Research On The Capital Adequacy Ratio And Stability Operation Of China Commercial Banks

As the main body of the modern financial system,commercial banks are essentially a financial institution with a profit-making function and a variety of financial products as its business objectives.Commercial banks play an important role in the economic and social development of a country,and its soundness is related to the economic security of a country.Since the Basel Accord established a risk management system with capital supervision as its core,the capital adequacy ratio requires the approval of national regulatory authorities,and whether the increase in capital adequacy ratio in the academic community can effectively reduce the bank's operational risk.The extent of the impact of bank stability has been controversial.This paper focuses on the relationship between capital adequacy ratio and operational stability,and discusses the impact of capital adequacy ratio on the operational stability of commercial banks in China.This paper first examines the effectiveness of capital adequacy regulation in the context of the promulgation and implementation of the new regulations on China's capital adequacy ratio in 2013.Before and after the introduction of the new rules for capital supervision in 2013,the t-test method was used to test whether there is a significant difference in the capital adequacy ratio of commercial banks in China.The results show that the capital adequacy ratio regulation has a positive effect on banks whose indicators are not up to standard or abnormal performance,but the promotion effect of banks with good capital adequacy ratios such as the state-owned five major banks is not significant.This paper focuses on the effect of capital adequacy ratio on the operational stability of commercial banks.The panel data of 16 listed banks in 2008-2017 is selected as the research sample.Based on the internal and external factors,the Z-Score is used to measure the bankruptcy risk.The data were empirically tested by fixed-effect regression,and the samples were divided into two sub-samples of state-owned banks and non-state-owned commercial banks for robustnessanalysis.At the macro level,the bank loan approval condition index is used to measure the bank risk commitment.Through the random effect regression and principal component analysis method,the main influence components such as capital supervision and macro policy are separated from the risk-bearing influencing factors,and the capital adequacy ratio is investigated.Influence the size and contribution,and clarify the relationship between China's capital adequacy ratio supervision and bank risk exposure.The results show that the capital adequacy ratio has a significant impact on the operational stability of commercial banks.The two are “ inverted U ”relationships,while macroeconomics and policies and asset quality are the two main components that affect bank risk exposure.Therefore,the policy authorities should consider the industry's overall capital adequacy ratio and changes in macro and micro indicators while strictly requiring capital adequacy ratios to meet the standards,and use regulatory measures flexibly.In daily operations,banks must maintain a benign development of capital adequacy ratio,strengthen their own management,and make good predictions of economic forms.