratio growth,both of which are opposite to the change of capital adequacy ratio growth.The effect of the loan growth is poor and the relationship between asset growth and capital adequacy ratio growth is uncertain.Based on this result,the measures of promoting the capital adequacy ratio of the city commercial bank are suggested.