摘要
本文选取了2000—2006年我国17家商业银行的时序与截面混合数据,采用Logit回归及多元回归法对影响我国商业银行资本充足率的因素进行了实证分析。实证结果表明,资本充足率与银行规模、资产收益率、上一期资本充足率、股权结构、资本市场回报率呈正相关关系,与银行信誉、不良资产率和宏观经济状况呈负相关关系。最后,对我国商业银行资本金的管理提出建议。
Using the cross-section time-series mixed data about 17 commercial banks in China during 2000-2006,this paper empirically analyzes the factors influencing capital adequacy ratio of commercial banks in China by the Logit regression and the multiple regression. Empirical results show that capital adequacy ratio has positive correlation with bank size,return on assent,on a capital adequacy ratio,equity structure and rate of return of eapital market,and has negative correlation with bank credit, non-performing asset rate and macro economic situation. Finally, it puts forward some suggestions for the management of capital of commercial banks in China.
出处
《技术经济》
2009年第7期90-99,共10页
Journal of Technology Economics
关键词
商业银行
资本金
LOGIT回归
多元回归
实证分析
commercial bank
capital
Logit regression
multiple regression
empirieal analysis
