中国银行业监管问题与对策研究

发布时间：2018-07-20 13:40

【摘要】：随着全球经济一体化的发展和科学技术的突飞猛进，金融市场快速发展，各种金融创新层出不穷，金融领域的竞争可谓日新月异。国内外大量的研究表明，银行体系是否稳定对于一个国家的经济增长和社会发展起着举足轻重的作用。随着国际金融形势出现的新变化，各国的监管当局在监管理念、监管手段、监管目标以及监管框架等方面都在发生着巨大的转变，国际银行监管领域正在呈现出一些新的发展趋势。改革开放以来，我国银行业在深化改革、加强监管、改善服务、支持国民经济发展等方面取得了巨大的进步，但与此同时，银行业在高速发展的过程中也积累和暴露出了很多问题。自2003年银监会成立以来，我国逐步建立了以银监会为主体、人民银行及其他部门共同参与的银行监管框架体系。经过十年的发展，银行监管取得了长足的进步，证明了我国的银行监管体系框架是基本有效的，但是相比国际标准和行业发展要求来看，我国的银行监管水平仍然存在较大差距。随着银行业混业发展趋势的加剧和国际上金融危机的爆发愈加频繁，这一监管体系框架遭受到越来越多的挑战。本文沿着提出问题、分析问题、解决问题的脉络，对我国银行监管体系的完善与发展提出了相应的解决对策。文章对中国银行业监管的历史变迁、发展现状及体系框架进行了细致的分析。经过十多年的改革发展，我国商业银行的账面指标，包括银行的总体规模、资产质量、盈利水平、抵御风险能力等都取得了长足的进步，银行业所取得的这些成绩是否意味着我国银行监管也取得了巨大的成功呢？本文随后对我国商业银行的业绩来源进行了分析，得出了我国商业银行取得的成绩一部分源于中国经济的高速增长、宽松的货币政策、较高的存贷利率差水平和一些政策性扶持等外生变量的共同作用。文章分析了现阶段我国银行业监管面临的主要问题。第一，近年来，影子银行体系的发展日益壮大，逐渐引起了国内外金融界的广泛关注，我国的影子银行虽然与西方发达国家有所不同，但也有可能引发潜在的风险。本文对影子银行体系及其脆弱性进行了深入分析，通过对中国影子银行体系风险的实证分析，指出中国影子银行体系发展较晚，规模较小，引发危机的可能性很小，目前不会成为中国银行业系统性风险的来源，但也不能放松对其监管。第二，随着国际间资本流动的不断加剧，资本项目的自由兑换已经是我国深化改革开放的一项战略性任务，中国资本账户开放的步伐也在不断加快。通过对国外资本账户开放与银行业发生危机的实证研究，得出资本账户的开放与银行业危机的发生并没有显著的关联，并进一步说明了中国资本账户开放的必然性。第三，本文对我国银行业资本监管的实践进行了梳理，对资本监管的有效性进行了分析。从微观角度来看，我国的资本监管是有效的，符合巴塞尔委员会的相关标准和要求，但在一些方面还有待加强。从宏观角度来看，我国资本监管的有效性还存在很多问题，总体效果不尽如人意。第四，本文还对我国商业银行系统性风险的内涵进行了说明，，并根据Logit二元离散选择模型对系统性风险的成因进行了实证分析，揭示了引起系统性风险的一些宏观经济变量，指出了目前中国银行体系所面临的系统性风险，主要包括经济增长速度放缓、高额的地方政府债务、房地产市场泡沫、互联网金融的快速发展等，对银行体系可能带来巨大的冲击，监管当局应密切监管，加强防范。第五，针对我国可能会面临的系统性风险，我国银行监管当局该如何化解，文章中列举了我国宏观审慎监管制度的优势与不足，为化解我国银行系统性风险提供了解决方案。 2007年次贷危机的爆发改变了全球的金融面貌，并对全球银行体系造成了巨大损失。在此背景下，西方发达国家纷纷进行了监管改革。本文通过对美国、英国、欧盟等国家及国际组织的监管改革进行系统的梳理和分析，得出了国际监管改革的潮流和趋势，为我国银行监管体制的改革提供了参考和借鉴。为了防止类似危机的再次上演，《巴塞尔协议Ⅲ》正式出台。本文对《巴塞尔协议Ⅲ》进行了解读并分析了该协议的出台可能对中国银行业监管带来的影响。最后，本文提出了完善我国银行业监管体系的对策建议。在对我国银行监管的现状、目前存在的问题进行分析和梳理后，在借鉴西方发达国家银行监管改革经验的基础上，结合我国的实际情况，提出了完善我国银行监管体系的对策建议。同时，对于我国如何防范各种系统性风险，如何制定符合中国银行业资本监管的框架体系，对影子银行体系的发展如何监管，如何完善我国宏观审慎监管制度，如何构建适合中国资本账户开放的基础环境等方面，都提出了有针对性、富有建设性的政策建议，为防范金融风险在我国银行体系的传播和蔓延提供了借鉴和参考。
[Abstract]:With the development of global economic integration and the rapid development of science and technology, the rapid development of the financial market, various financial innovations emerge in endlessly, and the competition in the financial field is changing every day. With the new changes in the international financial situation, great changes have taken place in the regulatory authorities of various countries, such as the supervision concept, the means of supervision, the target of supervision and the regulatory framework, and some new trends are emerging in the field of international banking supervision.
Since the reform and opening up, China's banking industry has made great progress in deepening reform, strengthening supervision, improving services and supporting the development of the national economy. At the same time, the banking industry has also accumulated and exposed many problems in the process of rapid development. Since the founding of the CBRC in 2003, China has gradually established the Banking Regulatory Commission as the main body. The bank supervision framework of the people's Bank and other departments. After ten years of development, the bank supervision has made great progress. It has proved that the banking regulatory framework of our country is basically effective. However, compared with the requirements of international standards and industry development, there is still a big gap in the level of banking supervision in China. The development trend of the banking industry and the outbreak of the international financial crisis are becoming more and more frequent. The framework of this regulatory system has suffered more and more challenges. This paper puts forward the corresponding solutions to the improvement and development of the banking regulatory system in China along the question, the analysis of the problems and the solution of the problem.
The article makes a detailed analysis of the historical changes, the current situation and the system framework of the banking supervision in China. After more than 10 years of reform and development, the Accounting Indicators of the commercial banks of China, including the overall scale of the bank, the quality of the assets, the level of profit and the ability to resist the risk, have made great progress, and the achievements made by the banking industry have been achieved. Does it mean that China's banking supervision has also made great success? This paper then analyses the source of the performance of China's commercial banks, and draws a conclusion that the achievements made by the commercial banks of our country are due to the high growth of China's economy, the loose monetary policy, the higher level of interest rate difference and some policy support. The common effect of variables.
This paper analyzes the main problems facing the banking supervision in China at present. First, in recent years, the development of the shadow banking system has been growing more and more, and it has gradually aroused the widespread concern of the domestic and foreign financial circles. Although the shadow banking in our country is different from that of the western developed countries, it may also cause potential risks. This paper is a shadow banking system. Through an in-depth analysis of its vulnerability, through the empirical analysis of the risk of China's shadow banking system, it is pointed out that the development of the Chinese shadow banking system is relatively late and small, the possibility of causing the crisis is very small. At present, it will not become the source of systemic risk in China's banking industry, but it can not relax its supervision. Second, with the international capital flow With the increasing movement, the free exchange of capital account has been a strategic task of deepening the reform and opening up in China. The pace of China's capital account opening is also accelerating. Through the empirical study on the opening of foreign capital account and the crisis in the banking industry, it is concluded that the opening of capital account and the crisis of the banking industry are not significant. The connection, and further explains the inevitability of China's capital account opening. Third, this article combs the practice of China's banking capital supervision and analyses the effectiveness of capital supervision. From the micro point of view, China's capital supervision is effective, in line with the relevant standards and requirements of the Basel Committee, but in some parties. It still needs to be strengthened. From a macro point of view, there are still many problems in the effectiveness of China's capital supervision and the overall effect is not satisfactory. Fourth. This paper also explains the connotation of the systematic risk of commercial banks in China, and has carried out an empirical analysis on the causes of systemic risk based on the discrete choice model of Logit two yuan, and revealed the introduction of the cause of the systematic risk. Some macroeconomic variables of systemic risk point out the systemic risks faced by the current Chinese banking system, including the slowdown in economic growth, high local government debt, the real estate market bubble, the rapid development of Internet Finance and so on, which may have a huge impact on the banking system, and the regulatory authorities should closely supervise, Fifth, in view of the systematic risks that China may face, how to resolve our bank regulatory authorities, the article lists the advantages and disadvantages of China's macro prudential supervision system, and provides a solution to resolve the systemic risk of China's banks.
The outbreak of the subprime mortgage crisis in 2007 changed the global financial outlook and caused great losses to the global banking system. Under this background, the western developed countries have carried out regulatory reform. This paper has systematically reviewed and analyzed the regulatory reform of the United States, the UK, the EU and other countries and international organizations, and drew the international regulatory reform. The trend and trend will provide reference and reference for the reform of the banking regulatory system in China. In order to prevent the recurrence of similar crises, the Basel Agreement III is formally introduced. This article interprets and analyzes the influence of the introduction of the agreement on the regulation of the banking industry in China.
Finally, this paper puts forward the countermeasures and suggestions to improve the banking regulatory system in China. After analyzing and combing the current problems of banking supervision in China, on the basis of the experience of banking supervision reform in western developed countries and combining the actual situation of our country, this paper puts forward some countermeasures and suggestions to improve the banking supervision system of our country. At the same time, how to guard against various systematic risks, how to formulate a framework system that conforms to China's banking capital supervision, how to regulate the development of the shadow banking system, how to perfect our macro prudential supervision system, and how to build a basic environment suitable for the opening of China's capital account, have been put forward. Constructive policy recommendations provide a reference for preventing the spread and spread of financial risks in China's banking system.
【学位授予单位】：吉林大学
【学位级别】：博士
【学位授予年份】：2014
【分类号】：F832.1

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