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首页> 外文会议>Annual Meeting of Risk Analysis Committee of China Association for Disaster Prevention >Capital Adequacy Ratio, Bank Size and Commercial Bank Risk Bearing: Empirical Analysis Based on 16 Listed Commercial Banks
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Capital Adequacy Ratio, Bank Size and Commercial Bank Risk Bearing: Empirical Analysis Based on 16 Listed Commercial Banks

机译：资本充足率，银行规模和商业银行风险承担：基于16个上市商业银行的实证分析

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摘要

Based on the panel data of 16 listed commercial banks in China from 2005 to 2017, this paper uses LS panel data model to analyze the relationship between capital adequacy ratio, bank size and risk bearing of commercial banks in China. The empirical results show that increasing the capital adequacy ratio can reduce the risk bearing behavior of commercial banks; The scale of the bank has a significant negative correlation with the risk bearing behavior of commercial banks in China. The larger the scale, the lower the risk bearing behavior of the bank; Under the condition of increasing the bank size, the capital adequacy ratio has a significant positive correlation with the risk assumption of the commercial bank, that is, the size of the bank inhibits the restraint of the capital adequacy ratio on the risk assumption behavior of the commercial bank to a certain extent. Finally, it is concluded that China's regulatory authorities should fully consider the role of different bank sizes in risk taking when preventing bank risks, and adopt a differentiated capital adequacy ratio system.
机译：根据2005年至2017年中国上市商业银行的16个小组数据，本文采用LS面板数据模型分析了中国商业银行资本充足率，银行规模和风险承担之间的关系。经验结果表明，增加资本充足率可以降低商业银行的风险承担行为;银行的规模与中国商业银行的风险承担行为具有显着的负相关性。尺度越大，银行的风险承担行为越低;在增加银行规模的条件下，资本充足率与商业银行的风险假设具有显着的正相关，也就是说，银行的规模抑制了资本充足率对风险假设行为的限制商业银行在一定程度上。最后，据悉，中国的监管机构应充分考虑不同银行规模在防止银行风险时面临的风险的作用，并采用差异化的资本充足率制度。

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