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| 杠杆率监管对商业银行盈利能力的影响分析与对策建议 摘要 由于资本充足率作为单一资本监管指标的弊端，《巴塞尔协议III》将杠杆率加入监管指标之中。根据国内外文献，本文通过文献和实证分析探讨杠杆率监管与银行盈利水平关系。基于数据的可得性，本文利用2015-2019年19家银行季度数据去回归分析。回归结果为，杠杆率指标对城市商业银行盈利性具有最为显著的负面影响，其次是股份制商业银行和全样本银行。相反，大型国有银行的盈利水平受杠杆率影响甚微。根据回归结果，本文提出几点对策：在监管当局上，有关监管部门应当对不同种类银行实施差异化监管、积极促进资本充足率与杠杆率优势互补、促进商业银行经营透明化和市场约束；在商业银行上，银行应增加资本补充手段、完善内部杠杆率监管及信息披露体系和积极开拓金融创新业务，以至于提高其竞争力。 关键词：杠杆率；监管；商行盈利；影响与对策 Analysis of the impact of leverage ratio supervision on theprofitability of commercial banks and countermeasures ABSTRACT Due to shortcomings of capital adequacy ratio as a single capital regulatory indicator, Basel III added leverage ratio to the regulatory indicators. Under domestic and foreign articles,this paper explores the relationship between leverage ratio and bank profitability through literature and empirical analysis. Given availability of data,this paper uses quarterly data of 19 banks from 2015 to 2019 to perform regression analysis. The regression result is that the leverage ratio index has the mostsignificant negative effect on the profitability of city commercial banks, followed by joint-stock commercial banks and full-sample banks. Conversely, the profitability of large state-owned banks is little affected by leverage ratio indicators. Based on the results, this article proposes several countermeasures: As for supervisory authorities,relevant supervisory authorities should implement differentiated supervision of different types of banks, actively promote the complementary advantages of capital adequacy ratio and leverage ratio,and promote the transparency of commercial bank operations and market constraints;As for commercial banks, banks should increase capital replenishment methods, improve internal leverage ratio supervision and information disclosure systems, and actively develop innovative financial services so as to enhance their competitiveness. Key words: leverage ratio; regulation;commercial bank profitability; impact and countermeasures |
