我国商业银行资本充足率研究.pdf

- 。Abstract l ～ I l I Abstract } l l The bank’S capital adequacy also named as moderate capital size of bank，it is a } commercial baIlk·s capital sh。uld maintain to protect the illtercsts。f deposit。rs趾d ! creditors，but also make bank obtain the normal profit at certain risk．The bank-s l capital adequacy ratio is used to evaluate capital adequacy of bank，it refers to the ● capital tO risk—weighted assets ratio． I According to the situation of China’S banking,CBRC draw out”commercial l bank’S capital adequacy ratio management approach”and established a Chinese I commercial bank capital regulatory framework in March 2004．Because before 2004， l the capital adequacy ratio of most Chinese commercial banks are lower than most of ： requirement of 8％of the regulatory requirements，so most Chinese scholars focused on how to increase commercial bank regulatory capital to broaden the bank’S capital I and how to add channels and improve the capital complementary mechanism．With ! the listing of China’S commercial banks and sell secondary bonds，the introduction of l foreign strategic investors，most commercial bank’S capital adequacy ratio has reached 8％，and therefore research in this area is no longer of great significance．Change previous method in studying capital adequacy ratio，this article begins to studying Enterprise—Wide Risk Management to improve the management of capital adequacy ratio． In this paper，mathematical model of reasoning indicates that the rate of commercial bank’S capital increase will be effective to expand business in hi【gh—risk assets；another conclusion from an empirical point of view is that commercial increased risk of pre-commercial bank’S capital adequacy ratio will lead to low capital adequacy ratio．So commercial bank in China must control all sorts of risk in bank by Enterprise-Wide Risk Management． Studying Enterprise—Wide Risk Management in Chinese bank，the author finds there are two key problems in risk management，they are bank governance and skill o