本文關(guān)鍵詞： 風險監(jiān)管 系統(tǒng)性風險 銀行業(yè)系統(tǒng)性風險　出處：《天津財經(jīng)大學》2013年碩士論文　論文類型：學位論文

【摘要】：2008年全球金融危機爆發(fā)后,一些國家金融機構(gòu)遭受重創(chuàng),并逐步意識到系統(tǒng)性風險對于宏觀經(jīng)濟是否穩(wěn)定的重要性。在金融危機中雖然我國銀行業(yè)表現(xiàn)出充分穩(wěn)健性,沒有發(fā)生較大系統(tǒng)性危機,但或多或少也顯示出風險信號。危機后我國信貸的急劇擴張,特別是中長期貸款增加和信貸過度集中使銀行面對較高信用風險,信用風險爆發(fā)可能轉(zhuǎn)化為系統(tǒng)性銀行危機。同時隨著全球金融一體化和我國金融市場對外開放度不斷加深,國外經(jīng)濟和金融變化都會對我國銀行業(yè)造成影響。我們需要制定穩(wěn)健的政策,增強金融危機處理的能力,這樣才能減輕銀行系統(tǒng)性風險帶來的影響,才有可能保持中國經(jīng)濟持續(xù)健康發(fā)展。因此,通過研究國際銀行監(jiān)管動態(tài),結(jié)合相關(guān)經(jīng)驗,對我國銀行業(yè)系統(tǒng)性風險做出評估及提出相關(guān)監(jiān)管對策,對于我國防范銀行業(yè)系統(tǒng)性風險發(fā)生和保持銀行業(yè)穩(wěn)定發(fā)展具有十分重要的理論意義和現(xiàn)實意義。 本文大體上分為三個部分進行研究,首先對銀行業(yè)系統(tǒng)性風險及其監(jiān)管相關(guān)理論進行分析和研究。其次結(jié)合國外銀行業(yè)在系統(tǒng)性風險監(jiān)管改革方面措施和經(jīng)驗,對我國目前銀行業(yè)系統(tǒng)性風險現(xiàn)狀進行分析。運用測度系統(tǒng)性風險的模型KMV模型,對我國上市銀行從總體進行分析,得出我國雖然目前爆發(fā)銀行業(yè)系統(tǒng)性風險可能性很小,但是各種綜合風險因素在增加,不排除以后發(fā)生銀行業(yè)系統(tǒng)性風險可能性的結(jié)論。最后探討了銀行業(yè)系統(tǒng)性風險監(jiān)管與防范,對銀行業(yè)監(jiān)管政策進行分析,主要是從宏觀審慎監(jiān)管、微觀審慎監(jiān)管,以及財政政策與貨幣政策三個方面進行研究。
[Abstract]:In 2008, after the global financial crisis broke out, financial institutions in some countries were badly hit. And gradually realize the importance of systemic risk for macroeconomic stability. In the financial crisis, although the banking industry has shown sufficient robustness, there is no larger systemic crisis. But more or less it also shows the risk signal. After the crisis, the rapid expansion of credit in China, especially the increase of medium and long term loans and the excessive concentration of credit, make banks face higher credit risk. The outbreak of credit risk may turn into a systemic banking crisis. At the same time, with the global financial integration and China's financial market opening to the outside world, the degree of deepening. Foreign economic and financial changes will have an impact on China's banking sector. We need to formulate sound policies to strengthen the ability to deal with financial crises, so as to mitigate the impact of bank systemic risk. Therefore, through the study of the international banking regulatory dynamics, combined with relevant experience, to make an assessment of China's banking systemic risk and put forward relevant regulatory countermeasures. It is of great theoretical and practical significance to prevent the occurrence of systemic risk and to maintain the stable development of banking industry in China. This paper is divided into three parts. First of all, it analyzes and studies the theory of banking systemic risk and its supervision, and then combines the measures and experiences of foreign banks in the reform of systemic risk supervision. This paper analyzes the present situation of banking systemic risk in China, and uses the KMV model to measure the systemic risk to analyze the overall situation of listed banks in China. It is concluded that although the possibility of systemic risk in banking is very small at present, all kinds of comprehensive risk factors are increasing. Finally, it discusses the supervision and prevention of banking systemic risk, and analyzes the banking regulatory policy, mainly from the macro prudential supervision. Micro-prudential supervision, as well as fiscal policy and monetary policy three aspects of research.
【學位授予單位】：天津財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.1

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本文編號：1470766