资本约束对我国上市银行资产配置行为的影响

摘要

选取2004～2011年中国上市商业银行财务数据,研究资本约束对我国上市商业银行资产配置行为(主要是信贷资产配置行为)的影响.本文发现,自2004年中国资本监管制度实施以后,上市商业银行的资产规模不断增长,贷款占总资产比率呈下降趋势,资本充足率和所有者权益占比呈上升趋势；但是回归分析发现资本约束对我国上市商业银行资产配置行为的影响有限.%This passage conducted research on the impact of capital constraints on the asset allocation (mainly loan allocation) behavior of China's listed commercial bank from 2004 to 2011. According to the descriptive statistics and panel data regression results, we found asset scale of the listed commercial banks of China was increasing gradually, while the loan ratio was decreasing, capital adequacy ratio and equity ratio were increasing. China's government imposed "strict constraints" on bank's capital in 2004, but the regression result shows the correlation is not significant, which indicates that the constraint is limited.