本文關(guān)鍵詞：金融危機(jī)后我國(guó)商業(yè)銀行系統(tǒng)性風(fēng)險(xiǎn)研究　出處：《華中科技大學(xué)》2012年碩士論文　論文類(lèi)型：學(xué)位論文

  更多相關(guān)文章： 系統(tǒng)性風(fēng)險(xiǎn) 商業(yè)銀行 β系數(shù) 監(jiān)管

【摘要】：2008年隨著雷曼兄弟的破產(chǎn)，美國(guó)金融危機(jī)全面爆發(fā)，給全球金融經(jīng)濟(jì)帶來(lái)了嚴(yán)重的負(fù)面沖擊，這給人們了解系統(tǒng)性風(fēng)險(xiǎn)提供了一個(gè)活生生的案例。系統(tǒng)性風(fēng)險(xiǎn)憑借其極度的傳染性和巨大的破壞性引起了政府部門(mén)和學(xué)界的高度關(guān)注，加強(qiáng)對(duì)系統(tǒng)性風(fēng)險(xiǎn)的監(jiān)管也成為了金融危機(jī)后各國(guó)金融監(jiān)管改革的重中之重。在此次金融危機(jī)中，我國(guó)銀行業(yè)未受到嚴(yán)重沖擊，但這并不表明我國(guó)銀行體系有多么的完善，雖然自改制上市以來(lái)，各家銀行的資本充足水平和不良貸款情況明顯改善，風(fēng)險(xiǎn)抵抗能力顯著增強(qiáng)，但與國(guó)外先進(jìn)銀行相比，我國(guó)銀行在產(chǎn)權(quán)制度、公司治理、內(nèi)控管理、風(fēng)險(xiǎn)防范方面還存在著很大的缺陷。隨著中國(guó)銀行業(yè)逐步對(duì)外開(kāi)放，中國(guó)銀行業(yè)將融入到世界銀行體系的波動(dòng)中，到時(shí)候國(guó)外銀行危機(jī)將給中國(guó)銀行業(yè)帶來(lái)更大的沖擊。因此，研究我國(guó)商業(yè)銀行的系統(tǒng)性風(fēng)險(xiǎn)對(duì)于維護(hù)我國(guó)金融穩(wěn)定具有重大意義。 本文從商業(yè)銀行系統(tǒng)性風(fēng)險(xiǎn)的概念出發(fā)，，闡述了商業(yè)銀行系統(tǒng)性風(fēng)險(xiǎn)的主要特征和形成理論。再?gòu)挠�、安全性、流�?dòng)性三個(gè)方面對(duì)金融危機(jī)后我國(guó)商業(yè)銀行的經(jīng)營(yíng)現(xiàn)狀作出總體分析，接著探討了我國(guó)商業(yè)銀行系統(tǒng)性風(fēng)險(xiǎn)產(chǎn)生的四個(gè)可能來(lái)源。然后運(yùn)用單指數(shù)模型對(duì)14家樣本銀行在2008-2012年間的系統(tǒng)性風(fēng)險(xiǎn)進(jìn)行實(shí)證分析。研究結(jié)果表明，我國(guó)商業(yè)銀行系統(tǒng)性風(fēng)險(xiǎn)主要來(lái)自行業(yè)外部；“小銀行大風(fēng)險(xiǎn)”問(wèn)題突出；相對(duì)于其他行業(yè)，我國(guó)銀行業(yè)系統(tǒng)性風(fēng)險(xiǎn)較高。最后提出了四點(diǎn)防范商業(yè)銀行系統(tǒng)性風(fēng)險(xiǎn)的政策建議。
[Abstract]:In 2008, with the bankruptcy of Lehman Brothers, the American financial crisis broke out, which brought a serious negative impact to the global financial economy. This provides a living case for people to understand systemic risk, which, with its extreme infectivity and great destruction, has attracted great attention from government departments and scholars. Strengthening the supervision of systemic risk has also become the most important part of the financial supervision reform after the financial crisis. In this financial crisis, the banking industry of our country has not been seriously impacted. But this does not show how perfect the banking system in China, although since the reform of the listing, the capital adequacy of banks and the situation of non-performing loans has improved significantly, and the ability of risk resistance has been significantly enhanced. However, compared with foreign advanced banks, Chinese banks have great defects in property right system, corporate governance, internal control management and risk prevention. China's banking sector will be integrated into the volatility of the World Bank system, when the foreign banking crisis will bring a greater impact on the Chinese banking sector. It is of great significance to study the systemic risk of commercial banks in order to maintain the financial stability of our country. Starting from the concept of systemic risk of commercial banks, this paper expounds the main characteristics and formation theory of systemic risk of commercial banks, and then from profitability, security. Three aspects of liquidity of China's commercial banks after the financial crisis to make a general analysis of the status quo. Then four possible sources of systemic risk of commercial banks in China are discussed. Then the empirical analysis of systemic risk of 14 sample banks from 2008 to 2012 is carried out by using a single index model. It turns out. The systemic risk of commercial banks in China mainly comes from the outside of the industry. The problem of "big risk of small bank" is prominent; Compared with other industries, the systemic risk of China's banking industry is relatively high. Finally, four suggestions are put forward to prevent the systemic risk of commercial banks.
【學(xué)位授予單位】：華中科技大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.33

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 李麟;索彥峰;;經(jīng)濟(jì)波動(dòng)、不良貸款與銀行業(yè)系統(tǒng)性風(fēng)險(xiǎn)[J];國(guó)際金融研究;2009年06期

2 張劍光;劉江濤;;我國(guó)商業(yè)銀行市場(chǎng)風(fēng)險(xiǎn)計(jì)量及波動(dòng)性研究[J];國(guó)際金融研究;2009年09期

3 龔明華;宋彤;;關(guān)于系統(tǒng)性風(fēng)險(xiǎn)識(shí)別方法的研究[J];國(guó)際金融研究;2010年05期

4 李石凱;;金融危機(jī)對(duì)美國(guó)銀行產(chǎn)業(yè)的沖擊:回顧與前瞻[J];國(guó)際金融研究;2010年12期

5 李守偉;何建敏;;銀行系統(tǒng)性風(fēng)險(xiǎn)研究綜述[J];南京航空航天大學(xué)學(xué)報(bào)(社會(huì)科學(xué)版);2009年03期

6 馬君潞;范小云;曹元濤;;中國(guó)銀行間市場(chǎng)雙邊傳染的風(fēng)險(xiǎn)估測(cè)及其系統(tǒng)性特征分析[J];經(jīng)濟(jì)研究;2007年01期

7 齊萌;;歐盟金融監(jiān)管改革對(duì)我國(guó)的啟示[J];經(jīng)濟(jì)縱橫;2012年02期

8 周再清;王弦洲;周濟(jì)物;鐘翼;;存款保險(xiǎn)制度中的道德風(fēng)險(xiǎn)及其防范[J];華北金融;2011年11期

9 包全永;銀行系統(tǒng)性風(fēng)險(xiǎn)的傳染模型研究[J];金融研究;2005年08期

10 葉永剛;張培;;中國(guó)金融監(jiān)管指標(biāo)體系構(gòu)建研究[J];金融研究;2009年04期

相關(guān)博士學(xué)位論文 前2條

1 麥強(qiáng)盛;基于宏觀(guān)審慎監(jiān)管的銀行業(yè)系統(tǒng)性風(fēng)險(xiǎn)研究[D];暨南大學(xué);2011年

2 董青馬;開(kāi)放條件下銀行系統(tǒng)性風(fēng)險(xiǎn)生成機(jī)制研究[D];西南財(cái)經(jīng)大學(xué);2008年

本文編號(hào)：1406599