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摘要商业银行作为最较为保守稳健的金融机构，随着全球经济环境的变化，其对资本的要求越来越高，越来越细化。各个国家的金融监管部门将资本充足率作为最重要的监管对象之一。2013年1月1日，我国银行业监督管理委员会正式实施了《商业银行资本管理办法》，要求各银行须在2018年底全面达到监管要求。然而，由于我国商业银行获利渠道较少，且新的《办法》要求较高，如何优化资本充足率成为了商业银行亟需解决的问题。32622
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本文通过对我国15家上市银行年面板数据进行研究，并根据实证研究的结果提出相应的对策和建议。研究表明，上市银行的盈利能力、国内生产总值增长率与资本充足率正相关，成长性、不良贷款率与资本充足率负相关，银行规模、所得税率以及所有者权益与资本充足率相关性不显著。并基于以上结论提出了对策与建议。
关键词 上市银行 资本充足率 影响因素 实证研究
毕业论文外文摘要
Title An Empirical Study on the Determinants of Capital Adequacy Ratios of Chinese Quoted Banks
Abstract
Commercial banks, as most of the more conservative financial institutions, along with changes in the global economic environment, its capital have become increasingly demanding, more and more refined.Each country's financial regulators capital adequacy ratio as one of the most important regulatory targets.January 1, 2013, China's Banking Regulatory Commission formally implemented the Rules for Regulating the Capital Adequacy Requirement of Commercial Banks, requiring all banks are required to fully meet the regulatory requirements by the end of 2018.However,since China's commercial banks profitable channels are unitary ,with the higher new Rules , how to optimize the capital adequacy ratio of commercial banks has become an urgent problem.
Based on our 15 listed banks 2006--2013 panel data to study and propose appropriate measures and recommendations based on the results of empirical research.Research shows that the profitability of listed banks, GDP growth and capital adequacy ratio positively correlated growth, non-performing loan ratio and capital adequacy ratio negatively correlated, bank size, income tax rates, and owners' equity and capital adequacy ratio relevance not significant.Based on these conclusions and put forward countermeasures and suggestions.
Keywords Quoted banks Capital Adequacy Ratios Determinants Empirical Study
目 次
1绪论 2
1．1选题的目的和意义 2
1．2研究思路与研究方法 3
1.3.1研究思路 3
1.3.2研究方法 3
2文献综述 4
2.1 国外文献综述 4
2.2国内文献综述 5
3资本充足率与巴塞尔协议 8
3．1资本充足率相关概念 8
3.1.1银行资本构成 8
3.2.1资本充足率 8
3．2巴塞尔协议在我国的实施 9
3.2.1在我国的实施进程 9
3.2.2巴塞尔委员会对我国执行《巴塞尔协议Ⅲ》情况的评估结果 10
4我国上市银行资本充足率现状及存在的问题 11
4．1五大国有银行资本充足率现状 11
4．2股份制银行资本充足率现状 12
4．3城市银行资本充足率现状 13