资本监管对商业银行贷款期限结构的影响研究

发布时间：2018-11-17 06:54

【摘要】：银行业的安全及稳定关乎着一个国家的经济命脉,目前巴塞尔协议作为资本监管的指南已经得到了全球银行业的基本认同。我国对商业银行的资本监管起步虽晚,但却也是始终密切关注了巴塞尔委员会各方面的动态,并且在积极遵循巴塞尔委员会所提出的监管理念,以逐步完善我国对于商业银行的资本监管框架。然而,大多实例证明,资本监管在迫使商业银行重视风险控制以保证经济稳定的同时,会使得商业银行为达标而不得不收缩贷款,从而导致了一些国家的经济衰退。在宏观经济中,不同期限的贷款对于经济的影响有所不同,短期贷款对经济增长有短期的促进作用,但却容易形成通货膨胀,中长期贷款对经济增长有长期的促进作用,同时对通货膨胀有一定的抑制作用。鉴于不同期限贷款对于经济的影响不同,在资本充足率监管压力不断加大的情况下,研究资本充足率监管在影响商业银行贷款过程中,对不同期限贷款的影响程度具有重要意义。本文在以往文献研究的基础上,以对商业银行的金融监管为视角,采用理论分析和实证检验相结合的方法,主要研究资本监管对贷款期限结构的影响。在理论分析方面,分别从信息不对称理论和一个理论分析框架两个方面出发,考察资本充足监管影响银行贷款行为的内在机理,理论分析认为,银行为达到资本监管要求而进行贷款配置选择时应降低中长期贷款的比例。对于放宽的理论分析假设前提的结果需要进一步实证分析。为了检验理论分析结果,本文以2001-2012年期间中国13家商业银行为研究样本,建立面板数据的线性回归模型,并运用Eviews6.0实证检验资本充足率监管对银行信贷期限结构的影响。主要包括：(1)分别研究资本监管对贷款、中长期贷款和中长期贷款占比的影响程度。(2)三个研究角度又分别引入四组资本监管的代理变量,对资本监管进行较全面的模拟。实证结果表明,商业银行为了提高当期资本充足率水平,会减少贷款总额,但中长期贷款的下降幅度要低于总贷款减少的幅度,即贷款的大幅下降更多依靠短期贷款的减少。最后,在前文分析基础上分别对商业银行和政府两个经济主体提出具有针对性和切实可行的政策建议,如优化商业银行信贷期限结构、转变商业银行业务盈利模式、提高商业银行风险管理能力、提高监管效率、建立融资平台和大力发展商业银行有效资本金补充渠道等。
[Abstract]:The safety and stability of the banking industry is vital to a country's economic life. At present, the Basel Accord, as a guide to capital regulation, has been accepted by the global banking industry. Although the capital supervision of commercial banks in our country started late, it has been paying close attention to all aspects of the Basel Committee, and it is actively following the supervision idea put forward by the Basel Committee. In order to gradually improve the capital regulatory framework for commercial banks. However, most examples prove that capital supervision forces commercial banks to attach importance to risk control to ensure economic stability, and at the same time makes commercial banks have to contract loans in order to meet the standards, thus leading to economic recession in some countries. In the macro economy, the impact of loans of different maturities on the economy is different. Short-term loans have a short-term effect on economic growth, but they are easy to form inflation, and medium- and long-term loans can promote economic growth in the long run. At the same time, inflation has a certain inhibitory effect. In view of the different effects of different maturity loans on the economy, under the increasing pressure of capital adequacy ratio supervision, the study of capital adequacy ratio regulation in the process of affecting commercial banks loans, It is of great significance to the degree of influence of different term loans. Based on the previous literature, this paper mainly studies the influence of capital supervision on the term structure of loans from the perspective of financial supervision of commercial banks and the combination of theoretical analysis and empirical testing. In terms of theoretical analysis, from two aspects of information asymmetry theory and a theoretical analysis framework, the internal mechanism of capital adequacy supervision affecting bank loan behavior is investigated. In order to meet the requirements of capital supervision, banks should reduce the proportion of medium and long-term loans when they make loan allocation choices. Further empirical analysis is needed for the results of the premise of the relaxed theoretical analysis. In order to test the results of theoretical analysis, a linear regression model of panel data is established with 13 commercial banks in China from 2001 to 2012. Eviews6.0 is used to test the effect of capital adequacy ratio supervision on the term structure of bank credit. The main contents are as follows: (1) the influence of capital supervision on loan, medium and long term loans and the proportion of medium and long term loans are studied respectively. (2) four groups of agency variables of capital supervision are introduced from three angles. A more comprehensive simulation of capital supervision. The empirical results show that, in order to improve the current capital adequacy ratio, commercial banks will reduce the total amount of loans, but the decline of medium and long term loans is lower than that of total loans, that is, the sharp decline of loans depends more on the reduction of short-term loans. Finally, on the basis of the above analysis, the author puts forward some specific and feasible policy suggestions to the commercial banks and the government respectively, such as optimizing the credit term structure of commercial banks and changing the profit model of commercial banks. To improve the risk management ability of commercial banks, to improve the efficiency of supervision, to establish financing platform and to develop the effective supplementary channels of capital of commercial banks and so on.
【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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