我国影子银行对金融脆弱性的影响研究

发布时间：2018-01-01 22:02

本文关键词：我国影子银行对金融脆弱性的影响研究　出处：《广西大学》2015年硕士论文　论文类型：学位论文

【摘要】：自2008年国际金融危机以来,影子银行逐渐得到学术界和实务界的广泛关注。作为一种金融创新,影子银行在我国也得到迅猛发展,银行理财产品、委托贷款、信托产品、民间借贷、P2P网络贷款等各种形式的影子银行产品规模不断壮大,成为我国金融体系的重要组成部分。与此同时,影子银行所蕴藏的风险以及其对金融脆弱性的影响也成为各方关注的焦点。首先,本文在国内外研究和我国影子银行发展现状的基础上分别分析影子银行对金融脆弱性影响的一般机理和我国现实状况,并采用2002—2013年的年度数据实证研究分析影子银行相对规模(影子银行规模/GDP)对金融脆弱性的影响。实证结果显示,我国影子银行的相对规模与金融脆弱性之间存在阀值效应,当影子银行的相对规模小于60.7%时,影子银行相对规模扩大能起到降低金融脆弱性和改善金融体系生态环境的作用；当影子银行的相对规模大于60.7%时,影子银行相对规模扩张将加剧金融脆弱性。根据以上结论,本文认为对于影子银行发展,我们要采取辩证的态度,要在理性和客观认识影子银行的基础上,最大限度利用其对金融脆弱性的正面作用,建立统一、规范的影子银行监管体系,并适当鼓励金融创新,引导影子银行健康发展,最大限度降低影子银行对经济金融体系的负面影响。
[Abstract]:Since the international financial crisis in 2008, shadow banking has gradually received extensive attention from academic and practical circles. As a kind of financial innovation, shadow banking has also developed rapidly in China, banking financial products. Trust loans, trust products, private loans, P2P network loans and other forms of shadow banking products continue to grow in scale, become an important part of our financial system. At the same time. Shadow banking risk and its impact on financial vulnerability has also become the focus of attention. First of all. Based on the research at home and abroad and the present situation of shadow banking in China, this paper analyzes the general mechanism of shadow banking's impact on financial vulnerability and the reality of our country. Using the annual data from 2002 to 2013 to analyze the impact of relative scale of shadow banking (shadow banking scale / GDP) on financial vulnerability. The empirical results show that. There is a threshold effect between the relative scale and financial fragility of shadow banks in China, when the relative scale of shadow banks is less than 60.7. The relative expansion of shadow banking can reduce the financial fragility and improve the ecological environment of the financial system. When the relative scale of shadow bank is greater than 60.7, the relative scale expansion of shadow bank will aggravate the financial fragility. According to the above conclusion, we should take a dialectical attitude to the development of shadow bank. On the basis of rational and objective understanding of shadow banking, we should make maximum use of its positive role in financial fragility, establish a unified and standardized shadow banking supervision system, and encourage financial innovation. To guide the healthy development of shadow banking, to minimize the negative impact of shadow banking on the economic and financial system.
【学位授予单位】：广西大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.3

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