本文選題：銀行擠兌 + 存款凍結(jié)政策��； 參考：《華中科技大學(xué)》2012年碩士論文

【摘要】：在麥金龍和肖提出的金融自由化理論指導(dǎo)下，，自20世紀(jì)70年代中期以來(lái)，許多發(fā)展中國(guó)家開(kāi)始進(jìn)入金融開(kāi)放的進(jìn)程。隨著資本流動(dòng)自由化程度的加大，在短暫的繁榮后，許多國(guó)家發(fā)生了嚴(yán)重金融危機(jī)，尤其是銀行擠兌危機(jī)更是給這些新興發(fā)展中國(guó)家的金融系統(tǒng)造成巨大的損失。 文章基于拓展的戴蒙德-迪布維格（Diamond-Dybvig）模型，通過(guò)數(shù)理模型分析的方法分析了在面臨銀行擠兌的情況下，政府實(shí)施存款凍結(jié)政策和最后貸款人政策的政策效果，以及這些政策對(duì)存款人事前的決策的影響。著眼于這些事后有效地政策應(yīng)對(duì)方式，使得決策者在危機(jī)發(fā)生的情況下能夠立即介入并能夠帶來(lái)適合當(dāng)下情況的有效地資源分配方案。 首先，分析了政府實(shí)施存款凍結(jié)政策的時(shí)機(jī)選擇。其次，分析了在存在法院介入的情況下，是否重新制定支付計(jì)劃對(duì)于政策效果的影響。然后，分析了影響最后貸款人政策實(shí)施效果的因素。通過(guò)分析，可以看出對(duì)于存款凍結(jié)政策，影響其實(shí)施效果的因素主要有存款者中無(wú)耐心的存款者的比例，存款者的風(fēng)險(xiǎn)厭惡程度以及央行實(shí)施存款凍結(jié)政策的時(shí)間；對(duì)于最后貸款人政策，影響政策實(shí)施效果的主要因素有存款者的類(lèi)型，實(shí)施政策的時(shí)間以及貸款利率的選擇。文章最后結(jié)合我國(guó)實(shí)際情況，分析了我國(guó)銀行業(yè)所面臨的風(fēng)險(xiǎn)，以及我國(guó)銀行的風(fēng)險(xiǎn)防控措施。
[Abstract]:Under the guidance of the theory of financial liberalization put forward by McKinlong and Shaw, many developing countries have entered the process of financial liberalization since the mid-1970s. With the increase of the liberalization of capital flow, after a brief boom, many countries have suffered serious financial crises, especially the bank run crisis, which has caused huge losses to the financial systems of these emerging developing countries. Based on the extended Diamond-Dybvig model, this paper analyzes the effect of deposit freezing policy and lender of last resort policy in the face of bank run by mathematical model analysis. And the impact of these policies on depositors' prior decisions. Focusing on these ex post effective policy responses enables policymakers to intervene immediately in the event of a crisis and to bring in effective resource allocation schemes that are appropriate to the current situation. First of all, the paper analyzes the timing of the implementation of deposit freezing policy. Secondly, the paper analyzes the influence of reformulating payment plan on policy effect in the presence of court intervention. Then, the factors influencing the effect of lender of last resort policy are analyzed. Through the analysis, we can see that the main factors affecting the effect of deposit freezing policy are the proportion of depositors who have no patience, the degree of risk aversion of depositors and the time when the central bank carries out deposit freezing policy. For the lender of last resort policy, the main factors influencing the effect of the policy are the type of depositor, the time of policy implementation and the choice of loan interest rate. Finally, combined with the actual situation of our country, the paper analyzes the risks faced by the banking industry in China, and the risk prevention and control measures of the banks in our country.
【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)】：F830.2

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 梁劍,喬海曙;危機(jī)管理:銀行機(jī)構(gòu)可持續(xù)發(fā)展的生命線(xiàn)[J];財(cái)經(jīng)理論與實(shí)踐;2004年05期

2 秦月星;熊平安;;從美國(guó)次貸危機(jī)探視“流動(dòng)性之謎”[J];財(cái)政研究;2007年11期

3 王愛(ài)民,王惠,王金桃;國(guó)內(nèi)外銀行危機(jī)研究述評(píng)[J];當(dāng)代財(cái)經(jīng);2003年01期

4 徐孟洲,鄭人瑋;論我國(guó)銀行危機(jī)救助法律制度的改革與完善[J];法學(xué)雜志;2004年02期

5 劉大富,陳金賢;對(duì)我國(guó)金融安全問(wèn)題的思考[J];國(guó)際金融研究;2000年05期

6 宋翠玲;;銀行擠兌模型、外部性與對(duì)策取向[J];華東經(jīng)濟(jì)管理;2007年12期

7 郭偉;;美國(guó)次貸危機(jī)對(duì)我國(guó)的啟示[J];合作經(jīng)濟(jì)與科技;2008年17期

8 劉桂峰;;我國(guó)商業(yè)銀行操作風(fēng)險(xiǎn)及其控制[J];經(jīng)濟(jì)研究參考;2006年72期

9 朱孟楠,楊琳;當(dāng)代國(guó)際資本流動(dòng):風(fēng)險(xiǎn)與對(duì)策[J];集美大學(xué)學(xué)報(bào)(哲學(xué)社會(huì)科學(xué)版);2004年03期

10 王自力;金融穩(wěn)定與貨幣穩(wěn)定關(guān)系論[J];金融研究;2005年05期

本文編號(hào)：2075567