| 商业银行的监管资本充足率和经济资本收益率管理研究 |
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| 引用本文： | 陈德胜,姚伟峰,冯宗宪.商业银行的监管资本充足率和经济资本收益率管理研究[J].北京工业大学学报(社会科学版),2005,5(1):15-20. |
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| 作者姓名： | 陈德胜 姚伟峰 冯宗宪 |
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| 作者单位： | 1. 西安交通大学,经济与金融学院,西安,710061
2. 西安交通大学,管理学院,西安,710049 |
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| 摘 要： | 在巴塞尔资本协议框架下,综合研究了商业银行在满足了监管资本配置基本要求的基础上,根据监管 资本配置的基本原则进行经济资本配置优化管理的问题,认为中国商业银行的资本充足率已于近年来得到了较 好的改良,并指出中国的商业银行今后在通过发行次级债券等渠道提高资本充足率的同时,应进一步关注资本 收益率和股东附加价值的提高。
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| 关 键 词： | 监管资本 资本充足率 资本收益率 经济资本 |
| 文章编号： | 1671-0398(2005)01-0015-06 |
| 修稿时间： | 2004年7月16日 |
A Study on Management of Supervisory Capital Adequacy and Ratio of Economic Capital Return of Commercial Bank |
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| CHEN De-sheng,YAO Wei-feng,FENG Zong-xian.A Study on Management of Supervisory Capital Adequacy and Ratio of Economic Capital Return of Commercial Bank[J].Journal of Beijing Polytechnic University(Social Sciences Edition),2005,5(1):15-20. |
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| Authors: | CHEN De-sheng YAO Wei-feng FENG Zong-xian |
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| Abstract: | Capital allocation means to link capital requirement with risk measurement to insure capital to be allocated to the most suitable area. Effective capital allocation procedure and optimized capital allocation performence is basic and necessary condition to bank share value maximization. Under framework of the Basel Accord, the paper discusses the optimization management of capital allocation according to some basic principles. It points out that capital adequecy of China' s commercial banks has improved and contends that China's commercial banks should improve the economic capital return while raising capital adequency and shareholder value added. |
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| Keywords: | capital adequecy supervisory capital economic capital capital return |
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