【摘要】：由美國次貸危機引發(fā)的全球金融危機，給全球經(jīng)濟帶來了前所未有的沖擊，同時也推動了世界金融格局和金融監(jiān)管理念的深刻變革。毋庸置疑，順周期的市場規(guī)則是導致此次危機爆發(fā)的重要原因。危機后，建立逆周期的宏觀審慎監(jiān)管框架，已在全球范圍內(nèi)達成共識。對于大部分國家而言，商業(yè)銀行在整個金融體系中處于重要地位，金融的順周期性更多的表現(xiàn)為商業(yè)銀行的順周期性。 本文首先界定了商業(yè)銀行順周期性的內(nèi)涵，并在相關(guān)理論基礎上，重點分析了商業(yè)銀行順周期性的形成機理。一方面，商業(yè)銀行的順周期性具有一定的內(nèi)在原因，其存在具有一定的客觀性；另一方面，商業(yè)銀行的某些經(jīng)營規(guī)則，諸如資本監(jiān)管制度、公允價值會計制度、存款保險制度和薪酬激勵制度在設計上的不合理性，又強化了商業(yè)銀行的順周期性。商業(yè)銀行的順周期性促進了系統(tǒng)性風險的積累，增強了金融系統(tǒng)的脆弱性，進而不利于金融系統(tǒng)的穩(wěn)定。因此，必須對商業(yè)銀行實施逆周期監(jiān)管。鑒于商業(yè)銀行順周期性的形成具有一定的內(nèi)生原因，逆周期監(jiān)管的基本思路應立足于尋求對上述經(jīng)營規(guī)則的改善，而不是對其順周期性的徹底消除。 其次，在商業(yè)銀行順周期性形成機理的基礎上，結(jié)合危機后相關(guān)國際組織和各國金融改革的最新成果，分析了實施商業(yè)銀行逆周期監(jiān)管的主要工具，包括工具的種類，工具緩釋商業(yè)銀行順周期性的運行機理，以及在實施中可能遇到的問題等內(nèi)容。 最后，文章提出了完善我國商業(yè)銀行逆周期監(jiān)管的政策建議。在基于前文對商業(yè)銀行順周期性及其逆周期監(jiān)管問題一般性研究的基礎上，，文章提出，我國商業(yè)銀行主導的融資體系和商業(yè)銀行經(jīng)營的高度同質(zhì)性，是助推我國商業(yè)銀行順周期性形成的兩大特殊助力。因此，完善我國商業(yè)銀行逆周期監(jiān)管應在更加廣闊的視野內(nèi)推進。
[Abstract]:The global financial crisis caused by the subprime mortgage crisis in the United States has brought unprecedented impact to the global economy, and has also promoted the profound changes in the world financial structure and the concept of financial supervision. There is no doubt that pro-cyclical market rules are leading to the outbreak of the crisis an important reason. After the crisis, the establishment of a counter-cyclical macro-prudential regulatory framework, has reached a global consensus. For most countries, commercial banks play an important role in the whole financial system. This paper first defines the connotation of procyclicality of commercial banks, and on the basis of relevant theories, analyzes the formation mechanism of procyclicality in commercial banks. On the one hand, the procyclicality of commercial banks has certain internal reasons and its existence has certain objectivity; On the other hand, some operating rules of commercial banks, such as capital supervision system, fair value accounting system, deposit insurance system and salary incentive system, are not reasonable in design, and strengthen the procyclicality of commercial banks. The procyclicality of commercial banks promotes the accumulation of systemic risk, enhances the fragility of financial system, and is not conducive to the stability of financial system. Therefore, we must carry out reverse-cycle supervision on commercial banks. In view of the inherent reasons for the formation of the procyclicality of commercial banks, the basic idea of countercyclical supervision should be based on seeking for the improvement of the above management rules, rather than the thorough elimination of the procyclicality. Secondly, on the basis of the pro-cyclical formation mechanism of commercial banks, combined with the latest achievements of post-crisis international organizations and countries, this paper analyzes the main tools of countercyclical supervision of commercial banks, including the types of instruments. This paper introduces the mechanism of slow-release commercial banks'procyclical operation, and the problems that may be encountered in the process of implementation. Finally, the article puts forward the policy suggestions to perfect the counter-cycle supervision of commercial banks in our country. Based on the general research on the pro-cyclical and counter-cyclical supervision of commercial banks, this paper proposes that the financing system dominated by commercial banks and the management of commercial banks are of high homogeneity. It is the two special helping forces to promote the pro-cyclical formation of commercial banks in our country. Therefore, the improvement of counter-cycle supervision of commercial banks should be carried out in a broader field of vision.
【學位授予單位】：山東財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.33;F224

【參考文獻】

相關(guān)期刊論文 前10條

1 趙光毅;王銳;;順周期效應與保險監(jiān)管[J];保險研究;2010年03期

2 劉超;劉志威;;保險業(yè)順周期性與逆周期監(jiān)管:理論述評、形成機制與應對策略[J];保險研究;2010年08期

3 鄭鳴;倪玉娟;劉林;;公允價值會計制度對金融穩(wěn)定的影響——兼論美國金融危機的啟示[J];財經(jīng)研究;2009年06期

4 葉良藝;商業(yè)銀行資本充足性管制的緊縮效應探析[J];金融論壇;2002年09期

5 張強;武次冰;;次貸危機下商業(yè)銀行資本監(jiān)管的反思[J];金融論壇;2010年04期

6 鐘偉;沈聞一;李宜洋;;新巴塞爾協(xié)議市場風險管理的回溯測試綜述[J];南方金融;2006年12期

7 孫連友;動態(tài)信貸損失準備政策及其應用[J];國際金融研究;2004年12期

8 甘斌;胡杰;;現(xiàn)代西方金融危機理論的演進和制度模型的興起[J];國外理論動態(tài);2009年08期

9 曾剛;萬志宏;;巴塞爾新協(xié)議順周期性特征研究評述[J];經(jīng)濟學動態(tài);2010年02期

10 巴曙松;朱元倩;;壓力測試在銀行風險管理中的應用[J];經(jīng)濟學家;2010年02期

相關(guān)重要報紙文章 前1條

1 湖南大學 張強　武次冰;[N];光明日報;2010年

本文編號：2372953