影子银行发展对我国商业银行的影响研究

发布时间：2018-04-08 22:07

本文选题：影子银行　切入点：商业银行　出处：《天津财经大学》2014年硕士论文

【摘要】：2007年的美联储年度会议,使人们认识到了美国金融危机背后庞大的影子银行体系,国内外学者开始对影子银行进行研究。影子银行起源于金融创新,在我国呈现出“直接融资”的特征。虽然我国影子银行发展处于初级阶段,但仍是不可忽视的潜在经济风险之-近两年我国温州等地区爆发的民间借贷危机使一直被国人关注的影子银行问题更加火爆。同时,随着金融脱媒与融资结构多元化的发展,之前市场紧盯着的银行存贷款数据也已经不能代表市场资金供求状况。社会融资规模中越来越显著的影子银行业务融资额占比说明：影子银行与商业银行传统存贷业务正在进行着一场激烈的金融资源争夺战。本文在总结国内外学者相关研究成果的基础上,首先通过比较影子银行与传统银行以及国内外影子银行的异同,得到我国影子银行的具体内涵与外延,使我国影子银行的概念更为鲜明。然后立足于我国经济现实情况,分析了我国影子银行的形成背景和各构成部分,并对影子银行中的银行表外理财产品、委托贷款、信托贷款、未贴现银行承兑汇票、未观测信贷等部分规模进行整理和测算,最后加总得到我国影子银行总规模的估计值。最后在得到的我国影子银行规模的基础上,从理论和实证两方面重点研究影子银行发展对商业银行收益与风险的影响。研究结果表明,我国影子银行的发展会增加商业银行的收益,并且会有一个时滞效应,与此同时也会增加其综合经营的系统性风险。通过系统性研究,本文发现目前我国对影子银行的管理更多的是在效率和风险之间的取舍,文章从市场化的角度针对我国影子银行和商业银行提出相关的建议,希望能对规范影子银行发展,充分发挥其有利效应,从而不断推进金融创新、完善我国金融系统有所贡献。
[Abstract]:The annual meeting of the Federal Reserve in 2007 made people realize the huge shadow banking system behind the financial crisis in the United States and scholars at home and abroad began to study shadow banking.Shadow banking originates from financial innovation and presents the characteristics of "direct financing" in China.Although the development of shadow banking in China is still in its initial stage, it is still one of the potential economic risks that can not be ignored. The private lending crisis in Wenzhou and other regions in China in the past two years has made the shadow banking problem, which has been concerned by people in China, even more popular.At the same time, with the development of financial disintermediation and the diversification of financing structure, the bank deposit and loan data which the market is focused on has not been able to represent the market capital supply and demand.The increasing proportion of shadow banking financing in the scale of social financing shows that shadow banking and the traditional deposit and loan business of commercial banks are engaged in a fierce battle for financial resources.On the basis of summarizing the relevant research results of domestic and foreign scholars, this paper first compares the similarities and differences between shadow banking and traditional banks, as well as the shadow banks at home and abroad, and obtains the specific connotation and extension of shadow banking in China.Make our country shadow bank's concept more distinct.Then based on the economic reality of our country, this paper analyzes the background and components of shadow banking in our country, and gives an analysis of the banking off-balance sheet financial products, entrustment loans, trust loans, non-discounted bank acceptance drafts in shadow banks.Finally, the total size of shadow banks in China is estimated.Finally, on the basis of the scale of shadow banking in China, the influence of the development of shadow banking on the profits and risks of commercial banks is studied theoretically and empirically.The results show that the development of shadow banking in China will increase the profits of commercial banks, and will have a delay effect, at the same time, it will also increase the systemic risk of comprehensive management.Through systematic research, this paper finds that the management of shadow banking in our country is more about the trade-off between efficiency and risk. This paper puts forward some relevant suggestions on shadow banking and commercial banks in China from the perspective of marketization.It is hoped that it will be helpful to standardize the development of shadow banking and give full play to its beneficial effect so as to continuously promote financial innovation and improve the financial system of our country.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.3

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