我国银行体系稳定性及其影响因素研究

发布时间：2019-02-25 20:00

【摘要】：银行体系的稳定是效益和盈利的前提，是一个不断积累的过程，银行体系自身的结构模式正在发生着巨大的变化，并且经济体系中很多层面的因素都会对银行体系的稳定性产生影响。国际经济形势在经历了次贷危机、欧债危机之后，陷入了长期的低迷状态，，我国银行体系也不可避免地受到影响。如何客观全面地测度银行体系稳定性，准确描述其变化趋势，并分析稳定性的影响因素，对我国银行体系的稳健发展具有重要作用。本文对国内外银行体系稳定性理论进行梳理，通过寻找相关概念的区别和联系，进一步界定银行体系稳定性；从微观机制、中观机制和宏观机制分析银行体系稳定性的成因；比较分析近三十年来四次金融危机对银行体系稳定性的影响，从中提取有代表性的因素。选取2004年到2012年季度数据，基于银行自身不稳定的形成机理，采用因子分析法构建银行体系稳定性测度指标（BS），得出银行体系稳定性测度主要受到结构和规模两方面因子的影响，整体呈现波动上升趋势。并且通过单样本Kolmogorov-Smirnov Z检验，表明银行体系稳定性测度指标在金融危机前后变化显著。运用Johansen协整检验和格兰杰因果检验分析银行体系稳定性的影响因素。结论显示：宏观经济、国际因素和行业因素与银行体系稳定性均存在长期均衡关系，其中银行体系稳定性与消费占比、进出口占比、国内外利差、实际利用外资占比、银行市场集中度以及证券化率呈负相关；与GDP增长率、固定资产投资额、房地产投资贷款占比呈正相关，与实际情况基本吻合，具有较强的解释性。最后根据模型结论，结合我国经济发展现状对各影响因素变动趋势进行分析解释，并且有针对性地提出调整银行资金配置结构、建立多层次金融市场以及加强金融自由化背景下的监管力度等相关建议。
[Abstract]:The stability of the banking system is the premise of benefit and profit, and it is a process of continuous accumulation. The structural model of the banking system itself is undergoing tremendous changes. And many factors in the economic system will have an impact on the stability of the banking system. After the subprime crisis and the European debt crisis, the international economic situation has fallen into a long-term depression, and the banking system of our country will inevitably be affected. How to measure the stability of the banking system objectively and comprehensively, describe its changing trend accurately, and analyze the influencing factors of the stability play an important role in the steady development of the banking system in our country. In this paper, the stability theory of banking system at home and abroad is combed, and the stability of banking system is further defined by looking for the difference and connection of related concepts, and the causes of stability of banking system are analyzed from micro-mechanism, meso-mechanism and macro-mechanism. The effects of four financial crises on the stability of banking system in the past three decades are compared and analyzed, and some representative factors are extracted. Selecting the quarterly data from 2004 to 2012, based on the formation mechanism of bank's own instability, the factor analysis method is used to construct the measure index (BS), of banking system stability. It is concluded that the stability measure of banking system is mainly influenced by two factors of structure and scale, which shows a rising trend of fluctuation as a whole. The single sample Kolmogorov-Smirnov Z test shows that the bank system stability measures change significantly before and after the financial crisis. Johansen cointegration test and Granger causality test were used to analyze the influencing factors of banking system stability. The conclusion shows that there is a long-term equilibrium relationship between macroeconomic, international and industry factors and the stability of the banking system, in which the stability of the banking system and the proportion of consumption, import and export, the spread of interest rates at home and abroad, and the proportion of the actual utilization of foreign capital. There is a negative correlation between bank market concentration and securities rate. It has a positive correlation with GDP growth rate, fixed asset investment amount and real estate investment loan ratio, which is basically consistent with the actual situation, and has a strong explanation. Finally, according to the conclusion of the model, combined with the current situation of China's economic development, this paper analyzes and explains the changing trend of the influencing factors, and puts forward the adjustment of the structure of bank funds allocation. To establish multi-level financial market and strengthen supervision under the background of financial liberalization.
【学位授予单位】：安徽农业大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.3

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