Research On Leverage Rate Regulation Of Chinese Commercial Banks

Since 2008,the global financial crisis causes a new round discuss on large banks’risk management capabilities.High leverage effect and highly modeled structured products troubled national regulatory authorities.Basel Committee introduced Basel III under such a economic background, to construct a new framework for international risk regulation in order to strengthen risk resilience of the bank and to maintain financial system stability.Basel III applied many risk management tools to implement a comprehensive reformreform in banking regulation.Among the new tools,the request of capital ratio,capital adequacy ratio is improvedcore and add countercyclical capital buffer ratio and other new indicators.While the leverage ratio is seen as an effective complement to the capital adequacy ratio,and in the role of improving the bank capital procyclical effect was high hoped.The capital adequacy ratio of commercial banks is basically standard,but the capital can not cover the risk. So The Basel Committee has proposed a leverage index as a supplementary measure of capital adequacy.The application value and practical significance of this topic is to study the way in which commercial banks maximize their utility and to explore the path of sustainable development of a commercial bank.This paper studies the related issues of leveraged rate regulation of Chinese commercial banks,based on the annual data of China’s listed commercial banks from 2006 to 2015.And calculate the leverage ratio of Chinese listed commercial banks using panel data.Also,this paper also analyzes the effectiveness and the problems of leverage regulation and make some comments.