金融自由化对银行业信用风险的影响研究

发布时间：2018-06-30 07:29

本文选题：金融自由化 + 银行业　；参考：《昆明理工大学》2017年硕士论文

【摘要】：我国改革开放已走过38个年头,作为世界上发展最快的发展中国家,中国取得的成就有目共睹。金融作为经济体系的重要支柱,其发挥的作用更是不容小觑。自2002年加入世界贸易组织之后,我国金融自由化进程不断推进,作为金融体系中的支柱——银行业也得到了前所未有的发展。银行部门通过各项业务间接地管理并监督着整个国民经济的生产经营活动,担负着国内资金的融通及国外资金往来的重要职责,是国内经济发展及金融自由化的重要枢纽。目前,我国正处于经济转轨时期,银行业也因此面临着重大改革,在此背景之下研究银行业经营绩效就显得尤为重要,目前商业银行的主要业务仍为信贷业务,因此其信用风险仍是值得关注的一个方面,其在改革过程中受到金融自由化的怎样影响更值得深入探讨。本文首先对金融自由化和信用风险的相关国内外文献进行了梳理,并对所涉及的相关理论进行了归纳与阐述,奠定了本文的立论基础;其次,在文献梳理的基础上选取了外资银行进入、利率市场化和国际资本流动自由化作为金融自由化的代理指标,分析了金融自由化对信用风险的影响机制;再次,在对银行信用风险和金融自由化的现状分析基础之上,尝试从银行业和16家上市商业银行两个角度出发,分别利用时间序列模型和面板数据模型来具体探究两者之间的关系;最后,根据实证结果提出相关结论与启示。实证结果表明,金融自由化对银行业信用风险的影响有利有弊,在现阶段条件下,随着外资银行的进入,国际资本流动自由化的推进,银行业信用风险的发生得到缓解;而利率市场化则在一定程度上会提高银行业信用风险发生的概率;而从长期角度来看,外资银行进入有助于降低信用风险,而利率市场化和国际资本流动自由化则会提高信用风险发生的可能性。通过模型分析,我们还发现信贷规模总量、广义货币发行量等宏观经济指标及银行自身相关指标对信用风险也均存在一定影响。因此,在信用风险的防控措施上,本文尝试从商业银行自身层面及监管当局层面提出相关建议与措施。
[Abstract]:China has been through 38 years of reform and opening up. As the world's fastest-growing developing country, China's achievements are obvious to all. Finance as an important pillar of the economic system, its role is not to be underestimated. Since China joined WTO in 2002, the process of financial liberalization in China has been pushed forward, and the banking industry, as the pillar of the financial system, has also been developed unprecedented. The banking sector indirectly manages and supervises the production and management activities of the whole national economy through various operations, and bears the important responsibility of domestic capital financing and foreign capital exchange, and is an important hub of domestic economic development and financial liberalization. At present, our country is in the economic transition period, the banking industry also faces the important reform therefore, under this background, the research banking management performance appears to be particularly important. At present, the commercial bank's main business is still the credit business. Therefore, its credit risk is still an aspect worthy of attention, and how it is affected by financial liberalization in the process of reform is more worthy of further discussion. In this paper, firstly, the domestic and foreign literature on financial liberalization and credit risk are combed, and the related theories are summarized and expounded, which lays the foundation of this thesis. On the basis of literature review, this paper selects the entry of foreign banks, marketization of interest rate and liberalization of international capital flow as proxy indicators of financial liberalization, and analyzes the influence mechanism of financial liberalization on credit risk. Based on the analysis of the current situation of bank credit risk and financial liberalization, this paper attempts to explore the relationship between them by using time series model and panel data model from two angles of banking and 16 listed commercial banks. Finally, according to the empirical results, the relevant conclusions and revelations are put forward. The empirical results show that the impact of financial liberalization on banking credit risk has both advantages and disadvantages. Under the present conditions, with the entry of foreign banks and the promotion of international capital flow liberalization, the occurrence of banking credit risk has been alleviated. On the other hand, the marketization of interest rates will to some extent increase the probability of the occurrence of credit risks in the banking sector. In the long run, the entry of foreign banks will help to reduce the credit risk. Interest rate liberalization and international capital flow liberalization will increase the possibility of credit risk. Through the model analysis, we also find that the total amount of credit, broad money circulation and other macroeconomic indicators, as well as the bank's own related indicators, also have a certain impact on the credit risk. Therefore, in the credit risk prevention and control measures, this paper tries to put forward the relevant suggestions and measures from the commercial banks themselves and regulatory authorities.
【学位授予单位】：昆明理工大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832

【参考文献】