摘 要
资本充足率监管作为银行监管的核心内容之一，对商业银行的稳健运营具有重要意义。本研究旨在探讨资本充足率监管对商业银行成本效率的影响，基于中国银行业的数据样本，采用DEA模型测算成本效率，并运用面板数据回归分析方法探究两者之间的关系。研究发现，资本充足率监管与商业银行成本效率之间存在显著的负相关关系，即随着资本充足率要求的提高，商业银行的成本效率呈现下降趋势。进一步分析表明，这种影响在不同规模和类型的银行中存在异质性，大型银行受资本充足率监管的影响相对较小，而中小银行则更为敏感。此外，资本充足率监管通过影响银行的风险承担行为、业务结构等间接影响成本效率。
关键词：资本充足率监管 成本效率 DEA模型
Abstract
As one of the core contents of bank supervision, the supervision of capital adequacy ratio is of great significance to the stable operation of commercial banks. The purpose of this study is to explore the impact of capital adequacy ratio regulation on the cost efficiency of commercial banks. Based on the data sample of Chinese banking industry, the DEA model is used to measure the cost efficiency, and the panel data regression analysis method is used to explore the relationship between the two. The study found that there is a significant negative correlation between the regulation of capital adequacy ratio and the cost efficiency of commercial banks, that is, with the improvement of capital adequacy ratio requirements, the cost efficiency of commercial banks shows a downward trend. Further analysis shows that this effect is heterogeneous among different sizes and types of banks, with large banks being relatively less affected by capital adequacy regulation, while small and medium-sized banks are more sensitive. In addition, the capital adequacy ratio regulation indirectly affects the cost efficiency by affecting the risk bearing behavior and business structure of the banks.
Keyword:Capital Adequacy Ratio Regulation Cost Efficiency Dea Model
目 录
1绪论 1
1.1研究背景与意义 1
1.2国内外研究现状 1
1.3研究方法与技术路线 2
2资本充足率监管的理论基础 2
2.1资本充足率监管的概念界定 2
2.2监管政策的历史演进 3
2.3商业银行成本效率的衡量 3
3资本充足率监管对成本结构的影响 4
3.1资本成本的变化分析 4
3.2运营成本的调整机制 5
3.3风险管理成本的变动 5
4资本充足率监管对运营效率的影响 6
4.1业务流程优化路径 6
4.2技术创新投入效应 7
4.3人力资源配置调整 7
结论 8
参考文献 10
致谢 11
资本充足率监管作为银行监管的核心内容之一，对商业银行的稳健运营具有重要意义。本研究旨在探讨资本充足率监管对商业银行成本效率的影响，基于中国银行业的数据样本，采用DEA模型测算成本效率，并运用面板数据回归分析方法探究两者之间的关系。研究发现，资本充足率监管与商业银行成本效率之间存在显著的负相关关系，即随着资本充足率要求的提高，商业银行的成本效率呈现下降趋势。进一步分析表明，这种影响在不同规模和类型的银行中存在异质性，大型银行受资本充足率监管的影响相对较小，而中小银行则更为敏感。此外，资本充足率监管通过影响银行的风险承担行为、业务结构等间接影响成本效率。
关键词：资本充足率监管 成本效率 DEA模型
Abstract
As one of the core contents of bank supervision, the supervision of capital adequacy ratio is of great significance to the stable operation of commercial banks. The purpose of this study is to explore the impact of capital adequacy ratio regulation on the cost efficiency of commercial banks. Based on the data sample of Chinese banking industry, the DEA model is used to measure the cost efficiency, and the panel data regression analysis method is used to explore the relationship between the two. The study found that there is a significant negative correlation between the regulation of capital adequacy ratio and the cost efficiency of commercial banks, that is, with the improvement of capital adequacy ratio requirements, the cost efficiency of commercial banks shows a downward trend. Further analysis shows that this effect is heterogeneous among different sizes and types of banks, with large banks being relatively less affected by capital adequacy regulation, while small and medium-sized banks are more sensitive. In addition, the capital adequacy ratio regulation indirectly affects the cost efficiency by affecting the risk bearing behavior and business structure of the banks.
Keyword:Capital Adequacy Ratio Regulation Cost Efficiency Dea Model
目 录
1绪论 1
1.1研究背景与意义 1
1.2国内外研究现状 1
1.3研究方法与技术路线 2
2资本充足率监管的理论基础 2
2.1资本充足率监管的概念界定 2
2.2监管政策的历史演进 3
2.3商业银行成本效率的衡量 3
3资本充足率监管对成本结构的影响 4
3.1资本成本的变化分析 4
3.2运营成本的调整机制 5
3.3风险管理成本的变动 5
4资本充足率监管对运营效率的影响 6
4.1业务流程优化路径 6
4.2技术创新投入效应 7
4.3人力资源配置调整 7
结论 8
参考文献 10
致谢 11
