basel新资本协议与我国银行资本充足率监 管分析word格式论文.docxVIP

ThesecondchaptersummarizesthecalculationmethodologyaboutCARintheBaselAccord, andchiefly pointsout themainmerits andthe demerits.And itintroducestheinternationalexperienceofthemanagementofCAR,nextanalysestheactualityofourcountry’sCAR,Thethirdchapterestablishesamodeltotestifythevalidityofthemanagementof CAR,andmakesuseofsomedatatodemonstrateit.Thefourthchapterestablishesamodeltoprovetheimpactamongtheloan,thenetandCARofthebank,andmakesuseofsomedatatodemonstrateit.Nextthepaperaffordssomeadvicestoincreasesit.Thelastchapterisasummarytothisresearch.Keywords:BaselAccord,CapitalAdequacyRatio,TheValidityofthesupervisionManagement,ThecrunchImpact目录第一章引言....................................................11.1研究背景...................................................11.2国内外研究现状.............................................21.2.1国外研究现状.........................................21.2.2国内研究现状.........................................61.3本文研究思路及其创新点.....................................6第二章Basel资本协议及其资本充足率监管实践经验72.1Basel资本协议72.1.11988年Basel资本协议及其资本充足率计算方法72.1.22001年Basel资本协议及其资本充足率计算方法82.2 银行资本充足率监管的实践...................................152.2.1相关国家资本充足率监管实践..........................152.2.2我国国有银行资本充足率现状..........................17第三章资本充足率监管的有效性研究及其实证分析...................203.1资本充足率监管有效性研究..................................203.1.1均衡的银行资本结构..................................203.1.2银行担保制度产生的必然性............................203.1.3资本充足率监管的有效性..............................223.2我国国有银行资本充足率监管有效性的实证分析................243.2.1模型构建............................................243.2.2实证分析............................................253.2.3回归结果分析........................................28第四章资本充足率监管与银行贷款总额和收益之间相互影响研究及其实证分析....................................................304.1资本充足率监管对银行贷款总额影响的研究及其实证分析........304.1.1资本充足率监管对银行贷款影响的研究..................304.1.2我国国有银行资本充足率监管对银行贷款影响的实证分析..334.2我国国有银行资本充足率监管对银行收益影响的实证分析........364.2.1简单回归模型........................................364.2.2数据对象的选择..........................