我国城市商业银行脆弱性研究

发布时间：2018-01-23 05:49

本文关键词： 城商行脆弱性金融相关比率测度　出处：《西南财经大学》2012年硕士论文　论文类型：学位论文

【摘要】：金融体系的健康发展对国民经济发展有重要作用,而银行体系是金融体系中最重要的组成部分,银行体系稳步、健康地发展对国民经济平稳增长具有至关重要的作用。2007年美国次贷危机引发美国90多家银行破产,随后希腊主权信用评级降低引发欧债危机,乔治索罗斯认为实为银行危机,让我们看到银行体系脆弱的一面。而银行体系脆弱性正是爆发银行危机的前奏,是从量变到质变的过程。当前,我国金融体制改革正稳步前进,银行体制改革也在不断深化,我国银行业逐步形成了“四级梯队”格局。位于“第三梯队”的城市商业银行是在城市信用社基础上发展起来的,迄今走过了风风雨雨30年的历程。从1986年的约1300家、总资产30亿元的城市信用合作社发展成为现今147家、总资产7.85万亿元的城市商业银行,成为我国银行业中的“骨干力量”,研究其脆弱性对我国银行业的改革与发展有重要意义。对脆弱性研究,近年来国内外学者都做了大量研究工作,如国外学者从经济周期等外部经济环境入手,结合银行内部经营管理理论,初步形成了银行脆弱性理论,利用宏观经济指标、银行各项经营管理指标进行实证,形成了对银行脆弱性的定量测度及脆弱程度的分析方法。国内银行脆弱性形成机制的理论研究主要集中在如下两个方面：(1)国家信用代替商业银行信用,使居民对商业银行的信任转化为了对国家的信任；(2)把经济发展的AD模式和不确定思想结合起来,认为被动积累机制是商业银行体系潜在脆弱性的根源。更多学者对我国银行脆弱性研究集中在国有商业银行脆弱性的实证分析上,对城市商业银行脆弱性研究更是凤毛麟角,本文选择城市商业银行脆弱性作为研究对象,希望能对目前我国商业银行脆弱性研究进行补充。本文以此作为理论支撑点,以城市商业银行脆弱性现实表现、影响因素及城市商业银行脆弱性测度为研究内容,分为六章进行分析,具体安排如下第一章是导论部分,主要介绍本文研究的背景和研究的目的及意义,并从银行体系脆弱性和银行机构脆弱性两个角度分别对国外相关文献进行回顾和梳理,从理论研究及实证分析这两个方面对国内相关文献进行回顾和梳理。通过对国内外学者的研究成果进行梳理,银行脆弱性其实是银行体系客观存在的一种状态,这种状态如果遇到银行内部及外部负面冲击,就会产生风险,随着这种状态的扩大,当达到一定临界条件时,就会产生银行危机,由于多米诺效应,对整个金融体系也会造成冲击,已经引起各国对银行脆弱性的高度重视。简单阐述研究内容及方法,介绍论文的特色与不足之处。第二章对银行脆弱性、银行风险、银行稳定、银行危机、城市商业银行界定,并简单分析银行风险、银行稳定、银行危机与银行脆弱性的关系,重点介绍国内外对银行脆弱性指标选取的研究成果,总结出我国目前研究银行脆弱性的指标：宏观经济指标包括4个二级指标,金融市场环境指标包括6个二级指标,银行金融指标包括3个二级指标。第三章在前一章的分析基础上,从不良资产率、资本充足率、盈利能力、流动性风险等四方面对城市商业银行脆弱性状况做一个基本分析,同时将城市商业银行与其他类型商业银行的相关指标进行对比,发现我国城市商业银行脆弱性程度较国有控股商业银行及股份制商业银行更高。进一步说明研究城市商业银行脆弱性对稳定我国银行体系甚至金融体系至关重要。第四章根据我国银行脆弱性理论及城市商业银行现状,从微观和宏观两个角度分析影响我国城市商业银行脆弱性的因素。从微观角度看,城市商业银行贷款集中度超标、城市商业银行公司治理结构存在缺陷、银行中小企业贷款的激烈竞争都会加深城市商业银行脆弱性；从宏观角度看,国际金融形势严峻、城市商业银行所在地区经济增长缓慢、金融深化过快也会使得城市商业银行脆弱性增强。以1996-2011年广东省人均GDP增长率和金融相关比率(金融机构存款与GDP比率)为解释变量,以该地区城市商业银行脆弱性为被解释虚拟变量,利用Logit模型进行回归分析,得出了三个变量唯一长期稳定关系模型,并得到三个重要结论,即经济增长与城市商业银行脆弱性呈负相关,金融发展速率与城市商业银行脆弱性呈显著正相关,地方经济增长与金融发展率是当地城市商业银行脆弱性的Granger原因。第五章通过对影响城市商业银行脆弱性宏微观因素的分析,城市商业银行脆弱性受到宏观经济因素及微观因素的双重影响。1997年,东南亚金融危机爆发,我国广东省城市信用社(城市商业银行前身)造成极大冲击,多家城市信用社倒闭。由此可见,当时东南亚金融危机对我国城市商业银行,尤其是沿海地区城市商业银行脆弱性产生极大冲击。结合部分东亚及东南亚国家金融危机爆发前及爆发时的具体表现,选取与城市商业银行脆弱性密切相关的衡量指标,即东南亚及东亚国家发生金融危机前和发生金融危机时,城市商业银行的不良贷款率、贷款增长率和资本充足率这三个表示城市商业银行内部风险指标及通货膨胀率这一表示城市商业银行面临的宏观经济风险指标作为初步测度城市商业银行脆弱性的核心指标,并通过核心风险指标模型拟合出1998-2010年城市商业银行脆弱性走势图,然后对1998-2010年城市商业银行脆弱性进行判断,认为我国城市商业银行脆弱性总体呈现下降趋势,但是2009年有小幅上升,与城市商业银行发展实际情况基本相符,拟合度高,表明该模型对城市商业银行脆弱性测度具有较高的准确性和较强的科学性。第六章主要总结了文章的研究结论并提出政策建议。主要分为两个部分,第一部分对城市商业银行脆弱性现实表现、影响因素及测度进行总结。第二部分提出四点政策建议：一是完善城市商业银行公司治理结构；二是结合自身及地区优势,提升创新能力；三是妥善处理与地方政府关系；四是创建良好的地区经济发展环境。本论文主要采用定性分析与定量分析相结合的方法：对银行脆弱性界定及与银行的不稳定性、银行风险、银行危机的关系、城市商业银行的界定、城市商业银行脆弱性的现状、宏微观影响因素进行定性分析；对宏观影响因素与城市商业银行脆弱性运用了Logit回归分析,并利用核心指标法测算出城市商业银行脆弱性具体数值拟合出走势图,这是对城市商业银行脆弱性的定量分析。本文特色与创新表现在如下2个方面：一是国内学者对银行业脆弱性研究大多以大型国有控股和大型股份制银行为研究对象,而忽视了中小银行,特别是城市商业银行的脆弱性,本文选择城市商业银行脆弱性作为研究对象,为我国银行体系脆弱性研究开辟了一个新方向。二是国内学者在进行城市商业银行研究时,较多从发展战略、市场定位及内部公司治理等方面进行定性分析,而本文利用实证分析中的协整检验和Granger因果检验,将地方经济增长及地方金融发展速率对中国城市商业银行脆弱性进行实证分析及检验,取得了一定成果,为城市商业银行的健康发展提供有效的研究依据。
[Abstract]:The development of the financial system plays an important role in the development of the national economy , and the banking system is the most important part of the financial system , the banking system is steady and the healthy development has a vital role in the steady growth of the national economy . This paper analyzes the vulnerability of commercial banks in China , and analyzes the vulnerability of commercial banks in China . The first chapter is the introduction part , mainly introduces the background and the purpose and significance of the research , and reviews and combs the relevant literatures from two aspects : the fragility of the banking system and the vulnerability of the banking institutions . The second chapter analyzes the relationship between bank fragility , bank risk , bank stability , banking crisis and city commercial bank , and analyzes the relationship between bank risk , bank stability , bank crisis and bank fragility . In chapter 3 , on the basis of the analysis of the previous chapter , the author makes a basic analysis on the vulnerability of urban commercial banks from the aspects of bad asset ratio , capital adequacy ratio , profitability and liquidity risk . At the same time , compared with other types of commercial banks , it is found that the degree of vulnerability of urban commercial banks is higher than that of state - controlled commercial banks and joint - stock commercial banks . It is also important to study the fragility of urban commercial banks in stabilizing our banking system and even financial system . The fourth chapter analyzes the factors that affect the vulnerability of urban commercial banks in China according to the theory of bank fragility in China and the current situation of urban commercial banks . In view of micro - angle , the loan concentration of urban commercial banks is beyond the standard , and the competition of urban commercial banks in the region is weak , and the financial deepening too fast will increase the vulnerability of urban commercial banks . In order to make the urban commercial banks vulnerable to the fragility of the urban commercial banks in 1996 - 2011 , the financial development rate is positively correlated with the vulnerability of urban commercial banks . The fifth chapter analyzes the macro - micro factors of urban commercial banks ' vulnerability by analyzing the macro - micro factors that affect the vulnerability of urban commercial banks . In 1997 , the financial crisis broke out in Southeast Asia , which represented a great impact on the vulnerability of urban commercial banks in China . The sixth chapter summarizes the research conclusion of the article and puts forward the policy suggestion . It is divided into two parts , the first part sums up the fragility reality , the influencing factor and the measure of the city commercial bank . The second part puts forward four policy suggestions : one is to perfect the corporate governance structure of the city commercial bank , the second is to improve the corporate governance structure of the city commercial bank , the third is to handle the relationship with the local government properly , and the fourth is to create a good regional economic development environment . This thesis mainly adopts qualitative analysis and quantitative analysis method : the definition of bank fragility and the relationship between bank ' s instability , bank risk , bank crisis , the definition of city commercial bank , the current situation of urban commercial bank ' s vulnerability and the macro - micro influence factors ; The characteristics and innovations of this paper are as follows : One is that domestic scholars mostly focus on large - scale state - owned holdings and large - scale stock - stock banks , and neglect the vulnerability of small and medium - sized banks , especially urban commercial banks . In this paper , the vulnerability of urban commercial banks is selected as the research object , which opens up a new direction for the study of vulnerability research in China ' s banking system . Second , domestic scholars have carried out qualitative analysis on the aspects of development strategy , market positioning and internal corporate governance in the research of urban commercial banks , and this paper makes an empirical analysis and test on the vulnerability of China ' s urban commercial banks by using co - integration test and causality test in the empirical analysis , and obtains some results and provides effective research basis for the healthy development of urban commercial banks .

【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F224

【参考文献】