作　　者： (赵静）; (王海杰）; (卢方元）;

机构地区： 厦门大学经济学院金融系

出　　处： 《南京社会科学》 2017年第8期27-35,共9页

摘　　要： 本文基于中国55家商业银行2007-2015年的面板数据,分析了资本监管与银行风险承担行为的关系,并探讨了银行股权结构对二者关系的影响。结果表明:第一,银行的资本充足率监管套利行为比较严重,资本充足率和核心资本充足率显著提高了我国银行风险承担;第二,杠杆率显著降低了我国银行风险承担;第三,银行股权集中度增强了资本充足率和核心资本充足率对银行风险的增加作用,削弱了杠杆率对银行风险的降低作用;第四,非国有银行的资本充足率监管套利行为更严重,杠杆率对其风险的降低作用更小,其股权集中度对资本水平与银行风险关系的增强作用更大。 Based on panel data from 2007-2015 in 55 Chinese commercial banks,this paper explores the effect of capital regulation on banks' risk taking. Moreover we find that bank ownership structure have an important effect on their relationship. The empirical results show that both capital adequacy ratio and core capital adequacy ratio increase bank risk taking and banks will engage in regulatory arbitrage based on capital adequacy ratio. Leverage ratio decreases bank risk taking.Thirdly,higher ownership concentration will magnify the bad consequence of capital adequacy ratio on bank risk and will offset some good effect of leverage ratio. Finally,for non-state banks regulatory arbitrage is more serious and leverage ratio has less effect. Higher ownership concentration of nonstate banks plays the role of increasing bank risk.

关 键 词： 资本监管 银行股权结构 银行风险