發(fā)布時間：2018-02-27 07:11

  本文關(guān)鍵詞： 問題銀行 問題銀行處置 問題銀行防范 動態(tài)減值準(zhǔn)備　出處：《華東師范大學(xué)》2012年博士論文　論文類型：學(xué)位論文

【摘要】：問題銀行一般是指因自身經(jīng)營管理上的問題或外在重大事件的影響促發(fā)嚴(yán)重財務(wù)危機(jī),會引發(fā)擠兌、倒閉或破產(chǎn)風(fēng)險的銀行。問題銀行惡化的嚴(yán)重后果就是金融危機(jī)。問題銀行給各國的國民經(jīng)濟(jì)造成巨大損失,慘痛的損失促使理論家和政府重視研究問題銀行的防范和處置。問題銀行是怎么產(chǎn)生的?問題銀行會產(chǎn)生多大危害?如何有效的處置和防范問題銀行?國內(nèi)外理論家和政府機(jī)構(gòu)對問題銀行的成因、處置制度安排已做了大量的研究。本文旨在圍繞問題銀行,梳理國內(nèi)外問題銀行處置的研究成果,借鑒歐美等先進(jìn)經(jīng)濟(jì)體問題銀行處置理論和實踐,總結(jié)我國銀行改制和問題銀行處置的實踐經(jīng)驗教訓(xùn),尋找研究切入點量,分析問題銀行的內(nèi)在機(jī)理,結(jié)合當(dāng)前新的經(jīng)濟(jì)形勢利問題銀行處置理論動向,為我國問題銀行的有效處置,維護(hù)金融系統(tǒng)穩(wěn)定,提出構(gòu)建我國問題銀行處置和防范的全方位三維安全網(wǎng)機(jī)制,以及設(shè)計銀行資產(chǎn)動態(tài)減位準(zhǔn)備的財務(wù)安排。 本文的內(nèi)容和結(jié)構(gòu)總體設(shè)計主要為四大部分,具體框架結(jié)構(gòu)安排如下 第一部分包括第1、2章。第一章緒論,從研究意義、背景,文獻(xiàn)綜述、概念界定等方面分析問題銀行研究的意義、出發(fā)點、研究動向和研究切入點。指出現(xiàn)階段的問題銀行理論研究和制度安排存在“盲區(qū)”,為此應(yīng)建立新的概念體系和制度安排。問題銀行的相關(guān)研究可細(xì)分為處置和防范,對已發(fā)生的問題銀行側(cè)重于一般常規(guī)處置制度的研究,隱性問題銀行(未促發(fā))應(yīng)側(cè)重于防范制度的安排。隱性問題銀行的理論難點是建立基于逆周期的動態(tài)準(zhǔn)備機(jī)制。第二章總結(jié)我國銀行的發(fā)展歷程和存在的問題,指出我國現(xiàn)在存在隱性問題銀行的實際情況。 第二部分包括第3章。第3章從理論的角度分析問題銀行存在的危害性和問題銀行產(chǎn)生的原因。首先根據(jù)制度經(jīng)濟(jì)學(xué)關(guān)于外部性的理論觀點,分析問題銀行存在的危害性。然后從委托-代理沖突、泡沫經(jīng)濟(jì)的破裂、金融監(jiān)管失靈等角度分析問題銀行產(chǎn)生的原因,分析前期我國問題銀行產(chǎn)生的突出原因。 第三部分包括第4、5章。第4章研究問題銀行的處置分析的國際借鑒。研究海外問題銀行處置的救助機(jī)制、市場退出機(jī)制和存款保險制度(投資者保護(hù)制度)等成熟做法,雖然這些國家的所有制形式、經(jīng)濟(jì)發(fā)展水平以及歷史時期跟中國未必相同,但對國際通行的處置問題銀行的經(jīng)驗和教訓(xùn)做出歸納,可以選擇性的被我國問題銀行處置研究進(jìn)行借鑒。第5章研究我國問題銀行的處置的歷史歷程,分析我國問題銀行處置的成果,首先分析我國設(shè)置四大資產(chǎn)管理公司及處置銀行不良資產(chǎn)的情況,然后分析我國銀行改制、引進(jìn)戰(zhàn)略投資、上市過程所取得的經(jīng)驗成效,最后指出我國銀行當(dāng)前面臨的國內(nèi)外新的挑戰(zhàn)、問題,指出構(gòu)建問題銀行處置和防范機(jī)制的迫切性和設(shè)想。 第四部分包括第6、7章。第6章研究我國問題銀行防治的安全網(wǎng)構(gòu)建,結(jié)合當(dāng)前的研究動向和經(jīng)濟(jì)形勢,在前文分析的基礎(chǔ)上,得出結(jié)論：從微觀財務(wù)結(jié)構(gòu)控制、中觀會計制度設(shè)計和宏觀系統(tǒng)監(jiān)控層面提出建立三維動態(tài)安全網(wǎng)機(jī)制；根據(jù)我國銀行發(fā)展現(xiàn)狀,通過加快銀行戰(zhàn)略發(fā)展,建立防御問題銀行的自身強(qiáng)化機(jī)制；指出當(dāng)前防范問題銀行安全網(wǎng)機(jī)制中的存在財務(wù)安排缺失,提出銀行資產(chǎn)動態(tài)減值準(zhǔn)備安排的必要性。第7章闡述銀行資產(chǎn)減值動態(tài)準(zhǔn)備模型的建立,基于極值理論、宏觀壓力測試系統(tǒng),進(jìn)行參數(shù)概率分布設(shè)定,進(jìn)行蒙特卡羅實例仿真模擬,建立動態(tài)減值準(zhǔn)備模型(Dynamic Loss Provision Model,簡稱DLPM),進(jìn)一步進(jìn)行DLPM模型成效分析。 最后第8章得出論文結(jié)論、政策建議和問題展望。 本文的觀點和創(chuàng)新之處主要在于：(1)對問題銀行方面的研究在國外并不鮮見,但從問題銀行處置和防范制度安排作全方位的系統(tǒng)研究是一種全新嘗試。(2)概念上,將問題銀行分為隱性問題銀行和顯性問題銀行。根據(jù)銀行體系的脆弱性、“委托-代理”沖突、泡沫經(jīng)濟(jì)的破滅、金融市場失靈等理論,以及問題銀行的傳染性危害,得出銀行自身存在常態(tài)隱性問題的觀點。(3)問題銀行有自己獨(dú)特的依賴性路徑,這條路徑的重點是建立自我強(qiáng)化機(jī)制,不能簡單被鎖定在“被收購或破產(chǎn)倒閉”的死路上。(4)問題銀行處置方式包括救助、重組利市場退出,問題銀行的三種處置制度安排之間存在一個制度邊界問題,使得管理當(dāng)局對有問題銀行作出正式的處置制度安排時往往要進(jìn)行動態(tài)處置成本與收益的比較。(5)從微觀則務(wù)結(jié)構(gòu)控制、中觀會計制度設(shè)計和宏觀系統(tǒng)監(jiān)控層面提出建立三維動態(tài)安全網(wǎng)機(jī)制。(6)根據(jù)我國銀行發(fā)展現(xiàn)狀,通過加快銀行戰(zhàn)略發(fā)展,建立防御問題銀行的自身強(qiáng)化機(jī)制。(7)指出防范問題銀行安全網(wǎng)機(jī)制中的存在財務(wù)安排缺失,提出建立基于極值理論、宏觀壓力測試系統(tǒng)、蒙特卡羅仿真模擬的銀行資產(chǎn)動態(tài)減值準(zhǔn)備模型的財務(wù)安排。
[Abstract]:The bank generally refers to itself due to the impact of the management problems or external events trigger a serious financial crisis, will lead to a run on the bank, bankruptcy or insolvency risk. The bank is the serious consequences of deterioration of the financial crisis. The bank for national economy caused huge losses, painful losses prompted theorists and government pay attention to the prevention and disposal of problem banks. The bank is how to produce? The bank will have much harm? How to effectively prevent and disposal of problem banks? Domestic and foreign theorists and government agencies to ask questions of the bank, the disposal system arrangement has made a lot of research. This paper aims to focus on the problem of banks, research results combing the domestic and foreign banks to dispose of the problem, from the disposal of theoretical and practical problems of banks in Europe and America and other advanced economies, summarizes our country bank restructuring and disposal of problem banks The experience and lessons, find the point of research, analysis of internal mechanism of problem banks, combined with the new economic situation and problem bank dealing with theoretical trends, for effectively dealing with problem banks in China, to maintain the stability of financial system, construct the problem bank disposition and prevention of the full range of three-dimensional network security mechanism, and financial arrangements design of bank assets reduced dynamic preparation.
The overall design of the content and structure of this article is mainly four parts, and the concrete frame structure is arranged as follows
The first part includes chapter 1,2. The first chapter is the introduction, from the research background, significance, literature review, research of problem bank analysis and other aspects of the concept, significance, research trends and research point. The problems of bank theory and institutional arrangement of "blind spots", we should establish the concept of system and system the new arrangement. Research on issues related to the bank can be subdivided into disposal and prevention, to study the problems that have arisen banks focus on conventional disposal system, hidden problem bank (not trigger) should focus on prevention of system arrangement. The difficulties of the theory of hidden problems is to establish a mechanism for banks based on dynamic inverse cycle. The second chapter summarizes the development process of China's banks and the existing problems are pointed out, now the actual situation in our country. The hidden problem bank
The second part includes third chapters. The third chapter analyzes the reasons and harmfulness of problem banks existing problem banks from the perspective of the theory. According to the theory about the externality of institutional economics, hazard analysis of problem banks exist. Then from the principal-agent conflict, the breakdown of the bubble economy, such as analysis of the failure of financial regulation causes of the problems generated by banks, analyses the prominent causes of early Chinese banks.
The third part includes chapter 4,5. The fourth chapter is the analysis of international reference research on bank disposal. The relief mechanism for overseas studies dealing with problem banks, market exit mechanism and deposit insurance system (investor protection system) and other mature practices, although the form of ownership in these countries, the level of economic development and the historical period with Chinese but not the same. The problem of international bank dealing with the experience and lessons are summarized, can selectively be on disposal of problem banks in China for reference. The fifth chapter studies the history of China's Bank's disposal, analysis of China's achievements in dealing with problem banks, first analyzes the situation in China set up four Asset Management Co and disposal of non-performing assets of banks then, analysis of China's banking reform, the introduction of strategic investment, experience and achievements in the process of listing, finally pointed out that China's banks when facing the country The new challenges and problems at home and abroad, point out the urgency and idea of constructing the disposal and prevention mechanism of the problem banks.
The fourth part includes chapter 6,7. Research on bank safety net control in China Construction of the sixth chapter, combined with the current research trends and economic situation, concluded on the basis of the above analysis, control: from the micro financial structure, intermediate accounting system design and macro level monitoring system set up a three dimensional dynamic mechanism according to the safety net; the development status of China's banks, by speeding up the strategic development bank, its strengthening mechanism of the defense establishment problem bank; pointed out that the current safety net against the problems existed in the mechanism of bank financial arrangement is missing, it is necessary to arrange for the bank asset dynamic provision. The seventh chapter illustrates the establishment of dynamic model for bank assets impairment, based on extreme value theory, macro the pressure test system of probability distribution parameters of Monte Carlo simulation simulation, establish the dynamic model (Dynamic Loss Pr impairment Ovision Model, referred to as DLPM), further analyses the effectiveness of the DLPM model.
The last eighth chapters draw the conclusion of the paper, the policy suggestions and the prospect of the problem.
This point of view and main innovations are: (1) study on the problem of banks in foreign countries is not uncommon, but from the disposal of problem banks and prevention system arrangement as the system comprehensive study is a new attempt. (2) the concept, the problem of bank is divided into banking and dominant hidden problems. According to the fragility of the banking system, the "principal-agent" conflict, the burst of the bubble economy, financial market failure theory, as well as infectious hazard problem banks, that banks have normal hidden problems of view. (3) the bank has its own unique path dependence, the focus of this path is to establish self reinforcing the mechanism, can not simply be locked in the "takeover or bankruptcy" dead end. (4) disposal problems including bank bailouts, and restructuring market exit, between the three disposal institution of the existence of a bank The system boundary problem, make the management authorities to make formal disposal system arrangement often involves dynamic disposal costs and benefits of problem bank. (5) from the micro structure of financial control, accounting system design and macro meso level monitoring system set up a three dimensional dynamic safety net mechanism. (6) according to the current situation of the development of our bank of China, by speeding up the bank development strategy, establish the bank's own defense mechanism. (7) pointed out that strengthening the safety net against the problems existed in the mechanism of bank financial arrangement flaw, proposed the establishment of pressure test system based on extreme value theory, concept of macro financial arrangements, dynamic bank asset impairment of Monte Carlo simulation for the model.

【學(xué)位授予單位】：華東師范大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2012
【分類號】：F832.2

【引證文獻(xiàn)】

相關(guān)博士學(xué)位論文 前10條

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2 王書斌;銀行系統(tǒng)性風(fēng)險傳染的機(jī)制研究[D];暨南大學(xué);2011年

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

4 孫r，

本文編號：1541663