应对银行挤兑政策的有效性研究

发布时间：2018-06-27 22:51

本文选题：银行挤兑 + 存款冻结政策　；参考：《华中科技大学》2012年硕士论文

【摘要】：在麦金龙和肖提出的金融自由化理论指导下，，自20世纪70年代中期以来，许多发展中国家开始进入金融开放的进程。随着资本流动自由化程度的加大，在短暂的繁荣后，许多国家发生了严重金融危机，尤其是银行挤兑危机更是给这些新兴发展中国家的金融系统造成巨大的损失。文章基于拓展的戴蒙德-迪布维格（Diamond-Dybvig）模型，通过数理模型分析的方法分析了在面临银行挤兑的情况下，政府实施存款冻结政策和最后贷款人政策的政策效果，以及这些政策对存款人事前的决策的影响。着眼于这些事后有效地政策应对方式，使得决策者在危机发生的情况下能够立即介入并能够带来适合当下情况的有效地资源分配方案。首先，分析了政府实施存款冻结政策的时机选择。其次，分析了在存在法院介入的情况下，是否重新制定支付计划对于政策效果的影响。然后，分析了影响最后贷款人政策实施效果的因素。通过分析，可以看出对于存款冻结政策，影响其实施效果的因素主要有存款者中无耐心的存款者的比例，存款者的风险厌恶程度以及央行实施存款冻结政策的时间；对于最后贷款人政策，影响政策实施效果的主要因素有存款者的类型，实施政策的时间以及贷款利率的选择。文章最后结合我国实际情况，分析了我国银行业所面临的风险，以及我国银行的风险防控措施。
[Abstract]:Under the guidance of the theory of financial liberalization put forward by McKinlong and Shaw, many developing countries have entered the process of financial liberalization since the mid-1970s. With the increase of the liberalization of capital flow, after a brief boom, many countries have suffered serious financial crises, especially the bank run crisis, which has caused huge losses to the financial systems of these emerging developing countries. Based on the extended Diamond-Dybvig model, this paper analyzes the effect of deposit freezing policy and lender of last resort policy in the face of bank run by mathematical model analysis. And the impact of these policies on depositors' prior decisions. Focusing on these ex post effective policy responses enables policymakers to intervene immediately in the event of a crisis and to bring in effective resource allocation schemes that are appropriate to the current situation. First of all, the paper analyzes the timing of the implementation of deposit freezing policy. Secondly, the paper analyzes the influence of reformulating payment plan on policy effect in the presence of court intervention. Then, the factors influencing the effect of lender of last resort policy are analyzed. Through the analysis, we can see that the main factors affecting the effect of deposit freezing policy are the proportion of depositors who have no patience, the degree of risk aversion of depositors and the time when the central bank carries out deposit freezing policy. For the lender of last resort policy, the main factors influencing the effect of the policy are the type of depositor, the time of policy implementation and the choice of loan interest rate. Finally, combined with the actual situation of our country, the paper analyzes the risks faced by the banking industry in China, and the risk prevention and control measures of the banks in our country.
【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F830.2

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