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Of capital supervision of listed commercial bank efficiency
Author: YangBo
Tutor: SongDeAn
School: Northwestern University
Course: Finance
Keywords: Capital regulation Bank Efficiency Data Envelopment Panel data model
CLC: F832.51;F224
Type: Master's thesis
Year: 2011
Downloads: 154
Quote: 0
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Abstract
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The outbreak of the financial crisis in the United States in 2008 , the impact of the global economy , economic growth and financial development of countries in the world have caused a lot of influence . The current financial crisis in countries around the world have a new understanding of the financial liberalization , the financial industry , especially the development of the banking sector and its regulators become a topic of concern . With the end of the U.S. subprime mortgage crisis in the post-crisis era , the national regulatory authorities on the future development of the financial sector also achieved a consensus , it is necessary to further strengthen the supervision to prevent risks through effective supervision of the financial sector , improve the efficiency of the financial sector , and promote the healthy and stable development of the financial sector . By studying the New Basel Capital Accord \First capital regulation of listed commercial banks efficiency of domestic and foreign literature reviewed , and theoretical review . Goes on to describe the status of the development of China's banking industry and our financial regulatory system , and pointed out the existing problems in its development . The theoretical analysis of capital regulation on the efficiency of listed commercial banks , building theoretical models and mathematical analysis . Empirical , first select the appropriate input and output indicators , data envelopment method to evaluate the efficiency of listed commercial banks , followed by efficiency as explanatory variables , the capital adequacy ratio of the explanatory variables , adding the bank 's own capital and loan-to-deposit ratio as a control variable , and the financial crisis dummy variable , variable intercept model selection of fixed - efficient panel regression analysis . Through theoretical analysis and empirical analysis , we draw conclusions capital regulation is conducive to the efficiency of commercial banks . That commercial banks' capital adequacy ratio improved to increase the profitability of the commercial banks to increase investor confidence in commercial banks , so that the operations of the commercial banks more stable , and relevant policy recommendations to improve the supervision of the commercial banks in China .
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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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