基于资本充足率要求的我国商业银行风险控制有效性研究

资本充足率作为《巴塞尔协议》的重要组成部分,一直以来就是各国商业银行监管工作的重点,2008年全球金融危机的爆发更是将更多的目光吸引至此。应用面板数据模型测度我国资本充足率要求对商业银行风险控制有效性的实证研究结果表明,我国商业银行资本充足率的限制具有降低银行外部风险、增强商业银行内部稳定性的功能。应建立一种显性的存款保险制度来规范我国商业银行的救助机制,与资本充足率监管一起形成维护我国商业银行稳定的"安全网"。

Study on the Effectiveness of Risk Control of Commercial Banks in China Based on CAR Requirement

As one of the most important parts in the Basel III Accord,CAR has been the focus of supervision of financial banks worldwide.Soon after the global financial crisis broke out in 2008,CAR attracted more attention from the world.An empirical work has been done to ascertain that CAR requirement plays an effective role in risk control of commercial banks by using the panel data model.The message indicates that the restrictions of CAR can reduce the external risks,and enhance the internal stability of commercial banks.So an explicit deposit insurance system should be established to regulate the relieve mechanism and this system and CAR can create a "safe net" for maintaining the stability of commercial banks in China.