文档介绍：南京航空航天大学
硕士学位论文
我国上市银行资本充足率对效率的影响研究
姓名:丁滟湫
申请学位级别:硕士
专业:金融学
指导教师:仇冬芳
2011-03
南京航空航天大学硕士学位论文
摘要
随着我国金融体制改革步伐的加快,金融监管的措施越来越严格,商业银行的竞争越来越
激烈,迫使各家商业银行通过各种方法来提高自己的竞争力。效率作为银行竞争力的集中体现,
决定着银行的发展,商业银行效率的高低直接关系到我国社会资源的配置效果和经济的发展,
因此商业银行效率问题的研究具有重要意义。同时,资本充足率作为监管部门监管商业银行的
重要指标,在为银行安全性保驾护航的同时影响商业银行效率。本文主要研究上市银行资本充
足率对效率的影响,并深入分析其成因。
本文以商业银行的资本充足率理论和效率理论作为理论支撑,借鉴国内外相关文献的研究
方法,结合我国上市银行的具体数据进行实证分析,研究上市银行资本充足率对效率的影响。
在实证分析的过程中论文通过构建面板数据模型,研究 2005 年—2009 年 11 家上市银行资本充
足率与效率之间的关系,并分析其原因,提出政策建议。研究表明,我国上市银行资本充足率
和效率之间有着显著的正相关关系,随着资本充足率的提升,上市银行的效率也会有显著的提
高。
关键词:银行效率;资本充足率;数据包络分析;面板数据模型
I
资本充足率对我国上市银行效率的影响研究
Abstract
Along with the acceleration of the domestic financial system and increasingly stringent
regulatory measures, it is petitive along the banks, which mercial banks improve
petitiveness by all kinds of ways. To be the embodies of banks’ competition, efficiency
determines the development of the banks, The level of efficiency mercial banks directly related
to effects of social resource allocation, then it depends China's economic development, so it is
consistent with the specific conditions of our country to research the efficiency. For the second reason,
Capital adequacy ratio is an important indicator for regulators mercial banks, it is
necessary and having practical significance to research if capital adequacy ratio can affect the
efficiency mercial banks. The article researches the relationship of capital adequacy ratio and
efficiency mercial banks, and it explains the specific reasons for the relationship.
In this article, capital adequacy ratio mercial banks and efficiency theory as theoretical
supports, it learns with the capital adequacy ratio improved the efficiency of listed banks also
increased significantly l adequacy ratio of banks listed on the efficiency. In the process of empirical
analysis, the article researches the relationship between capital adequacy and efficiency of 11 listed
banks from 2005