中国系统重要性银行的评估与监管
发布时间：2018-08-19 14:10
【摘要】：在2008年国际金融危机爆发后,大型金融机构倒闭是此次危机的关键点。这些“大而不能倒”的金融机构具有规模大、网络关联性强、业务复杂、涉及面广以及功能不可替代等特点,使得其单一机构的风险会迅速通过各种渠道影响到其它机构,并进而引起一系列连锁反应,不但对全球金融系统带来了严重冲击,也对实体经济和国际竞争市场造成了重大冲击。 相关国际组织和各国政府及监管机构在反思这次金融危机的教训中,明确指出要进一步加强金融监管,并提出了系统重要性金融机构的概念。这些具有系统重要性影响的金融机构在公司治理和风险控制方面存在的严重缺陷,正是导致这场危机的关键原因。正因如此,在宏观审慎政策的构架下,防范系统风险,加强对系统重要性金融机构的识别与监管,解决“大而不能倒”等问题便成为了本轮金融监管体系改革的重要组成部分。 近年来,巴塞尔银行监理委员会(The Basel Committee on Banking Supervision,简称BCBS)和金融稳定理事会(Financial Stability Board,简称FSB)等国际监管机构一直致力于解决金融机构“大而不能倒”的问题。巴塞尔银行监管委员会不仅提出了全球系统重要性银行的主要评定标准,还于2011年11月4日发布了《对于系统重要性金融机构的政策措施》,圈定了包括中国银行(Bank of China)在内的29家首批入选全球系统重要性金融机构的名单。对中资银行来说,由于国际化和互联程度还仅处于起步阶段,所以许多规模较大的银行虽不是全球重要性银行,但却是中国国内系统重要性银行,而且随着中国经济金融的发展和对外开放的深入,未来进入全球系统重要性银行的中资银行将会越来越多。 为了加强对中国国内商业银行的系统重要性认识,本文基于巴塞尔银行监管委员会对全球系统重要性银行的评定标准以及银监会于2011年年末向商业银行下发了关于国内系统重要性银行划分标准,采用客观赋权法——熵权法,对中国16家上市银行进行国内系统重要性银行评估排序,并针对其存在的监管问题提出政策建议,以进一步积极推进系统重要性金融机构的监管和政策研究 本文共分为6章。第1章主要探讨研究的背景和意义以及思路,从理论和实践两方面论述了本研究的意义。一方面可以进一步补充系统重要性金融机构理论,对中国系统重要性银行进行评估研究,可为今后的系统重要性金融机构的监管实践提供理论基础；另一方面,对中国系统重要性银行进行研究对维护国内金融稳定和实体经济的健康运行和发展具有重要意义。中国银行业在国民经济中处于核心地位,其一旦出问题会对整个经济带来巨大的冲击。而中国各银行彼此间又存在较大差距,因此有必要选出一些在系统内非常重要的银行,然后赋予它更高的监管标准,而对中国系统重要性银行进行评估则是实现该目标的第一步。这不但有利于加强对国内系统重要性银行的重视和金融监管体系的完善,也有利于保证社会经济平稳较快的发展。 第2章主要对已有的国内外文献进行综述,概括目前该领域的研究成果和研究方法。笔者在以往文献方面做了大量的研究,分别从国外和国内两方面,根据相关研究的主题和内容进行了综述,从而形成了对相关领域研究的概述。并对近年来国内外研究的现状做了评价。 第3章回顾了巴塞尔银行监管委员会关于全球系统重要性银行的评价标准和银监会关于国内系统重要性银行划分标准的征求意见稿。并参考张强和吴敏(2011)的研究,构建了本文对中国国内系统重要性银行的综合评价指标体系。并且进一步采用客观赋权法——熵值法对中国16年上市商业银行在2007-2010年间的系统重要性指数进行排序,采用3%作为阈值,得出了各年的中国国内系统重要性银行。 第4章主要分析了中国商业银行在风险监管方面存在的主要问题,发现目前我国商业银行的行业集中度过高,风险管理意识薄弱,全面风险管理体系不健全；与西方发达国家相比,风险管理体质差异较大；风险监管机制也不完善,执行力不强；银行信息披露不全,披露质量不高；相关金融监管的法律法规体系也不健全。并进一步结合我国系统重要性银行自身特征和所存在的问题,提出了相关政策建议。 第5章对全文进行了总结分析,进一步阐述了本文研究的意义所在。 当然,本文尚有许多不足之处,由于部分指标数据有限,可获得性较差,对于中国系统重要性银行的综合评价指标体系仍不完善。同时,对于判断系统重要性银行的指数阈值有待明确界定,这也是今后研究的重点之一
[Abstract]:After the outbreak of the international financial crisis in 2008, the collapse of large financial institutions was the key point of the crisis. These "big but not failing" financial institutions have the characteristics of large-scale, strong network relevance, complex business, involving a wide range of functions and irreplaceable, so that the risk of their single institution will quickly affect other institutions through various channels. Institutions, and consequently a series of chain reactions, not only have brought serious impact on the global financial system, but also on the real economy and the international competitive market.
In reflecting on the lessons of the financial crisis, relevant international organizations, governments and regulators clearly pointed out the need to further strengthen financial supervision and put forward the concept of systemically important financial institutions. Therefore, under the framework of macro-prudential policy, preventing system risks, strengthening the identification and supervision of systemically important financial institutions, and solving the problem of "too big to fail" have become an important part of the reform of the financial supervision system.
In recent years, international regulators such as the Basel Committee on Banking Supervision (BCBS) and the Financial Stability Board (FSB) have been working to solve the problem of "too big to fail". Major criteria for assessing the importance of banks were also issued on November 4, 2011. Policy measures for systemically important financial institutions have delineated the list of 29 first selected global systemically important financial institutions, including the Bank of China. As a result, many large banks are not important banks in the world, but they are systemically important banks in China. With the development of China's economy and finance and the deepening of opening up to the outside world, more and more Chinese banks will enter the global systemically important banks in the future.
In order to enhance the understanding of the systemic importance of China's domestic commercial banks, this paper, based on the Basel Committee on Banking Supervision's assessment criteria for global systemic importance banks and the CBRC's classification criteria for domestic systemic importance banks issued to commercial banks at the end of 2011, adopts the objective empowerment method-entropy weight method to China 1 Six listed banks ranked the systemically important banks in China, and put forward policy suggestions to further promote the supervision and Policy Research of systemically important financial institutions.
This paper is divided into six chapters. Chapter 1 mainly discusses the background, significance and train of thought of the study, and expounds the significance of this study from both theoretical and practical aspects. Practice provides a theoretical basis; on the other hand, it is of great significance to study the systemically important banks in China for the maintenance of domestic financial stability and the healthy operation and development of the real economy. There is a big gap between them, so it is necessary to select some banks which are very important in the system, and then give them higher regulatory standards. The first step to achieve this goal is to evaluate the systemically important banks in China. It is conducive to ensuring steady and rapid development of social economy.
Chapter 2 mainly summarizes the existing domestic and foreign literature, summarizes the current research results and research methods in this field. The author has done a lot of research in the past literature, respectively, from both foreign and domestic aspects, according to the relevant research topics and content are reviewed, thus forming an overview of the relevant areas of research. The status quo of research at home and abroad is evaluated.
Chapter 3 reviews the Basel Committee on Banking Supervision's evaluation criteria for global systemically important banks and the CBRC's draft on the classification criteria for domestic systemically important banks. One step is to use the objective weighting method-entropy method to rank the index of systemic importance of China's 16-year listed commercial banks from 2007 to 2010. Using 3% as the threshold, the domestic systemic importance banks in each year are obtained.
Chapter 4 mainly analyzes the main problems existing in the risk supervision of Chinese commercial banks, and finds that the current concentration of Chinese commercial banks is too high, the awareness of risk management is weak, and the overall risk management system is not perfect; compared with western developed countries, the risk management physique is quite different; the risk supervision mechanism is not perfect, and the implementation is not perfect. It also puts forward relevant policy suggestions according to the characteristics and problems of systemically important banks in China.
The fifth chapter summarizes and analyzes the full text, and further expounds the significance of this study.
Of course, there are still many shortcomings in this paper. Because of the limited data and poor availability of some indicators, the comprehensive evaluation index system of China's systemically important banks is still imperfect.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.1
本文编号：2191891
[Abstract]:After the outbreak of the international financial crisis in 2008, the collapse of large financial institutions was the key point of the crisis. These "big but not failing" financial institutions have the characteristics of large-scale, strong network relevance, complex business, involving a wide range of functions and irreplaceable, so that the risk of their single institution will quickly affect other institutions through various channels. Institutions, and consequently a series of chain reactions, not only have brought serious impact on the global financial system, but also on the real economy and the international competitive market.
In reflecting on the lessons of the financial crisis, relevant international organizations, governments and regulators clearly pointed out the need to further strengthen financial supervision and put forward the concept of systemically important financial institutions. Therefore, under the framework of macro-prudential policy, preventing system risks, strengthening the identification and supervision of systemically important financial institutions, and solving the problem of "too big to fail" have become an important part of the reform of the financial supervision system.
In recent years, international regulators such as the Basel Committee on Banking Supervision (BCBS) and the Financial Stability Board (FSB) have been working to solve the problem of "too big to fail". Major criteria for assessing the importance of banks were also issued on November 4, 2011. Policy measures for systemically important financial institutions have delineated the list of 29 first selected global systemically important financial institutions, including the Bank of China. As a result, many large banks are not important banks in the world, but they are systemically important banks in China. With the development of China's economy and finance and the deepening of opening up to the outside world, more and more Chinese banks will enter the global systemically important banks in the future.
In order to enhance the understanding of the systemic importance of China's domestic commercial banks, this paper, based on the Basel Committee on Banking Supervision's assessment criteria for global systemic importance banks and the CBRC's classification criteria for domestic systemic importance banks issued to commercial banks at the end of 2011, adopts the objective empowerment method-entropy weight method to China 1 Six listed banks ranked the systemically important banks in China, and put forward policy suggestions to further promote the supervision and Policy Research of systemically important financial institutions.
This paper is divided into six chapters. Chapter 1 mainly discusses the background, significance and train of thought of the study, and expounds the significance of this study from both theoretical and practical aspects. Practice provides a theoretical basis; on the other hand, it is of great significance to study the systemically important banks in China for the maintenance of domestic financial stability and the healthy operation and development of the real economy. There is a big gap between them, so it is necessary to select some banks which are very important in the system, and then give them higher regulatory standards. The first step to achieve this goal is to evaluate the systemically important banks in China. It is conducive to ensuring steady and rapid development of social economy.
Chapter 2 mainly summarizes the existing domestic and foreign literature, summarizes the current research results and research methods in this field. The author has done a lot of research in the past literature, respectively, from both foreign and domestic aspects, according to the relevant research topics and content are reviewed, thus forming an overview of the relevant areas of research. The status quo of research at home and abroad is evaluated.
Chapter 3 reviews the Basel Committee on Banking Supervision's evaluation criteria for global systemically important banks and the CBRC's draft on the classification criteria for domestic systemically important banks. One step is to use the objective weighting method-entropy method to rank the index of systemic importance of China's 16-year listed commercial banks from 2007 to 2010. Using 3% as the threshold, the domestic systemic importance banks in each year are obtained.
Chapter 4 mainly analyzes the main problems existing in the risk supervision of Chinese commercial banks, and finds that the current concentration of Chinese commercial banks is too high, the awareness of risk management is weak, and the overall risk management system is not perfect; compared with western developed countries, the risk management physique is quite different; the risk supervision mechanism is not perfect, and the implementation is not perfect. It also puts forward relevant policy suggestions according to the characteristics and problems of systemically important banks in China.
The fifth chapter summarizes and analyzes the full text, and further expounds the significance of this study.
Of course, there are still many shortcomings in this paper. Because of the limited data and poor availability of some indicators, the comprehensive evaluation index system of China's systemically important banks is still imperfect.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.1
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