我国国有商业银行脆弱性研究

发布时间：2018-06-02 01:08

本文选题：银行危机 + 银行脆弱性　；参考：《南京大学》2013年硕士论文

【摘要】：随着全球经济金融一体化的进程日益加快,我国金融体系也随之面临着更大的机遇和挑战。我国金融市场开放的节奏加快,外资银行的逐渐涌入,资本市场的放宽等,这些都对我国银行业的稳定性经营提出了更高的要求。计划经济向市场经济转轨的历史背景下,国有商业银行业累积了数目不容小觑的不良贷款。而商业银行本身高负债经营的行业特点使得商业银行具有不可避免的内在脆弱性。同时,宏观经济环境是否健康,央行的货币政策宽松与否都会对我国商业银行的脆弱性产生影响。另外,监管机构的监管效率也会影响商业银行的脆弱性。同时,商业银行体系是一国金融体系的核心,银行体系的稳定为经济的健康发展提供保障。是否拥有一个健康、稳定并且富有竞争力的商业银行体系对我国经济发展有着至关重要的作用。因此,研究商业银行的脆弱性,对防范银行危机,确保经济健康发展有着非常重大的现实意义。我国国有商业银行无论从存贷款规模、网点分布还是业务领域都远远胜于股份制银行、城商行和外资行,因此本文选取工、农、中、建和交五大商业银行作为样本数据。本文首先对目前学术界现有的研究银行脆弱性的相关理论进行论述,其次从宏观经济环境及商业银行本身两方面,针对国有商业银行的脆弱性生成因素进行了定性分析。随后选取五大行1992年到2011年的财务数据和宏观经济数据对商业银行的脆弱性进行了Johansen协整检验。实证结果表明宏观经济因素和银行微观因素的变化都会对银行脆弱性产生影响。而宏观经济因素对银行脆弱性的影响更加显著,主要表现在债务率、货币政策、M2占国内生产总值的比重等几个方面。最后从改善宏观金融环境、加快商业银行经营模式转型和提高监管效率三个方面给出对策建议。
[Abstract]:With the acceleration of the process of global economic and financial integration, China's financial system is also facing greater opportunities and challenges. The quickening pace of our financial market opening, the gradual influx of foreign banks and the relaxation of capital market have put forward higher requirements for the stable operation of our banking industry. Under the historical background of the transition from planned economy to market economy, state-owned commercial banks have accumulated a large number of non-performing loans. But the commercial bank itself high debt management profession characteristic causes the commercial bank to have the inevitable inherent vulnerability. At the same time, whether the macroeconomic environment is healthy or not and whether the central bank's monetary policy is loose or not will have an impact on the fragility of commercial banks in China. In addition, the regulatory efficiency of regulatory agencies will also affect the vulnerability of commercial banks. At the same time, the commercial banking system is the core of a country's financial system, and the stability of the banking system provides a guarantee for the healthy development of the economy. Whether we have a healthy, stable and competitive commercial banking system plays an important role in China's economic development. Therefore, it is of great practical significance to study the fragility of commercial banks to prevent banking crisis and ensure the healthy development of economy. China's state-owned commercial banks are far better than joint-stock banks, city commercial banks and foreign banks in terms of deposit and loan scale, network distribution and business field, so this paper selects five commercial banks as sample data. This paper firstly discusses the existing theories of banking vulnerability in academic circles, and then analyzes the factors of vulnerability of state-owned commercial banks qualitatively from the aspects of macroeconomic environment and commercial banks themselves. Then the financial data and macroeconomic data of five banks from 1992 to 2011 are selected to test the vulnerability of commercial banks by Johansen cointegration test. The empirical results show that the changes of macroeconomic factors and microcosmic factors of banks will have an impact on the vulnerability of banks. The impact of macroeconomic factors on the vulnerability of banks is more significant, mainly in debt ratio, monetary policy M2 in GDP and other aspects. Finally, the countermeasures and suggestions are given from three aspects: improving the macro financial environment, speeding up the transformation of commercial banks' business model and improving the efficiency of supervision.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F224

【参考文献】