本文選題：宏觀審慎監(jiān)管 + 金融系統(tǒng)性風(fēng)險(xiǎn)��； 參考：《首都經(jīng)濟(jì)貿(mào)易大學(xué)》2013年碩士論文

【摘要】：從1994年的墨西哥金融危機(jī)、1997年的亞洲金融風(fēng)暴到1998年的俄羅斯金融危機(jī)，再到2007年席卷全球的美國(guó)次貸危機(jī)以及從2008年起至今愈演愈烈的歐洲主權(quán)債務(wù)危機(jī)，一次次頻繁發(fā)生的金融危機(jī)提醒人們，在整個(gè)金融市場(chǎng)中的系統(tǒng)性風(fēng)險(xiǎn)以其影響的廣泛性、深刻性及延續(xù)時(shí)間的長(zhǎng)久性會(huì)對(duì)一國(guó)經(jīng)濟(jì)與金融各系統(tǒng)造成重創(chuàng)，并可能演化為席卷全球的經(jīng)濟(jì)、金融恐慌。而傳統(tǒng)的立足于單個(gè)金融機(jī)構(gòu)內(nèi)風(fēng)險(xiǎn)控制的微觀審慎監(jiān)管體系并不足以維護(hù)金融體系的健康和穩(wěn)定，由于經(jīng)濟(jì)和金融活動(dòng)的關(guān)聯(lián)性與外部性特征，，金融風(fēng)險(xiǎn)可能突破單個(gè)機(jī)構(gòu)的范圍而在整個(gè)金融系統(tǒng)內(nèi)傳遞。又鑒于系統(tǒng)金融風(fēng)險(xiǎn)具有的外部性、蔓延性、關(guān)聯(lián)性等特征，系統(tǒng)風(fēng)險(xiǎn)的控制和管理必須依靠更高層面的統(tǒng)領(lǐng)全局角度的宏觀審慎監(jiān)管，于是加強(qiáng)宏觀審慎監(jiān)管、防范金融系統(tǒng)性風(fēng)險(xiǎn)已經(jīng)日益成為金融監(jiān)管領(lǐng)域的研究熱點(diǎn)。 本文在認(rèn)識(shí)相關(guān)概念內(nèi)涵的基礎(chǔ)上，分析了宏觀審慎監(jiān)管對(duì)系統(tǒng)性風(fēng)險(xiǎn)防范的理論基礎(chǔ)，并從兩個(gè)維度層面概括總結(jié)了現(xiàn)行的系統(tǒng)風(fēng)險(xiǎn)管理方法與工具，為下文探究我國(guó)宏觀審慎監(jiān)管領(lǐng)域建設(shè)奠定了原理與方法論基礎(chǔ)。接著本文客觀分析了目前我國(guó)宏觀審慎監(jiān)管現(xiàn)況及存在的問(wèn)題，并提供了國(guó)際宏觀審慎監(jiān)管領(lǐng)域內(nèi)的研究成果與發(fā)展經(jīng)驗(yàn)，最后在借鑒國(guó)際經(jīng)驗(yàn)并結(jié)合我國(guó)金融市場(chǎng)和監(jiān)管現(xiàn)況的基礎(chǔ)之上，提出了改善我國(guó)宏觀審慎監(jiān)管、構(gòu)建健全完善的我國(guó)宏觀審慎監(jiān)管框架的發(fā)展思路與具體建議。
[Abstract]:From the financial crisis of Mexico in 1994, the Asian financial storm in 1997 to the Russian financial crisis in 1998, the American subprime crisis that has swept the globe in 2007 and the European sovereign debt crisis which has become more and more intense from 2008 to the present, and the frequent financial crisis brings people to the systemic wind in the whole financial market. The widespread, profound, and prolonged duration of the risk will create a serious damage to the economic and financial systems of a country, and may evolve into a global economy and financial panic. And the traditional micro prudential supervision system based on risk control within a single financial institution is not sufficient to maintain the health and stability of the financial system. In terms of the relevance and externality of economic and financial activities, financial risks may break through the scope of a single institution and pass through the entire financial system. In view of the externality, tendril, and relevance of the financial risk of the system, the control and management of system risk must rely on a higher level of macro prudence in the overall perspective. Therefore, strengthening macro prudential supervision and preventing financial systemic risks has increasingly become a hot topic in the field of financial regulation.
On the basis of understanding the connotation of related concepts, this paper analyzes the theoretical basis of macro prudential supervision on systemic risk prevention, and summarizes the existing system risk management methods and tools from two dimensions, which lays a foundation for the principle and methodology foundation for exploring the construction of macro prudential supervision in China. The current situation and existing problems of macro prudential supervision in China are analyzed, and the research results and development experiences in the field of international macro prudential supervision are provided. At the end, on the basis of drawing lessons from international experience and combining the current situation of China's financial market and supervision, this paper proposes to improve China's macro prudential supervision and build a sound and perfect macro view of our country. The development ideas and specific recommendations of the prudential regulatory framework.
【學(xué)位授予單位】：首都經(jīng)濟(jì)貿(mào)易大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F832.1

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