中國系統(tǒng)重要性銀行的評估與監(jiān)管
發(fā)布時間：2018-08-19 14:10
【摘要】：在2008年國際金融危機爆發(fā)后,大型金融機構倒閉是此次危機的關鍵點。這些“大而不能倒”的金融機構具有規(guī)模大、網絡關聯(lián)性強、業(yè)務復雜、涉及面廣以及功能不可替代等特點,使得其單一機構的風險會迅速通過各種渠道影響到其它機構,并進而引起一系列連鎖反應,不但對全球金融系統(tǒng)帶來了嚴重沖擊,也對實體經濟和國際競爭市場造成了重大沖擊。 相關國際組織和各國政府及監(jiān)管機構在反思這次金融危機的教訓中,明確指出要進一步加強金融監(jiān)管,并提出了系統(tǒng)重要性金融機構的概念。這些具有系統(tǒng)重要性影響的金融機構在公司治理和風險控制方面存在的嚴重缺陷,正是導致這場危機的關鍵原因。正因如此,在宏觀審慎政策的構架下,防范系統(tǒng)風險,加強對系統(tǒng)重要性金融機構的識別與監(jiān)管,解決“大而不能倒”等問題便成為了本輪金融監(jiān)管體系改革的重要組成部分。 近年來,巴塞爾銀行監(jiān)理委員會(The Basel Committee on Banking Supervision,簡稱BCBS)和金融穩(wěn)定理事會(Financial Stability Board,簡稱FSB)等國際監(jiān)管機構一直致力于解決金融機構“大而不能倒”的問題。巴塞爾銀行監(jiān)管委員會不僅提出了全球系統(tǒng)重要性銀行的主要評定標準,還于2011年11月4日發(fā)布了《對于系統(tǒng)重要性金融機構的政策措施》,圈定了包括中國銀行(Bank of China)在內的29家首批入選全球系統(tǒng)重要性金融機構的名單。對中資銀行來說,由于國際化和互聯(lián)程度還僅處于起步階段,所以許多規(guī)模較大的銀行雖不是全球重要性銀行,但卻是中國國內系統(tǒng)重要性銀行,而且隨著中國經濟金融的發(fā)展和對外開放的深入,未來進入全球系統(tǒng)重要性銀行的中資銀行將會越來越多。 為了加強對中國國內商業(yè)銀行的系統(tǒng)重要性認識,本文基于巴塞爾銀行監(jiān)管委員會對全球系統(tǒng)重要性銀行的評定標準以及銀監(jiān)會于2011年年末向商業(yè)銀行下發(fā)了關于國內系統(tǒng)重要性銀行劃分標準,采用客觀賦權法——熵權法,對中國16家上市銀行進行國內系統(tǒng)重要性銀行評估排序,并針對其存在的監(jiān)管問題提出政策建議,以進一步積極推進系統(tǒng)重要性金融機構的監(jiān)管和政策研究 本文共分為6章。第1章主要探討研究的背景和意義以及思路,從理論和實踐兩方面論述了本研究的意義。一方面可以進一步補充系統(tǒng)重要性金融機構理論,對中國系統(tǒng)重要性銀行進行評估研究,可為今后的系統(tǒng)重要性金融機構的監(jiān)管實踐提供理論基礎；另一方面,對中國系統(tǒng)重要性銀行進行研究對維護國內金融穩(wěn)定和實體經濟的健康運行和發(fā)展具有重要意義。中國銀行業(yè)在國民經濟中處于核心地位,其一旦出問題會對整個經濟帶來巨大的沖擊。而中國各銀行彼此間又存在較大差距,因此有必要選出一些在系統(tǒng)內非常重要的銀行,然后賦予它更高的監(jiān)管標準,而對中國系統(tǒng)重要性銀行進行評估則是實現(xiàn)該目標的第一步。這不但有利于加強對國內系統(tǒng)重要性銀行的重視和金融監(jiān)管體系的完善,也有利于保證社會經濟平穩(wěn)較快的發(fā)展。 第2章主要對已有的國內外文獻進行綜述,概括目前該領域的研究成果和研究方法。筆者在以往文獻方面做了大量的研究,分別從國外和國內兩方面,根據(jù)相關研究的主題和內容進行了綜述,從而形成了對相關領域研究的概述。并對近年來國內外研究的現(xiàn)狀做了評價。 第3章回顧了巴塞爾銀行監(jiān)管委員會關于全球系統(tǒng)重要性銀行的評價標準和銀監(jiān)會關于國內系統(tǒng)重要性銀行劃分標準的征求意見稿。并參考張強和吳敏(2011)的研究,構建了本文對中國國內系統(tǒng)重要性銀行的綜合評價指標體系。并且進一步采用客觀賦權法——熵值法對中國16年上市商業(yè)銀行在2007-2010年間的系統(tǒng)重要性指數(shù)進行排序,采用3%作為閾值,得出了各年的中國國內系統(tǒng)重要性銀行。 第4章主要分析了中國商業(yè)銀行在風險監(jiān)管方面存在的主要問題,發(fā)現(xiàn)目前我國商業(yè)銀行的行業(yè)集中度過高,風險管理意識薄弱,全面風險管理體系不健全；與西方發(fā)達國家相比,風險管理體質差異較大；風險監(jiān)管機制也不完善,執(zhí)行力不強；銀行信息披露不全,披露質量不高；相關金融監(jiān)管的法律法規(guī)體系也不健全。并進一步結合我國系統(tǒng)重要性銀行自身特征和所存在的問題,提出了相關政策建議。 第5章對全文進行了總結分析,進一步闡述了本文研究的意義所在。 當然,本文尚有許多不足之處,由于部分指標數(shù)據(jù)有限,可獲得性較差,對于中國系統(tǒng)重要性銀行的綜合評價指標體系仍不完善。同時,對于判斷系統(tǒng)重要性銀行的指數(shù)閾值有待明確界定,這也是今后研究的重點之一
[Abstract]:After the outbreak of the international financial crisis in 2008, the collapse of large financial institutions was the key point of the crisis. These "big but not failing" financial institutions have the characteristics of large-scale, strong network relevance, complex business, involving a wide range of functions and irreplaceable, so that the risk of their single institution will quickly affect other institutions through various channels. Institutions, and consequently a series of chain reactions, not only have brought serious impact on the global financial system, but also on the real economy and the international competitive market.
In reflecting on the lessons of the financial crisis, relevant international organizations, governments and regulators clearly pointed out the need to further strengthen financial supervision and put forward the concept of systemically important financial institutions. Therefore, under the framework of macro-prudential policy, preventing system risks, strengthening the identification and supervision of systemically important financial institutions, and solving the problem of "too big to fail" have become an important part of the reform of the financial supervision system.
In recent years, international regulators such as the Basel Committee on Banking Supervision (BCBS) and the Financial Stability Board (FSB) have been working to solve the problem of "too big to fail". Major criteria for assessing the importance of banks were also issued on November 4, 2011. Policy measures for systemically important financial institutions have delineated the list of 29 first selected global systemically important financial institutions, including the Bank of China. As a result, many large banks are not important banks in the world, but they are systemically important banks in China. With the development of China's economy and finance and the deepening of opening up to the outside world, more and more Chinese banks will enter the global systemically important banks in the future.
In order to enhance the understanding of the systemic importance of China's domestic commercial banks, this paper, based on the Basel Committee on Banking Supervision's assessment criteria for global systemic importance banks and the CBRC's classification criteria for domestic systemic importance banks issued to commercial banks at the end of 2011, adopts the objective empowerment method-entropy weight method to China 1 Six listed banks ranked the systemically important banks in China, and put forward policy suggestions to further promote the supervision and Policy Research of systemically important financial institutions.
This paper is divided into six chapters. Chapter 1 mainly discusses the background, significance and train of thought of the study, and expounds the significance of this study from both theoretical and practical aspects. Practice provides a theoretical basis; on the other hand, it is of great significance to study the systemically important banks in China for the maintenance of domestic financial stability and the healthy operation and development of the real economy. There is a big gap between them, so it is necessary to select some banks which are very important in the system, and then give them higher regulatory standards. The first step to achieve this goal is to evaluate the systemically important banks in China. It is conducive to ensuring steady and rapid development of social economy.
Chapter 2 mainly summarizes the existing domestic and foreign literature, summarizes the current research results and research methods in this field. The author has done a lot of research in the past literature, respectively, from both foreign and domestic aspects, according to the relevant research topics and content are reviewed, thus forming an overview of the relevant areas of research. The status quo of research at home and abroad is evaluated.
Chapter 3 reviews the Basel Committee on Banking Supervision's evaluation criteria for global systemically important banks and the CBRC's draft on the classification criteria for domestic systemically important banks. One step is to use the objective weighting method-entropy method to rank the index of systemic importance of China's 16-year listed commercial banks from 2007 to 2010. Using 3% as the threshold, the domestic systemic importance banks in each year are obtained.
Chapter 4 mainly analyzes the main problems existing in the risk supervision of Chinese commercial banks, and finds that the current concentration of Chinese commercial banks is too high, the awareness of risk management is weak, and the overall risk management system is not perfect; compared with western developed countries, the risk management physique is quite different; the risk supervision mechanism is not perfect, and the implementation is not perfect. It also puts forward relevant policy suggestions according to the characteristics and problems of systemically important banks in China.
The fifth chapter summarizes and analyzes the full text, and further expounds the significance of this study.
Of course, there are still many shortcomings in this paper. Because of the limited data and poor availability of some indicators, the comprehensive evaluation index system of China's systemically important banks is still imperfect.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.1
本文編號：2191891
[Abstract]:After the outbreak of the international financial crisis in 2008, the collapse of large financial institutions was the key point of the crisis. These "big but not failing" financial institutions have the characteristics of large-scale, strong network relevance, complex business, involving a wide range of functions and irreplaceable, so that the risk of their single institution will quickly affect other institutions through various channels. Institutions, and consequently a series of chain reactions, not only have brought serious impact on the global financial system, but also on the real economy and the international competitive market.
In reflecting on the lessons of the financial crisis, relevant international organizations, governments and regulators clearly pointed out the need to further strengthen financial supervision and put forward the concept of systemically important financial institutions. Therefore, under the framework of macro-prudential policy, preventing system risks, strengthening the identification and supervision of systemically important financial institutions, and solving the problem of "too big to fail" have become an important part of the reform of the financial supervision system.
In recent years, international regulators such as the Basel Committee on Banking Supervision (BCBS) and the Financial Stability Board (FSB) have been working to solve the problem of "too big to fail". Major criteria for assessing the importance of banks were also issued on November 4, 2011. Policy measures for systemically important financial institutions have delineated the list of 29 first selected global systemically important financial institutions, including the Bank of China. As a result, many large banks are not important banks in the world, but they are systemically important banks in China. With the development of China's economy and finance and the deepening of opening up to the outside world, more and more Chinese banks will enter the global systemically important banks in the future.
In order to enhance the understanding of the systemic importance of China's domestic commercial banks, this paper, based on the Basel Committee on Banking Supervision's assessment criteria for global systemic importance banks and the CBRC's classification criteria for domestic systemic importance banks issued to commercial banks at the end of 2011, adopts the objective empowerment method-entropy weight method to China 1 Six listed banks ranked the systemically important banks in China, and put forward policy suggestions to further promote the supervision and Policy Research of systemically important financial institutions.
This paper is divided into six chapters. Chapter 1 mainly discusses the background, significance and train of thought of the study, and expounds the significance of this study from both theoretical and practical aspects. Practice provides a theoretical basis; on the other hand, it is of great significance to study the systemically important banks in China for the maintenance of domestic financial stability and the healthy operation and development of the real economy. There is a big gap between them, so it is necessary to select some banks which are very important in the system, and then give them higher regulatory standards. The first step to achieve this goal is to evaluate the systemically important banks in China. It is conducive to ensuring steady and rapid development of social economy.
Chapter 2 mainly summarizes the existing domestic and foreign literature, summarizes the current research results and research methods in this field. The author has done a lot of research in the past literature, respectively, from both foreign and domestic aspects, according to the relevant research topics and content are reviewed, thus forming an overview of the relevant areas of research. The status quo of research at home and abroad is evaluated.
Chapter 3 reviews the Basel Committee on Banking Supervision's evaluation criteria for global systemically important banks and the CBRC's draft on the classification criteria for domestic systemically important banks. One step is to use the objective weighting method-entropy method to rank the index of systemic importance of China's 16-year listed commercial banks from 2007 to 2010. Using 3% as the threshold, the domestic systemic importance banks in each year are obtained.
Chapter 4 mainly analyzes the main problems existing in the risk supervision of Chinese commercial banks, and finds that the current concentration of Chinese commercial banks is too high, the awareness of risk management is weak, and the overall risk management system is not perfect; compared with western developed countries, the risk management physique is quite different; the risk supervision mechanism is not perfect, and the implementation is not perfect. It also puts forward relevant policy suggestions according to the characteristics and problems of systemically important banks in China.
The fifth chapter summarizes and analyzes the full text, and further expounds the significance of this study.
Of course, there are still many shortcomings in this paper. Because of the limited data and poor availability of some indicators, the comprehensive evaluation index system of China's systemically important banks is still imperfect.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.1
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