中文摘要：

以中国银监会于2012年发布的《商业银行资本管理办法（试行）》为依据,探讨商业银行资本水平变动对其风险承担能力的影响机理。具体来说,即在愈益严格的资本监管下,资本充足率的提高对商业银行风险承担水平的影响。在理论研究的基础上,构建了资本与风险的联立方程模型,选取63家商业银行在2006~2013年间的相关数据,运用三阶段最小二乘法（3SLS）检验资本监管对商业银行风险承担的影响程度,认为中国资本监管对商业银行风险承担水平的影响基本有效,应进一步加强和完善资本监管制度。

英文摘要：

Chinese CBRC released the ＂commercial bank＇ s capital management （tentative）＂ in 2012, which known as Chinese Basel III. This paper mainly research on how banks＇ level of capital and level of risk interact with each other and whether bank reduce the level of capital regulation. Based on the theoretical analysis, to research how capital adequacy ratio of commercial risk when improving the capital adequacy ratio under the strict it builds the simultaneous equations model of capital and risk banks affects the risk -taking behavior, using the data of 63 commercial banks from 2006 to 2013 and the three- stage least squares （3SLS） empirical approach. We have a conclusion that there is a significant negative correlation between the changes in capital and the changes in risk. U- sing the regression model for all the sample banks, we suggest that it＇ s effective of capital supervision system of commercial bank risk behavior and should continue to strengthen in China.