国际资本流动对中国商业银行稳定性的影响研究

发布时间：2018-05-13 10:09

本文选题：国际资本流动 + 商业银行　；参考：《天津财经大学》2014年硕士论文

【摘要】：伴随着经济全球化进程的深化,国际资本流动的规模显著增大,其流动速度也日益加快,冲击了银行体系的稳定性。在金融体系尚不健全的情况下,如何在推进资本项目开放的同时,保障商业银行的稳定性,增强商业银行的竞争能力是目前亟待研究的重要课题。本文首先介绍了选题的背景、目的及意义,简要概括了关于国际资本流动对商业银行稳定性影响的国内外文献,从微观和宏观两个层面对商业银行稳定性相关理论进行述评；进而从一国的货币供应量、资产价格、利率水平以及银行贷款质量等角度分析了国际资本流动对商业银行安全性、流动性和效益性的影响以及对银行整体稳定性影响的传导机制；并基于2003年至2013年的相关数据,通过主成分分析法测算出中国商业银行稳定性指数,结合协整检验和格兰杰因果检验得出外商直接投资、货币供应量占外汇储备的比率以及短期外债占外汇储备的比率与中国商业银行稳定性存在长期协整关系,并且是其格兰杰原因,其中外商直接投资对中国商业银行稳定性影响最为强烈的结论；最后,本文根据理论分析与实证检验的结果,结合智利、印度尼西亚和泰国的经验,提出了完善法律法规、合理安排资本项目开放顺序、拓宽融资渠道、加强银行的监管体系、推动渐进式市场化利率进程、建立存款保险机制,完善银行退出机制等加强商业银行稳定性建设的对策建议。
[Abstract]:With the deepening of the process of economic globalization, the scale of international capital flow has increased significantly, and the speed of international capital flow has been accelerated day by day, which has impacted the stability of the banking system. Under the condition that the financial system is not perfect, how to promote the opening of capital account, ensure the stability of commercial banks and enhance the competitiveness of commercial banks is an important subject to be studied. This paper first introduces the background, purpose and significance of the topic, briefly summarizes the domestic and foreign literature on the impact of international capital flows on the stability of commercial banks, and reviews the relevant theories of stability of commercial banks from the micro and macro levels. Then, from the point of money supply, asset price, interest rate level and bank loan quality of a country, this paper analyzes the security of international capital flow to commercial banks. Based on the relevant data from 2003 to 2013, the stability index of Chinese commercial banks is calculated by principal component analysis. Combined with co-integration test and Granger causality test, it is concluded that there is a long-term cointegration relationship between foreign direct investment, the ratio of money supply to foreign exchange reserves and the ratio of short-term foreign debt to foreign exchange reserves with the stability of Chinese commercial banks. It is the Granger reason, in which FDI has the strongest influence on the stability of Chinese commercial banks. Finally, this paper combines the experience of Chile, Indonesia and Thailand according to the results of theoretical analysis and empirical test. The paper puts forward to perfect the laws and regulations, arrange the order of opening capital account reasonably, widen the financing channel, strengthen the supervision system of the bank, promote the process of gradual market-oriented interest rate, and establish the deposit insurance mechanism. Improve the bank exit mechanism and other measures to strengthen the stability of commercial banks.
【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】：F832.33;F832.6

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