本文選題：銀行危機(jī) + 銀行脆弱性��； 參考：《南京大學(xué)》2013年碩士論文

【摘要】：隨著全球經(jīng)濟(jì)金融一體化的進(jìn)程日益加快,我國金融體系也隨之面臨著更大的機(jī)遇和挑戰(zhàn)。我國金融市場開放的節(jié)奏加快,外資銀行的逐漸涌入,資本市場的放寬等,這些都對我國銀行業(yè)的穩(wěn)定性經(jīng)營提出了更高的要求。計劃經(jīng)濟(jì)向市場經(jīng)濟(jì)轉(zhuǎn)軌的歷史背景下,國有商業(yè)銀行業(yè)累積了數(shù)目不容小覷的不良貸款。而商業(yè)銀行本身高負(fù)債經(jīng)營的行業(yè)特點(diǎn)使得商業(yè)銀行具有不可避免的內(nèi)在脆弱性。同時,宏觀經(jīng)濟(jì)環(huán)境是否健康,央行的貨幣政策寬松與否都會對我國商業(yè)銀行的脆弱性產(chǎn)生影響。另外,監(jiān)管機(jī)構(gòu)的監(jiān)管效率也會影響商業(yè)銀行的脆弱性。同時,商業(yè)銀行體系是一國金融體系的核心,銀行體系的穩(wěn)定為經(jīng)濟(jì)的健康發(fā)展提供保障。是否擁有一個健康、穩(wěn)定并且富有競爭力的商業(yè)銀行體系對我國經(jīng)濟(jì)發(fā)展有著至關(guān)重要的作用。因此,研究商業(yè)銀行的脆弱性,對防范銀行危機(jī),確保經(jīng)濟(jì)健康發(fā)展有著非常重大的現(xiàn)實意義。 我國國有商業(yè)銀行無論從存貸款規(guī)模、網(wǎng)點(diǎn)分布還是業(yè)務(wù)領(lǐng)域都遠(yuǎn)遠(yuǎn)勝于股份制銀行、城商行和外資行,因此本文選取工、農(nóng)、中、建和交五大商業(yè)銀行作為樣本數(shù)據(jù)。本文首先對目前學(xué)術(shù)界現(xiàn)有的研究銀行脆弱性的相關(guān)理論進(jìn)行論述,其次從宏觀經(jīng)濟(jì)環(huán)境及商業(yè)銀行本身兩方面,針對國有商業(yè)銀行的脆弱性生成因素進(jìn)行了定性分析。隨后選取五大行1992年到2011年的財務(wù)數(shù)據(jù)和宏觀經(jīng)濟(jì)數(shù)據(jù)對商業(yè)銀行的脆弱性進(jìn)行了Johansen協(xié)整檢驗。實證結(jié)果表明宏觀經(jīng)濟(jì)因素和銀行微觀因素的變化都會對銀行脆弱性產(chǎn)生影響。而宏觀經(jīng)濟(jì)因素對銀行脆弱性的影響更加顯著,主要表現(xiàn)在債務(wù)率、貨幣政策、M2占國內(nèi)生產(chǎn)總值的比重等幾個方面。最后從改善宏觀金融環(huán)境、加快商業(yè)銀行經(jīng)營模式轉(zhuǎn)型和提高監(jiān)管效率三個方面給出對策建議。
[Abstract]:With the acceleration of the process of global economic and financial integration, China's financial system is also facing greater opportunities and challenges. The quickening pace of our financial market opening, the gradual influx of foreign banks and the relaxation of capital market have put forward higher requirements for the stable operation of our banking industry. Under the historical background of the transition from planned economy to market economy, state-owned commercial banks have accumulated a large number of non-performing loans. But the commercial bank itself high debt management profession characteristic causes the commercial bank to have the inevitable inherent vulnerability. At the same time, whether the macroeconomic environment is healthy or not and whether the central bank's monetary policy is loose or not will have an impact on the fragility of commercial banks in China. In addition, the regulatory efficiency of regulatory agencies will also affect the vulnerability of commercial banks. At the same time, the commercial banking system is the core of a country's financial system, and the stability of the banking system provides a guarantee for the healthy development of the economy. Whether we have a healthy, stable and competitive commercial banking system plays an important role in China's economic development. Therefore, it is of great practical significance to study the fragility of commercial banks to prevent banking crisis and ensure the healthy development of economy. China's state-owned commercial banks are far better than joint-stock banks, city commercial banks and foreign banks in terms of deposit and loan scale, network distribution and business field, so this paper selects five commercial banks as sample data. This paper firstly discusses the existing theories of banking vulnerability in academic circles, and then analyzes the factors of vulnerability of state-owned commercial banks qualitatively from the aspects of macroeconomic environment and commercial banks themselves. Then the financial data and macroeconomic data of five banks from 1992 to 2011 are selected to test the vulnerability of commercial banks by Johansen cointegration test. The empirical results show that the changes of macroeconomic factors and microcosmic factors of banks will have an impact on the vulnerability of banks. The impact of macroeconomic factors on the vulnerability of banks is more significant, mainly in debt ratio, monetary policy M2 in GDP and other aspects. Finally, the countermeasures and suggestions are given from three aspects: improving the macro financial environment, speeding up the transformation of commercial banks' business model and improving the efficiency of supervision.
【學(xué)位授予單位】：南京大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33;F224

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