资本监管改革与中国银行业信贷行为研究

发布时间：2018-05-05 22:09

本文选题：资本监管 + 商业银行　；参考：《华南理工大学》2013年硕士论文

【摘要】：资本监管在银行监管发展进程中起到越来越核心的作用，并且随着一次又一次的金融危机的发生，银行监管者都会思考如何去完善资本监管框架去增强银行抵御风险的能力，以维护整个银行体系的安全稳健。在中国特有的经济政策环境下，中国银行业承担着更多的社会责任去推动整个宏观经济的发展，，发放贷款增加资金投入是其最主要的手段。而随着中国资本监管改革的深化，中国银行业的信贷行为会发生怎样的变化？以资本充足率为核心的资本监管是否对银行的信贷行为产生了约束效应？如何构建有效的资本监管体系，防止银行风险的发生导致经济出现大的波动？是本文所要深入研究的命题。本文运用从理论到实践的研究路径。首先回顾了国内外商业银行资本监管发展历程，目的是进一步论证资本监管的必要性和重要性，以及以风险为本的资本监管框架下要求风险资产的全面覆盖给银行机构带来的影响，特别是在资本充足率的分子分母策略下银行机构会采取怎样的行为？为此，本文首先分析了中国商业银行资本充足水平的变化，并分阶段分银行类型进行比较，探究影响中国商业银行资本管理水平的因素和存在的问题。在以上理论和实践分析的基础上，本文紧跟着分析了资本监管对商业银行信贷的影响途径，从信贷扩张、贷款占比、贷款结构三个方面的变化全面地研究了资本监管与中国商业银行信贷行为的关系。最后，本文还使用计量模型来进行资本监管对银行信贷约束效应的实证研究。本文研究得出的结论是，中国现行严厉的资本监管制度对商业银行信贷行为有约束作用但并不显著。中国的资本监管制度仍在探索和发展阶段，整体资本监管框架需要进一步改进和完善，而且由于金融风险的不断变化和发展，监管部门对资本监管制度框架的建立更须具有前瞻性和敏感性，这也对监管部门提出了更高的要求。
[Abstract]:Capital supervision plays a more and more important role in the development of bank supervision, and with the occurrence of financial crisis time after time, bank regulators will consider how to improve the framework of capital supervision to enhance the ability of banks to resist risks. To maintain the safety and soundness of the entire banking system. Under the special economic policy environment of China, the Chinese banking industry bears more social responsibility to promote the development of the whole macro-economy, and the most important means is to extend loans and increase the capital investment. With the deepening of China's capital supervision reform, how will the credit behavior of the Chinese banking industry change? Does the capital supervision with the capital adequacy ratio at the core have a binding effect on the bank's credit behavior? How to build an effective capital supervision system to prevent the occurrence of bank risks leading to large fluctuations in the economy? It is a proposition to be studied in depth in this paper. This article uses the research path from theory to practice. First of all, it reviews the development course of capital supervision of commercial banks at home and abroad, in order to further demonstrate the necessity and importance of capital supervision. And the impact on banking institutions caused by the requirement of comprehensive coverage of risky assets under the framework of risk-based capital supervision, especially under the molecular denominator strategy of capital adequacy ratio. Therefore, this paper first analyzes the changes of the capital adequacy level of Chinese commercial banks, and compares the types of banks in stages to explore the factors that affect the capital management level of Chinese commercial banks and the existing problems. Based on the above theoretical and practical analysis, this paper analyzes the impact of capital supervision on commercial bank credit, from the credit expansion, loan ratio, The relationship between capital supervision and credit behavior of Chinese commercial banks is studied in three aspects. Finally, we use the econometric model to study the effect of capital supervision on bank credit constraint. The conclusion of this study is that the current strict capital supervision system in China has a binding effect on the credit behavior of commercial banks, but it is not significant. China's capital supervision system is still in the exploration and development stage. The overall capital regulatory framework needs to be further improved and improved, and because of the constant changes and development of financial risks, Regulators should be more forward-looking and sensitive to the establishment of capital regulatory framework, which also puts forward higher requirements for regulators.
【学位授予单位】：华南理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4;F832.2

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