A Study On The Optimal Supervision Capital Quantity Of Commercial Banks

At present,both Basel Committee and China Banking and Insurance Regulatory Bureau require a minimum capital adequacy ratio of 8% for a single bank.Capital requirement is one of the measures taken by the regulatory authorities to deal with the unexpected losses of commercial banks.At present,most of the research on the efficiency of capital supervision focuses on the impact of capital supervision policy on the operational efficiency and risk preference of a single bank.This paper regards (1(6 as a quantitative index of bank risk,and defines the amount of capital that the bank maximizes its profit under given risk level as private economic capital.Correspondingly,the amount of capital that a single bank that maximizes social welfare should hold is social economic capital.This paper studies the optimal amount of regulatory capital of commercial banks and its relationship.The conclusion of dynamic change has important reference significance for optimizing bank capital supervision policy.This paper first discusses the inefficiency of private economic capital caused by the externality of bank risk in economic theory,and then proposes that social economic capital is the optimal amount of regulatory capital for banks.At the same time,it analyses the essential differences and advantages between social economic capital regulation and private economic capital regulation.Secondly,it uses the general calculation method of economic capital to measure silver.The amount of economic capital in banking system and the amount of social economic capital in each bank are calculated by Euler's theorem,and the differences between different capital adequacy ratios are compared and analyzed.Finally,the dynamic law of the amount of economic capital in banking system is discussed from the perspective of macroeconomic cycle.Empirically,16 listed banks in China are selected as research objects.The results show that the private economic capital adequacy ratio,regulatory capital adequacy ratio and actual capital adequacy ratio of a single bank are higher than the social economic capital adequacy ratio.The change of the economic capital quantity of the banking system has a cyclical law similar to the macroeconomic cycle,but relative to macroeconomic cycle.Looking at the economic cycle,the cyclical fluctuation of the amount of economic capital in the banking system is obviously lagging behind;the amount of economic capital in the banking system is changing in a continuous period of time,and it is predicted that the rate of economic capital in the banking system will tend to 0.0265 in the short term.The conclusion of this paper is that the current capital supervision aiming at maximizing the value of a single bank is inefficient.The bank capital supervision should strengthen the efficiency of macro-supervision at the level of the whole financial system,and put forward some supervision suggestions on the bank capital supervision policy,such as individualized supervision,counter-cyclical supervision and interval supervision.