基于风险收益视角下的我国商业银行监管绩效评价研究

发布时间：2018-05-19 01:45

本文选题：商业银行 + 银行监管　；参考：《江西财经大学》2014年博士论文

【摘要】：银行业作为整个经济金融体系的核心,对实体经济的发展起着举足轻重的作用。而市场失灵的客观存在决定了银行监管的必然出现。对银行业实施有效的监管是保证银行业持续稳健经营,维护金融体系安全与稳定,促进实体经济健康发展的必要条件。在我国,随着经济体制改革的不断深入,银行监管也几经变革。2003年,中国银行业监督管理委员会成立,独立地行使对我国银行业的监管职能,形成“一行三会”的金融监管模式至今,已经过了十余个年头。十余年间,国际经济金融形势发生了巨大变化,特别是2007年美国“次贷危机”引发了国际性金融危机,对包括中国在内的世界各国的金融经济产生了深远的影响。而我国作为重要的新兴经济体国家之一,在经济快速发展的同时,也面临着严峻复杂的金融经济形势的考验,即经济发展中不平衡、不协调、不可持续的矛盾和问题仍很突出,经济增长下行压力和物价上涨压力并存,金融、房地产等领域存在的潜在风险不容忽视,银行业也承受着改革转型的巨大压力。在这样的经济金融环境下,我国银行监管的绩效究竟如何?具体包括了我国商业银行监管经历了怎样的发展,存在哪些问题,产生这些问题的原因是什么,量化的监管绩效水平如何,以及怎样才能提高我国商业银行监管绩效?这成为了一个国人不得不极为关注的重要问题。本文从理论联系实际的角度,对我国商业银行监管及其特征进行了分析与阐述,拓宽了一直以来学术界对我国银行监管的内涵和外延的定义,提出我国商业银行监管是更为广泛意义上的银行监管,包含了具中国特色的“内嵌式监管”,即政府将对银行的监管直接渗入银行的公司治理当中,本质上实现了政府直接参与银行经营发展。同时,还具体论证了我国商业银行监管是以政府为银行监管主体的包含了中央政府层面和地方政府层面银行监管的双线多头监管,以及我国商业银行监管目标具有双重性,即外部监管和“内嵌式监管”都具有安全性和效益性双重目标。本文对我国商业银行监管绩效的现状进行了分析,回顾了我国银行监管机构监管、地方政府银行监管和商业银行“内嵌式监管”的发展与实践,分析、总结了我国商业银行监管存在的问题,即我国政府在银行监管中存在定位困境、银行监管的有效性有待进一步提高、地方政府过度监管负面效应凸显,并对其原因进行了分析。本文基于对我国商业银行外部监管具有安全性和效率性双重目标,即以较高的“风险收益”为监管目标的论证,从较好控制金融风险以维持银行业乃至整个金融经济安全,并以此促进银行业乃至整个金融经济发展的角度,结合我国人民银行、银监会和地方政府金融办“三位一体”的监管体系特征,运用熵值法得出评价我国商业银行监管的总体风险控制水平和综合效益的一个综合性指标体系,对我国商业银行外部监管绩效进行了全面的现状分析和实证研究,得出了查处银行违规金额与我国商业银行监管绩效不相关,资本充足率、存贷比,以及城市商业银行的不良贷款率高于全国性股份制银行的百分点与我国商业银行监管绩效水平呈负相关关系,以及人民银行总资产变化量和银行本外币各项贷款余额与我国商业银行监管绩效水平呈正相关但影响力相当小等结论。这在很大程度上弥补了一直以来学术界对我国银行监管的研究未将地方政府监管纳入其研究范畴的缺失与不足,以及目前学术界孤立的从银行监管的安全性目标或是效率性目标,对我国商业银行外部监管绩效进行评价的局限。本文基于对我国商业银行“内嵌式监管”具有安全性和效率性双重目标,即以较高的“风险收益”为监管目标的论证,从各银行机构在较好控制其总体风险的同时,实现良好的经营效益的角度,运用熵值法得出银行总体风险控制水平和综合效益两个综合性指标体系,设立我国商业银行“内嵌式监管”绩效固定影响变截距的面板数据(Panel data)模型,对我国商业银行“内嵌式监管”绩效进行实证析研究,得出了国有控股能力、监事会规模和具有政府背景的高管人数与我国商业银行“内嵌式监管”绩效水平负相关,而董事会规模、具有政府背景的董事和监事比例以及高管人员薪酬则与之不相关等结论。这在很大程度上突破了目前学术界孤立的从银行监管的安全性目标或是效率性目标,对我国商业银行“内嵌式监管”绩效进行评价的局限。最后,本文基于风险收益视角,简要地归纳了美国、德国、英国、新加坡等国家在银行监管体系、银行监管方法与手段、监管信息化建设和银行监管人员管理方面的经验以及对我国银行监管的启示,结合对我国银行监管的现状分析和实证研究,从进一步完善我国银行监管体系、方法与手段、信息化建设、人员管理和地方政府监管职能五个方面入手,分别提出了提高我国银行监管绩效的具体对策与建议。
[Abstract]:As the core of the whole economic and financial system, the banking industry plays an important role in the development of the real economy. The objective existence of the market failure determines the inevitable emergence of the bank supervision. The effective supervision of the banking industry is to ensure the steady and steady operation of the banking industry, safeguard the security and stability of the financial system, and promote the healthy development of the real economy. In China, with the deepening of the reform of the economic system and the reform of the banking system for.2003 years, the Banking Regulatory Commission of China has been established to independently exercise the regulatory function of the banking industry and form a "one line of three meetings". The financial situation of the Francis has changed greatly, especially in 2007, the American subprime crisis triggered an international financial crisis, which had a profound impact on the financial economy of all countries, including China. China, as one of the important emerging economies, also faced severe and complicated gold at the same time of rapid economic development. The test of the economic situation, that is, the imbalance, incoordination and unsustainable contradictions and problems in the economic development is still very prominent, the downward pressure of economic growth and the rising pressure of price rise, the potential risks in the fields of finance, real estate and other fields can not be ignored, and the banking industry is also under the great pressure of the transformation of reform. What is the performance of China's banking supervision? Specifically, what is the development of China's commercial bank supervision, what are the problems, what are the reasons for these problems, the quantitative level of supervision performance, and how to improve the performance of our commercial banks, which has become a great concern for a country. From the point of view of theory and practice, this paper analyzes and expounds the supervision and characteristics of China's commercial banks, broadens the definition of the connotation and extension of the bank supervision in our country, and puts forward that the supervision of commercial banks in China is a more extensive banking supervision, including the "inlay" with Chinese characteristics. "Type supervision", that is, the government will infiltrate the bank's supervision directly into the corporate governance of the bank, which essentially realizes the government's direct participation in the development of the bank management. At the same time, it is demonstrated that the supervision of the commercial banks in China is a double line with the central government level and the local government level of banking supervision, which is the main body of the government as the bank supervision. Supervision, as well as the regulatory objectives of commercial banks in China are dual, that is, both external supervision and "embedded supervision" are both safe and effective. This paper analyzes the current situation of the regulatory performance of China's commercial banks, reviews the supervision of China's banking regulatory agencies, local government banking supervision and the "embedded prison" of commercial banks. The development and practice of management, analysis and analysis of the existing problems of China's commercial bank supervision, that is, our government has a predicament in the banking supervision, the effectiveness of the bank supervision needs to be further improved, the negative effect of the local government overregulation is highlighted, and its reasons are analyzed. This article is based on the external supervision of the commercial banks in China. With the dual goal of security and efficiency, that is, the demonstration of the higher "risk income" as the regulatory target, from the point of better control of the financial risk to maintain the security of the banking and the whole financial economy, and to promote the development of the banking and even the whole financial economy, is combined with the people's Bank of China, the Banking Regulatory Commission and the local government financial office. " The characteristics of the regulatory system of the Trinity, using entropy method, to get a comprehensive index system to evaluate the overall risk control level and comprehensive benefits of China's commercial bank supervision, and to carry out an overall situation analysis and Empirical Study on the external supervision performance of the commercial banks in China, and to find out the investigation and investigation of the bank violation amount and the Commercial Bank of China. There is a negative correlation between the capital adequacy ratio, the ratio of capital adequacy, the ratio of deposit and loan, the percentage of non-performing loans of urban commercial banks higher than the national joint-stock banks and the regulatory performance level of commercial banks in China, as well as the amount of the total assets of the people's Bank and the balance of the bank foreign currency and the regulatory performance of the commercial banks of our country. The conclusion is that the level is positively related but the influence is quite small. This makes up for a great extent, to a great extent, it has made up for the lack and deficiency of the study of the local government supervision in the study of China's banking supervision, as well as the isolation of the current academic circles from the safety goal of banking supervision or the efficiency goal, and the commercial silver of our country. This paper is based on the dual goal of security and efficiency of the "embedded supervision" in China's commercial banks, which is a demonstration of the higher "risk income" as the target of supervision. From the perspective of the good management efficiency, the use of entropy is applied from the angle of the banking institutions to better control their overall risks. The value method draws the two comprehensive index system of the overall risk control level and the comprehensive benefit of the bank, and sets up the panel data (Panel data) model of the "embedded supervision" in the Commercial Bank of our country, which has a fixed effect on the variable intercept, and makes an empirical analysis on the performance of the "embedded supervision" in the commercial banks of our country, and draws the state holding capacity and the supervisory board. The number of executives with government background is negatively related to the performance level of "embedded supervision" in China's commercial banks, while the size of the board of directors, the proportion of the directors and supervisors with the government background and the salary of the executives are unrelated to them. This has largely broken through the isolation of the current academic circles from the safety of banking supervision. The limitations of evaluating the performance of "embedded supervision" in commercial banks in China are limited by sexual goals or efficiency targets. Finally, based on the perspective of risk income, this paper briefly summarizes the banking supervision system, the methods and means of banking supervision and supervision in the United States, Germany, Britain and Singapore, the construction of supervision information and the management of bank regulators. The experience and the enlightenment to China's Bank Supervision, combined with the current situation analysis and empirical research on China's Bank Supervision, from five aspects of further perfecting the banking supervision system, methods and means, information construction, personnel management and local government supervision functions, put forward specific measures to improve the performance of China's Bank supervision. Suggestions and suggestions.
【学位授予单位】：江西财经大学
【学位级别】：博士
【学位授予年份】：2014
【分类号】：F832.33

【参考文献】