影子银行对我国商业银行体系稳定性影响研究

发布时间：2018-05-30 16:22

本文选题：影子银行 + 银行稳定性　；参考：《天津财经大学》2016年硕士论文

【摘要】：2007年美国次贷危机爆发,以致引起全球范围的经济波动,影子银行越来越受到国内外学者的普遍关注。随着影子银行规模发展的不断壮大,影子银行对金融体系的影响,尤其是对传统商业银行体系稳定性所造成的诸多影响成为了金融领域探讨和研究的焦点。体制本身的漏洞还有融资的外在需求使得影子银行在我国的发展具有必然性。近几年来我国影子银行发展势头迅猛,并且已经成为我国金融体系中的重要组成部分。因此,对影子银行规模与商业银行稳定性的相关性研究,对我国影子银行的发展以及商业银行体系的稳定无疑都具有重要的理论以及现实意义。本文通过从影子银行对银行稳定性的理论分析入手,介绍了影子银行在我国的现状,定性分析影子银行规模对于我国商业银行稳定性的积极与消极影响。通过2002-2015年的数据对我国影子银行的绝对规模以及相对规模进行的测度,运用"阈值分析"的方法通过对9个指标的阈值分析和统计计算得到我国商业银行体系稳定性的稳定性数值。最终设定非线性回归模型,对影子银行规模与商业银行体系稳定性之间内在联系进行实证研究。实证结果表明,影子银行的规模与我国商业银行体系稳定性之间并非是线性关系,不能将两者之间的关系简单地定义为促进或者阻碍。因此,我们应辩证地看待影子银行的发展,使其在一定的范围内实现良性的发展。这样不仅能够对我国金融市场起到促进作用,并且能够在相应的政策监管下,逐步实现合法化、透明化。所以,政府应该对影子银行的发展予以规范,使其顺从金融市场的发展趋势,促进金融市场的健康运转,并最终对我国的经济发展产生积极有效的影响。
[Abstract]:In 2007, the subprime mortgage crisis broke out in the United States, which caused global economic fluctuations. Shadow banking has attracted more and more attention from scholars at home and abroad. With the development of shadow banking, the influence of shadow banking on the financial system, especially on the stability of the traditional commercial banking system, has become the focus of discussion and research in the field of finance. The loopholes of the system and the external demand of financing make the development of shadow banking in our country inevitable. In recent years, shadow banking in China has developed rapidly and has become an important part of our financial system. Therefore, the research on the correlation between the scale of shadow banking and the stability of commercial banks is undoubtedly of great theoretical and practical significance to the development of shadow banks in China and the stability of the commercial banking system. Based on the theoretical analysis of the stability of the shadow bank, this paper introduces the present situation of the shadow bank in China, and qualitatively analyzes the positive and negative effects of the scale of the shadow bank on the stability of the commercial bank in China. The absolute size and relative size of shadow banks in China are measured by the data from 2002 to 2015. By using the method of "threshold analysis", the stability of China's commercial banking system is obtained through the threshold analysis and statistical calculation of nine indexes. Finally, a nonlinear regression model is established to study the relationship between the scale of shadow banking and the stability of commercial banking system. The empirical results show that there is no linear relationship between the size of shadow banking and the stability of commercial banking system in China, and the relationship between them can not be defined simply as promotion or hindrance. Therefore, we should treat the development of shadow banking dialectically so that it can realize benign development in a certain range. This can not only promote our financial market, but also gradually realize legalization and transparency under the corresponding policy supervision. Therefore, the government should regulate the development of shadow banking, make it conform to the development trend of financial market, promote the healthy operation of financial market, and finally have a positive and effective impact on the economic development 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】：2016
【分类号】：F832.3

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