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The capital adequacy ratio of commercial banks in China under the new Basel regulatory differentiated

Author: LiangXiaoFang
Tutor: ZhangXu
School: Qingdao University
Course: Finance
Keywords: New Basel Accord Commercial Bank Capital Adequacy Ratio Differential Supervision
CLC: F832.1
Type: Master's thesis
Year: 2006
Downloads: 335
Quote: 0
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Abstract


It is regulated that the capital adequacy of international commercial banks should not be smaller than 8% in Basel Accord 1988. In new Basel Accord 2004, capital adequacy management is one of Three Pillars of the accord. Both emphasized the importance of capital adequacy supervision. Chinese government promulgated the metrical criterion of the Capital Adequacy Ratio (CAR) and first time introduced it into supervision in 1993. Commercial Bank Law of RR.C that promulgated in 1995 regulated that CAR should be higher than 8%. In 2004, Chinese Banking Regulatory Commission (CBRC) promulgated again "Commercial Bank Capital Adequacy Ratio Management Method", which perfects the requirement of the CAR management.CBRC regulated that the CAR of Chinese commercial banks must be higher than 8% of the CAR before Jan 1, 2007. However, there is a huge capital gap which can’t be solved in short time. On the other hand, the requirement of 8% doesn’t coincide with our fact. Therefore it is hard to realize the requirement of 8%.In this article, the author firstly introduces the comment and evolution of old and new Basel Accord, and analyzes its change tendency of banking supervision. Secondly, I discuss the requirement of the CAR in theory to emphasize the importance of the CAR supervision. Thirdly, I prove that it is irrelevant between ROA (Return of Asset) and CAR by testing data of American commercial banks from 1988 to 2005. Finally, according to the statement of the CAR supervision in China, give some useful suggestion to improve the efficiency of supervision.My conclusions: one is to propose to strengthen supervision and carry out variant CAR criterions to different banks according to the spirit of Basel Accord and the statement of our country;the other one is to suggest to add some supervisory indexes to strengthen the supervisory efficiency, such as Real CAR, the Rate of Capital to Equity, the Rate of High risk Exposure.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Finance, banking system
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