新规下我国商业银行资本补充与应对机制研究.pdfVIP

Abstract This paper find the main reason for the lack of capital is the fast expansion of asset. The others, including new rules of qualified capital, capital deduction and risk-weighted coefficient, will aggravate the capital shortage, depending on analysis of Capital Supplementary of Chinese Commercial Banking. There is an obvious trend of capital supplementary in Chinese commercial banking, which is the proportion of internal capital has been increasing. To be specific, earning-retained raises faster compared to other internal capital components and equity supplementary is still the main component of external capital, however, the proportion decrease slightly. Besides, there is few kinds of debt supplementary way, in which subordinated debt plays the vital part. According to the empirical analysis of internal and external capital, this paper predict the internal capital could not support the high-speed expansion of asset and several factors, including the profitability of bank, pressure of supervision as well as the development of capital market, would impact external capital. Consequently, this paper gives suggestion to Chinese banking to find the most efficient way to supplement capital. Firstly, Chinese banks should focus on how to expend earning-retained and offer stocks to shareholders to enrich capital. Secondly, innovation of qualified capital is more important to small and medium-sized banks. The last but not the least, develop the low risk-weighted business, such as loan of small and micro business, consuming loan, intermediary business and ABS. Keywords ：Commercial banking, Chinese Basel Ⅲ,Capital supplementary