本文選題：中小銀行 + 資本監(jiān)管　； 參考：《南京財(cái)經(jīng)大學(xué)》2013年碩士論文

【摘要】：巴塞爾協(xié)議作為資本監(jiān)管的指南已得到全球銀行業(yè)的基本認(rèn)同。我國(guó)對(duì)銀行資本監(jiān)管的重視雖起步較晚，但卻始終密切關(guān)注巴塞爾委員會(huì)各方面的動(dòng)態(tài)，并積極遵循巴塞爾委員會(huì)所提出的監(jiān)管理念，逐漸完善我國(guó)的銀行資本監(jiān)管框架。伴隨著金融體制改革的深入和發(fā)展，中小銀行應(yīng)運(yùn)而生，作為大型商業(yè)銀行的補(bǔ)充，中小銀行對(duì)國(guó)民經(jīng)濟(jì)的發(fā)展尤其是對(duì)中小企業(yè)融資的重要貢獻(xiàn)，已得到世界各國(guó)的認(rèn)可。銀行業(yè)監(jiān)督管理機(jī)構(gòu)對(duì)中小銀行的資本監(jiān)管，在充分限制其經(jīng)營(yíng)風(fēng)險(xiǎn)的同時(shí)，也要考慮到其特殊性，促進(jìn)其穩(wěn)健發(fā)展。因此，研究資本監(jiān)管對(duì)中小銀行的影響具有重要意義。 本文以中小銀行為研究對(duì)象，采用理論分析和實(shí)證檢驗(yàn)相結(jié)合的方法，主要研究銀行資本監(jiān)管對(duì)中小銀行資產(chǎn)配置結(jié)構(gòu)的影響。在理論分析的基礎(chǔ)上，我們提出研究假設(shè)，即當(dāng)商業(yè)銀行面臨資本監(jiān)管壓力時(shí)，會(huì)選擇通過(guò)降低資產(chǎn)結(jié)構(gòu)中的貸款占比以滿足監(jiān)管要求，而中小銀行相比于大型商業(yè)銀行更趨向于選擇這一方法。為了驗(yàn)證研究假設(shè)，我們首先從宏觀和微觀角度出發(fā)，確定中小銀行資產(chǎn)配置結(jié)構(gòu)的影響因素變量。其次，為對(duì)比說(shuō)明中小銀行與大型商業(yè)銀行的差異，在模型中引入虛擬變量和交叉變量。再次，，運(yùn)用回歸分析方法，對(duì)中小銀行在資本監(jiān)管下的相關(guān)數(shù)據(jù)（2006-2011）進(jìn)行實(shí)證檢驗(yàn)，研究結(jié)果表明假設(shè)存在，即中小銀行與大型商業(yè)銀行相比，其資產(chǎn)配置行為更易受到資本監(jiān)管的影響。最后根據(jù)研究結(jié)果，提出具有針對(duì)性和切實(shí)可行的政策建議。
[Abstract]:Basel Accord as a guide to capital regulation has been recognized by the global banking industry. Although our country pays more attention to the capital supervision of banks, it pays close attention to all aspects of the Basel Committee, and actively follows the supervision idea put forward by the Basel Committee, and gradually consummates the framework of banking capital supervision in our country. With the deepening and development of the financial system reform, the small and medium-sized banks came into being. As a supplement to the large commercial banks, the small and medium-sized banks have been recognized by all over the world for their important contribution to the development of national economy, especially to the financing of small and medium-sized enterprises. The capital supervision of small and medium-sized banks by banking supervision and management institution should take into account its particularity and promote its steady development while fully limiting its operating risk. Therefore, it is of great significance to study the impact of capital supervision on small and medium-sized banks. This paper takes the small and medium-sized banks as the research object, mainly studies the influence of the bank capital supervision on the asset allocation structure of the small and medium-sized banks by using the method of combining theoretical analysis and empirical test. On the basis of theoretical analysis, we put forward the hypothesis that when commercial banks are under the pressure of capital supervision, they will choose to meet the regulatory requirements by reducing the proportion of loans in the asset structure. Medium and small banks are more likely to choose this method than large commercial banks. In order to verify the hypothesis, we first determine the variables of influencing factors of asset allocation structure of small and medium-sized banks from macro and micro perspectives. Secondly, in order to compare the differences between small and medium banks and large commercial banks, virtual variables and cross variables are introduced into the model. Thirdly, using the regression analysis method, this paper makes an empirical test on the relevant data of the small and medium-sized banks under capital supervision (2006-2011). The results show that the hypothesis exists, that is, the small and medium-sized banks are compared with the large commercial banks. Its asset allocation behavior is more vulnerable to the impact of capital supervision. Finally, according to the research results, put forward targeted and practical policy recommendations.
【學(xué)位授予單位】：南京財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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