面向金融系统性风险的我国宏观审慎监管研究

发布时间：2018-05-18 00:43

本文选题：宏观审慎监管 + 金融系统性风险　；参考：《首都经济贸易大学》2013年硕士论文

【摘要】：从1994年的墨西哥金融危机、1997年的亚洲金融风暴到1998年的俄罗斯金融危机，再到2007年席卷全球的美国次贷危机以及从2008年起至今愈演愈烈的欧洲主权债务危机，一次次频繁发生的金融危机提醒人们，在整个金融市场中的系统性风险以其影响的广泛性、深刻性及延续时间的长久性会对一国经济与金融各系统造成重创，并可能演化为席卷全球的经济、金融恐慌。而传统的立足于单个金融机构内风险控制的微观审慎监管体系并不足以维护金融体系的健康和稳定，由于经济和金融活动的关联性与外部性特征，，金融风险可能突破单个机构的范围而在整个金融系统内传递。又鉴于系统金融风险具有的外部性、蔓延性、关联性等特征，系统风险的控制和管理必须依靠更高层面的统领全局角度的宏观审慎监管，于是加强宏观审慎监管、防范金融系统性风险已经日益成为金融监管领域的研究热点。本文在认识相关概念内涵的基础上，分析了宏观审慎监管对系统性风险防范的理论基础，并从两个维度层面概括总结了现行的系统风险管理方法与工具，为下文探究我国宏观审慎监管领域建设奠定了原理与方法论基础。接着本文客观分析了目前我国宏观审慎监管现况及存在的问题，并提供了国际宏观审慎监管领域内的研究成果与发展经验，最后在借鉴国际经验并结合我国金融市场和监管现况的基础之上，提出了改善我国宏观审慎监管、构建健全完善的我国宏观审慎监管框架的发展思路与具体建议。
[Abstract]:From the financial crisis of Mexico in 1994, the Asian financial storm in 1997 to the Russian financial crisis in 1998, the American subprime crisis that has swept the globe in 2007 and the European sovereign debt crisis which has become more and more intense from 2008 to the present, and the frequent financial crisis brings people to the systemic wind in the whole financial market. The widespread, profound, and prolonged duration of the risk will create a serious damage to the economic and financial systems of a country, and may evolve into a global economy and financial panic. And the traditional micro prudential supervision system based on risk control within a single financial institution is not sufficient to maintain the health and stability of the financial system. In terms of the relevance and externality of economic and financial activities, financial risks may break through the scope of a single institution and pass through the entire financial system. In view of the externality, tendril, and relevance of the financial risk of the system, the control and management of system risk must rely on a higher level of macro prudence in the overall perspective. Therefore, strengthening macro prudential supervision and preventing financial systemic risks has increasingly become a hot topic in the field of financial regulation.
On the basis of understanding the connotation of related concepts, this paper analyzes the theoretical basis of macro prudential supervision on systemic risk prevention, and summarizes the existing system risk management methods and tools from two dimensions, which lays a foundation for the principle and methodology foundation for exploring the construction of macro prudential supervision in China. The current situation and existing problems of macro prudential supervision in China are analyzed, and the research results and development experiences in the field of international macro prudential supervision are provided. At the end, on the basis of drawing lessons from international experience and combining the current situation of China's financial market and supervision, this paper proposes to improve China's macro prudential supervision and build a sound and perfect macro view of our country. The development ideas and specific recommendations of the prudential regulatory framework.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.1

【参考文献】