商业银行资本充足率与其效率相关性的实证分析

本文选用9家商业银行为研究对象,运用面板数据分析方法,探索资本充足率与商业银行效率之间的关系。实证结果表明,资本充足率与商业银行效率之间存在弱的负相关关系。在一定的资本充足率条件下,商业银行经营效率随着资本充足率提高而提高,超过一定的资本充足率后,商业银行经营效率随之提高而降低。同时分析比较了国有银行和股份制银行的最优资本充足率。

An Empirical Analysis on the Correlation between Capital Adequacy Ratio and Efficiency of Commercial Banks

This paper selects nine commercial banks as the research object in order to explore the relationship between the capital adequacy ratio of commercial banks and their efficiency using the panel date analysis.The empirical results show that there is a weak negative correlation between them.In certain conditions,the commercial banks efficiency improves with the capital adequacy ratio increasing.And when the capital adequacy ratio increases to a certain extent,the efficiency reduces.At the same time,this paper analyzes and compares the optimal capital adequacy ratio between the state-owned banks and joint-stock banks.