本文關(guān)鍵詞： 村鎮(zhèn)銀行脆弱性 脆弱性測度 脆弱性成因　出處：《中南大學(xué)》2013年博士論文　論文類型：學(xué)位論文

【摘要】：本文分別從農(nóng)村金融生態(tài)環(huán)境、制度安排以及經(jīng)營管理的視角探討村鎮(zhèn)銀行脆弱性的成因,構(gòu)建了兼顧主客觀賦權(quán)法優(yōu)點(diǎn)的基于熵值法和層次分析法的綜合權(quán)重,并基于綜合權(quán)重構(gòu)建了村鎮(zhèn)銀行脆弱性綜合評價(jià)模型。采用所設(shè)計(jì)的村鎮(zhèn)銀行脆弱性綜合評判模型,以湖南省村鎮(zhèn)銀行為研究對象,對村鎮(zhèn)銀行脆弱性進(jìn)行實(shí)證分析,研究表明村鎮(zhèn)銀行脆弱性程度偏高,反映了當(dāng)前村鎮(zhèn)銀行生存和可持續(xù)發(fā)展能力相對較弱。 農(nóng)村金融生態(tài)環(huán)境是村鎮(zhèn)銀行賴以生存和發(fā)展的環(huán)境基礎(chǔ)。本文從農(nóng)村金融生態(tài)環(huán)境的角度探討村鎮(zhèn)銀行脆弱性的生成。根據(jù)理論和文獻(xiàn)分析,對農(nóng)村金融生態(tài)環(huán)境進(jìn)行了深入研究,具體分析農(nóng)村金融生態(tài)環(huán)境各個(gè)構(gòu)成子系統(tǒng)以及各子系統(tǒng)屬性對村鎮(zhèn)銀行脆弱性的影響機(jī)理,并通過實(shí)地訪談和問卷調(diào)查,運(yùn)用結(jié)構(gòu)方程模型,對農(nóng)村金融生態(tài)環(huán)境及其屬性構(gòu)成與村鎮(zhèn)銀行脆弱性的關(guān)系進(jìn)行了實(shí)證檢驗(yàn),研究結(jié)果表明：除了農(nóng)村經(jīng)濟(jì)環(huán)境中農(nóng)村市場經(jīng)濟(jì)可持續(xù)性、農(nóng)村金融環(huán)境中的農(nóng)村金融效率和農(nóng)村金融市場體系建設(shè)、農(nóng)村法律環(huán)境及其3個(gè)維度對村鎮(zhèn)銀行脆弱性的影響未得到支持外,其他因素的改善均對降低村鎮(zhèn)銀行脆弱性有顯著正向影響。 從制度安排的角度分析了村鎮(zhèn)銀行脆弱性的形成。從市場準(zhǔn)入制度的視角,基于Salop圓周模型的研究發(fā)現(xiàn)過低的市場準(zhǔn)入制度會(huì)降低村鎮(zhèn)銀行的特許權(quán)價(jià)值,阻礙激勵(lì)約束機(jī)制作用的充分發(fā)揮,導(dǎo)致經(jīng)營管理的弊端；外部市場約束制度的不完善增加了村鎮(zhèn)銀行的運(yùn)營風(fēng)險(xiǎn),削弱了其可持續(xù)發(fā)展能力；此外,根據(jù)信息不對稱理論,我國的隱性存款保險(xiǎn)制度和最后貸款人制度在實(shí)施過程中的隨意性和模糊性加劇了農(nóng)村金融市場上的逆向選擇和道德風(fēng)險(xiǎn),易導(dǎo)致村鎮(zhèn)銀行的脆弱性。 從村鎮(zhèn)銀行的運(yùn)營管理的微觀角度入手,研究了村鎮(zhèn)銀行的脆弱性問題。從吸儲(chǔ)能力、信用增進(jìn)模式、貸款定價(jià)能力、業(yè)務(wù)結(jié)構(gòu)、風(fēng)險(xiǎn)管理能力五個(gè)方面研究了村鎮(zhèn)銀行脆弱性的生成。村鎮(zhèn)銀行普遍存在的吸儲(chǔ)難的問題已成為制約村鎮(zhèn)銀行進(jìn)一步發(fā)展的重要因素,由此導(dǎo)致貸款能力差和流動(dòng)性的不足。以村鎮(zhèn)銀行的信用增進(jìn)模式選擇為切入點(diǎn),運(yùn)用博弈模型,并通過與普通商業(yè)銀行對比,發(fā)現(xiàn)村鎮(zhèn)銀行更為脆弱性,這主要源于信用增進(jìn)手段的缺失。進(jìn)一步的,基于貝葉斯納什均衡模型,研究了村鎮(zhèn)銀行的最優(yōu)貸款定價(jià)問題,結(jié)果發(fā)現(xiàn)村鎮(zhèn)銀行貸款定價(jià)的決定因素在于借款企業(yè)的資產(chǎn)價(jià)值風(fēng)險(xiǎn)、企業(yè)破產(chǎn)概率、企業(yè)破產(chǎn)成本率、稅率等,而村鎮(zhèn)銀行信貸對象具有高風(fēng)險(xiǎn)、高破產(chǎn)率、高破產(chǎn)成本率等特征,給村鎮(zhèn)銀行帶來更大的系統(tǒng)性風(fēng)險(xiǎn),易導(dǎo)致脆弱性。此外,業(yè)務(wù)結(jié)構(gòu)單一、風(fēng)險(xiǎn)管理能力較弱等方面也都強(qiáng)化了村鎮(zhèn)銀行的脆弱性。 根據(jù)理論和實(shí)證分析結(jié)果,論文分別從改善農(nóng)村金融生態(tài)環(huán)境、完善政策與措施搭配以及提高村鎮(zhèn)銀行的經(jīng)營管理能力方面著手,提出促進(jìn)村鎮(zhèn)銀行可持續(xù)發(fā)展的對策建議。
[Abstract]:This paper from the rural financial ecological environment, to explore the causes of rural bank vulnerability management from the perspective of institutional arrangement and construction, both subjective and objective weight entropy and AHP method based on weighting method based on comprehensive weight advantages, and build a vulnerability evaluation model of rural banks. The village banks vulnerable comprehensive evaluation model for rural banks in Hunan Province as the research object, carries on the empirical analysis of rural bank fragility, research shows that rural bank fragility degree, reflects the current rural bank survival and sustainable development ability is relatively weak.
The rural financial ecological environment is the basic condition for the survival and development of the rural banks. This paper discusses the vulnerability of rural banks generated from the rural financial ecological environment angle. According to the analysis of theory and literature, the rural financial ecological environment are studied, the specific analysis of rural financial ecological environment of each subsystem and subsystem of property mechanism influence of rural bank vulnerability, and through field interviews and questionnaire survey, using structural equation model, empirical analysis of the rural financial ecological environment and its attributes and the vulnerability of rural banks, the results of the study show that: in addition to the rural market economic sustainability of rural economy, rural financial environment in rural financial efficiency and the rural financial market system construction, rural legal environment and the 3 dimensions of the rural bank vulnerability has not been supported On the other hand, the improvement of other factors has a significant positive effect on reducing the vulnerability of village banks.
From the angle of institutional arrangement of rural bank vulnerability. From the market admittance system from the perspective of research, Salop circle model found low market access system will reduce the rural bank franchise value based on block give full play to the incentive constraint mechanism, guide to management malpractice; imperfect external market restraint system the increase of rural banks operational risk, weaken the ability of sustainable development; in addition, according to the information asymmetry theory, China's implicit deposit insurance and the lender of last resort in the implementation process of the randomness and fuzziness aggravate the adverse selection and moral risk of rural financial market, easily lead to the vulnerability of rural banks.
Starting from the micro angle of operation and management of village banks, on the vulnerability of rural banks. From the absorbing ability, credit enhancement mode, loan pricing ability, business structure, the five aspects of risk management of rural banks generate vulnerability. Rural banks pervasive Xichu difficult problem has become an important restriction factors for the further development of rural banks, resulting in poor loans and liquidity shortage. Choose as the starting point of the rural bank credit enhancement mode, using the game model, and by comparison with ordinary commercial bank, the village bank is more fragile, this is mainly due to the lack of credit enhancement means. Further, Bayesian the Nash equilibrium model based on the study of the optimal loan pricing problem of rural banks, the pricing decision factors of the rural bank loans is the borrower's assets value The risk, the probability of bankruptcy, the bankruptcy cost rate, tax rate, and rural bank credit object with high risk, high mortality, high bankruptcy cost rate and other characteristics, bring greater systemic risk to rural banks, easily lead to vulnerability. In addition, a single business structure, risk management ability is weak and so also are to strengthen the vulnerability of rural banks.
According to the theoretical and empirical analysis results, the paper puts forward countermeasures and suggestions to promote the sustainable development of rural banks from improving the rural financial environment, improving the matching of policies and measures and improving the operation and management capabilities of rural banks.

【學(xué)位授予單位】：中南大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2013
【分類號】：F832.35

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本文編號：1488524