国际资本流动对我国银行体系稳定性的影响
发布时间：2018-10-14 12:28
【摘要】：从国际形势来看，20世纪90年代以来，国际资本流动逐渐呈现出规模化和投机化的发展趋势。从历次金融危机的经验来看，国际资本的大规模流入和流出可以通过对一国银行体系的稳定性构成冲击而引发银行危机。而银行危机所带来的经济衰退又可能会渗透至整个金融体系而衍化成大规模的金融危机。由此可见，在当前国际形势下，度量国际资本流动对一国银行体系稳定性的影响程度有助于规避资本流动风险，促进一国银行体系乃至整个金融体系的稳定运行。 从国际资本流动与银行体系稳定性的理论基础来看，国际资本的流入与流出所引发的逆向选择、道德风险问题以及银行挤兑现象是银行体系脆弱性的主要体现。由此，国际资本流动主要通过直接冲击、间接冲击和继发性冲击等途径来引发银行挤兑或逆选择和道德风险问题，，进而影响一国银行体系的稳定性。通过构建BSS3指数模型和Granger因果关系检验可知，对我国而言，由于尚存在资本项目管制且利率市场化改革尚待推进，国际资本流动对我国银行体系稳定性的影响主要表现为来自外商直接投资的直接冲击效应，来自国内生产总值、通货膨胀率、货币供应量和汇率波动的间接冲击效应。 在资本项目开放与利率市场化改革的发展趋势下，我国应积极筹建存款保险机构、提高银行信贷管理水平、完善银行业市场退出机制以及加强银行业监管，以维持开放经济下我国银行体系的稳健运行。
[Abstract]:From the international situation, since the 1990s, the international capital flow has gradually shown the development trend of scale and speculation. From the experience of previous financial crises, the massive inflow and outflow of international capital can lead to the banking crisis through the impact on the stability of a country's banking system. And the recession caused by the banking crisis may seep into the whole financial system and develop into a large-scale financial crisis. Therefore, in the current international situation, measuring the impact of international capital flows on the stability of a country's banking system is conducive to avoiding the risk of capital flow and promoting the stable operation of a country's banking system and even the entire financial system. From the theoretical basis of the international capital flow and the stability of the banking system, the adverse selection caused by the inflow and outflow of international capital, the problem of moral hazard and the phenomenon of bank run are the main embodiment of the fragility of the banking system. As a result, international capital flows mainly through direct impact, indirect impact and secondary impact to trigger bank runs or adverse selection and moral hazard, thereby affecting the stability of a country's banking system. Through the construction of BSS3 index model and Granger causality test, it can be seen that, for our country, there are still capital account controls and interest rate marketization reform needs to be promoted. The influence of international capital flow on the stability of China's banking system is mainly manifested by the direct impact effect from foreign direct investment, the indirect impact effect from GDP, inflation rate, money supply and exchange rate fluctuation. Under the development trend of capital account opening and interest rate marketization reform, China should actively set up deposit insurance institutions, improve the level of bank credit management, perfect the banking market withdrawal mechanism and strengthen banking supervision. In order to maintain the stable operation of our banking system under the open economy.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.3;F224
本文编号：2270456
[Abstract]:From the international situation, since the 1990s, the international capital flow has gradually shown the development trend of scale and speculation. From the experience of previous financial crises, the massive inflow and outflow of international capital can lead to the banking crisis through the impact on the stability of a country's banking system. And the recession caused by the banking crisis may seep into the whole financial system and develop into a large-scale financial crisis. Therefore, in the current international situation, measuring the impact of international capital flows on the stability of a country's banking system is conducive to avoiding the risk of capital flow and promoting the stable operation of a country's banking system and even the entire financial system. From the theoretical basis of the international capital flow and the stability of the banking system, the adverse selection caused by the inflow and outflow of international capital, the problem of moral hazard and the phenomenon of bank run are the main embodiment of the fragility of the banking system. As a result, international capital flows mainly through direct impact, indirect impact and secondary impact to trigger bank runs or adverse selection and moral hazard, thereby affecting the stability of a country's banking system. Through the construction of BSS3 index model and Granger causality test, it can be seen that, for our country, there are still capital account controls and interest rate marketization reform needs to be promoted. The influence of international capital flow on the stability of China's banking system is mainly manifested by the direct impact effect from foreign direct investment, the indirect impact effect from GDP, inflation rate, money supply and exchange rate fluctuation. Under the development trend of capital account opening and interest rate marketization reform, China should actively set up deposit insurance institutions, improve the level of bank credit management, perfect the banking market withdrawal mechanism and strengthen banking supervision. In order to maintain the stable operation of our banking system under the open economy.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.3;F224
【引证文献】
相关硕士学位论文 前1条
1 陈蕊蕊;国际资本流动对我国商业银行脆弱性的影响研究[D];郑州大学;2013年
本文编号：2270456
本文链接：https://www.wllwen.com/guanlilunwen/huobilw/2270456.html
