我国影子银行风险研究

发布时间：2018-06-20 01:07

本文选题：影子银行 + 商业银行　；参考：《浙江大学》2014年硕士论文

【摘要】：20世纪80年代中期以来,资本市场迅速发展,从而改变了美国传统金融格局,这一时期,一个新生名词逐渐引起人们注意,那就是“影子银行”。2012年底以来,影子银行在我国也开始引起广泛关注,人们对其的担忧情绪也逐渐升温。但同时,针对我国目前的金融体系,对于“影子银行”的概念还缺乏明确的规定,其评估的统计口径也比较混乱,较大的争议也使得对其风险的认定存在巨大的差异,这一切都致使监管政策无所适从。本文详细论述了有关影子银行体系的概念、特征,在此基础上,对我国影子银行范围进行了界定,以此为基础估算了2006-2012年我国影子银行的规模。同时笔者系统性地分析了我国影子银行体系存在的风险,一方面,国内影子银行增加了商业银行自身的系统性风险,削弱了央行货币政策的效果；另一方面,其自身也存在流动性、杠杆性、期限错配以及监管套利等金融风险。因此为了有效发挥影子银行体系的正面效应,我们必须分析其风险状况,并由此提出相关监管方法,以促进国内影子银行体系的稳健发展。
[Abstract]:Since the mid-1980s, the rapid development of capital markets has changed the traditional financial pattern of the United States. In this period, a new term has gradually attracted people's attention, that is, "shadow banking". Since the end of 2012, Shadow banking in our country also began to attract widespread concern, people's worries about it also gradually increased. But at the same time, in view of the present financial system of our country, the concept of "shadow bank" is still lack of clear regulation, the statistical caliber of its evaluation is also quite confused, and the bigger controversy also makes the determination of its risk exist huge difference. All this leaves regulatory policy at a loss. In this paper, the concept and characteristics of shadow banking system are discussed in detail. On this basis, the scope of shadow banking in China is defined, and the scale of shadow banking in China from 2006 to 2012 is estimated. At the same time, the author systematically analyzes the risks in China's shadow banking system. On the one hand, the domestic shadow banks increase the systemic risks of commercial banks themselves and weaken the effect of the central bank's monetary policy; on the other hand, It also has financial risks such as liquidity, leverage, term mismatch and regulatory arbitrage. Therefore, in order to bring the positive effect of shadow banking system into full play, we must analyze the risk situation of shadow banking system and put forward relevant supervision methods in order to promote the steady development of shadow banking system in China.
【学位授予单位】：浙江大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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