發(fā)布時(shí)間：2018-10-14 12:28

【摘要】：從國際形勢來看，20世紀(jì)90年代以來，國際資本流動逐漸呈現(xiàn)出規(guī)�；屯稒C(jī)化的發(fā)展趨勢。從歷次金融危機(jī)的經(jīng)驗(yàn)來看，國際資本的大規(guī)模流入和流出可以通過對一國銀行體系的穩(wěn)定性構(gòu)成沖擊而引發(fā)銀行危機(jī)。而銀行危機(jī)所帶來的經(jīng)濟(jì)衰退又可能會滲透至整個(gè)金融體系而衍化成大規(guī)模的金融危機(jī)。由此可見，在當(dāng)前國際形勢下，度量國際資本流動對一國銀行體系穩(wěn)定性的影響程度有助于規(guī)避資本流動風(fēng)險(xiǎn)，促進(jìn)一國銀行體系乃至整個(gè)金融體系的穩(wěn)定運(yùn)行。 從國際資本流動與銀行體系穩(wěn)定性的理論基礎(chǔ)來看，國際資本的流入與流出所引發(fā)的逆向選擇、道德風(fēng)險(xiǎn)問題以及銀行擠兌現(xiàn)象是銀行體系脆弱性的主要體現(xiàn)。由此，國際資本流動主要通過直接沖擊、間接沖擊和繼發(fā)性沖擊等途徑來引發(fā)銀行擠兌或逆選擇和道德風(fēng)險(xiǎn)問題，，進(jìn)而影響一國銀行體系的穩(wěn)定性。通過構(gòu)建BSS3指數(shù)模型和Granger因果關(guān)系檢驗(yàn)可知，對我國而言，由于尚存在資本項(xiàng)目管制且利率市場化改革尚待推進(jìn)，國際資本流動對我國銀行體系穩(wěn)定性的影響主要表現(xiàn)為來自外商直接投資的直接沖擊效應(yīng)，來自國內(nèi)生產(chǎn)總值、通貨膨脹率、貨幣供應(yīng)量和匯率波動的間接沖擊效應(yīng)。 在資本項(xiàng)目開放與利率市場化改革的發(fā)展趨勢下，我國應(yīng)積極籌建存款保險(xiǎn)機(jī)構(gòu)、提高銀行信貸管理水平、完善銀行業(yè)市場退出機(jī)制以及加強(qiáng)銀行業(yè)監(jiān)管，以維持開放經(jīng)濟(jì)下我國銀行體系的穩(wěn)健運(yùn)行。
[Abstract]:From the international situation, since the 1990s, the international capital flow has gradually shown the development trend of scale and speculation. From the experience of previous financial crises, the massive inflow and outflow of international capital can lead to the banking crisis through the impact on the stability of a country's banking system. And the recession caused by the banking crisis may seep into the whole financial system and develop into a large-scale financial crisis. Therefore, in the current international situation, measuring the impact of international capital flows on the stability of a country's banking system is conducive to avoiding the risk of capital flow and promoting the stable operation of a country's banking system and even the entire financial system. From the theoretical basis of the international capital flow and the stability of the banking system, the adverse selection caused by the inflow and outflow of international capital, the problem of moral hazard and the phenomenon of bank run are the main embodiment of the fragility of the banking system. As a result, international capital flows mainly through direct impact, indirect impact and secondary impact to trigger bank runs or adverse selection and moral hazard, thereby affecting the stability of a country's banking system. Through the construction of BSS3 index model and Granger causality test, it can be seen that, for our country, there are still capital account controls and interest rate marketization reform needs to be promoted. The influence of international capital flow on the stability of China's banking system is mainly manifested by the direct impact effect from foreign direct investment, the indirect impact effect from GDP, inflation rate, money supply and exchange rate fluctuation. Under the development trend of capital account opening and interest rate marketization reform, China should actively set up deposit insurance institutions, improve the level of bank credit management, perfect the banking market withdrawal mechanism and strengthen banking supervision. In order to maintain the stable operation of our banking system under the open economy.
【學(xué)位授予單位】：首都經(jīng)濟(jì)貿(mào)易大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.3;F224

【引證文獻(xiàn)】

相關(guān)碩士學(xué)位論文 前1條

1 陳蕊蕊;國際資本流動對我國商業(yè)銀行脆弱性的影響研究[D];鄭州大學(xué);2013年

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