银行业竞争与风险承担关系的研究

发布时间：2018-01-08 17:15

本文关键词：银行业竞争与风险承担关系的研究　出处：《南京财经大学》2014年硕士论文　论文类型：学位论文

【摘要】：银行业的竞争和银行系统的稳定性始终是金融体系研究的两大主题,只有银行业稳定健康地发展,才能使银行的中介作用得到最大的发挥,才能使资源得到充分、有效的配置,进而把我国巨额的储蓄转变为投资资本,加速民间资本、国有资本的积累,最终带动我国实体经济的发展；随着我国金融体制改革的深化,形成了四大国有银行、全国性的商业银行、城市商业银行和储蓄银行等多种类型银行并列竞争的新形势,同时我国金融业在2006年12月11日对外开放,使我国的银行业直接面对着外资银行的竞争和冲击,这些国内外的竞争对我国金融体系的影响存在两种相反的理论：银行竞争力是有利于金融体系的稳定,还是对稳定起到相反的作用?本文引入Boone指数来评估银行业的竞争力,用Z-score度量银行风险承担,通过随机前沿分析法分析银行稳定无效率,得到竞争力与银行风险承担的关系,以及不同的银行规模和资本化率等因素对该关系的调整。研究得出竞争对银行的风险承担行为主要是以非线性形式存在：过高竞争和过低竞争水平下不利于金融体系的稳定；而在适中的竞争水平下利于金融体系的稳定。而银行的规模和资本化程度这些基本因素对解释这种联系起着一定的作用,一方面,银行规模的扩大会给竞争力大的银行带来风险的增加,减弱其稳定性,但对竞争力较弱的股份制银行、城商行却能从中受益；另一方面,在较低竞争水平、平均竞争水平下资本充足率的提高会减弱该类银行的稳定性,而对于竞争力强的国有银行能在提高资本充足率的同时改善风险承担,增强该类银行的稳定性。在全球金融市场出现了危机的这几年,这些结论为银行的管理、监督和制定政策提供了重要的依据。
[Abstract]:The stability of the banking competition and banking system has always been the two major themes of the financial system, only the stability of the banking industry healthy development, in order to make the intermediary role of banks has been the biggest play, can make the resources fully, effective configuration, and the transformation of China's huge savings for capital investment, accelerate private capital the state-owned capital accumulation, finally promote the development of the real economy in China; with the deepening of China's financial system, the formation of the four major state-owned banks, national commercial banks, the new situation of city commercial banks and savings banks and other types of banks are competing at the same time, China's financial industry open in December 11, 2006, the China's banking industry directly facing the competition and the impact of foreign banks, the domestic and international competition of China's financial system has two kinds of opposite theory: Bank Competitiveness Is conducive to the stability of the financial system, or to the opposite effect on stability? This paper introduces Boone index to evaluate the competitiveness of the banking industry, with the Z-score measure of bank risk, through the stochastic frontier analysis of bank stability without efficiency, relationship between competitiveness and bank risk, adjustment factors and different bank size and capital the rate of this relationship. The results of the competition of bank risk taking behavior mainly exists in the nonlinear form: high competition and low competition level is not conducive to the stability of the financial system; and in the moderate level of competition to the stability of the financial system. But the scale and degree of Bank capital to these basic factors play a role, explain the link on the one hand, the size of the bank increases will bring the risk of the bank's competitiveness, weakening its stability, but for Weak competitiveness of the joint-stock banks, city commercial banks can benefit from it; on the other hand, in a relatively low level of competition, improve the capital adequacy ratio of the average level of competition will weaken the stability of the bank, and for the strong competitiveness of state-owned banks can improve the capital adequacy ratio at the same time improve the risk, enhance the stability this kind of bank. In the global financial market crisis of the past few years, these conclusions for the management of the bank supervision, and provides an important basis for policy making.

【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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