资本监管对我国商业银行风险承担的影响研究

Research on the Influence of Capital Regulation on Risk Taking of Chinese Commercial Banks

摘要: 资本监管对我国商业银行的影响是金融稳定研究的关键议题之一。随着监管要求的加强，银行必须维持更高的资本水平来抵御潜在的风险，这直接影响它们的风险承担能力。货币政策在这一背景下的作用显得尤为重要，通过调整利率和流动性，可以影响银行的贷款行为和风险偏好，从而对其风险承担水平产生影响。因此，综合考虑资本监管与货币政策的双重影响，对于理解和预测商业银行在不同经济环境下的行为变化具有重要意义。经过深入研究和分析，本文得出结论：第一，资本监管压力的提高有助于减弱商业银行的风险承担水平，尤其在股份制商业银行中效果明显。第二，宽松的货币政策会削弱资本监管对银行风险承担的约束效应。

Abstract: The influence of capital regulation on Chinese commercial banks is one of the key issues in financial stability research. With increased regulatory requirements, banks must maintain higher capital levels to withstand potential risks, which directly affects their risk taking capacity. In this context, the role of monetary policy is particularly important. It can affect the lending behavior and risk appetite of banks by adjusting the interest rate and liquidity, and then affect their risk bearing level. Therefore, the comprehensive consideration of the dual impact of capital regulation and monetary policy is of great significance for understanding and predicting the behavioral changes of commercial banks in different economic environments. After in-depth research and analysis, this paper draws the conclusion: first, the increase of capital supervision pressure is helpful to reduce the level of risk bearing of banks, especially in joint-stock commercial banks. Second, loose monetary policy will weaken the constraining effect of capital regulation on banks’ risk-taking.