资本约束、异质性与银行经营绩效——基于金融危机的视角

Capital Constraints,Heterogeneity and Banks Business Performance——Based on the Perspective of Financial Crisis

为解决实施有效的资本约束和处理资本约束与银行绩效的关系,文章基于金融危机的视角,通过选取216家我国商业银行2006-2016年的微观数据,运用固定效应模型进行分析,研究发现:与外国商业银行不同,我国商业银行资本约束程度与其生存能力、市场占有能力显著相关,与盈利能力关系并不显著,同时,在对银行进行分类检验中发现存在着差异,进一步分析了资本约束在金融危机中的表现。采用生存能力、市场占有能力和盈利能力对银行绩效进行描述分析,与现有文献研究相比,其指标更加全面。针对不同类型银行,实行差别化的资本监管标准,防范金融风险和提高银行绩效,具有重要的现实意义。

In order to solve the relationship between effective capital constraints implementing,capital constraints processing and bank performance,this paper,based on the perspective of financial crisis and by selecting the micro data of 216 China s commercial banks from 2006 to 2016,applies the fixed effect model to make an analysis.The study shows that the degree of capital constraints of China s commercial banks is significantly related to their survival ability and market possessions,and is not significant to the profitability,which is different from foreign commercial banks.Furthermore,there are differences in the classification test of banks,and the performance of capital constraints in the financial crisis is further analyzed.The bank performance is described and analyzed by means of survival ability,market possessions and profitability.Compared with the existing literature research,the indicators which reflect the bank performance are more comprehensive.In view of different types of banks,it is of important practical significance to implement the differentiated capital regulatory standards,control the financial risks and improve the bank performance.