本文選題：金融自由化 + 銀行業(yè)��； 參考：《昆明理工大學(xué)》2017年碩士論文

【摘要】：我國(guó)改革開放已走過38個(gè)年頭,作為世界上發(fā)展最快的發(fā)展中國(guó)家,中國(guó)取得的成就有目共睹。金融作為經(jīng)濟(jì)體系的重要支柱,其發(fā)揮的作用更是不容小覷。自2002年加入世界貿(mào)易組織之后,我國(guó)金融自由化進(jìn)程不斷推進(jìn),作為金融體系中的支柱——銀行業(yè)也得到了前所未有的發(fā)展。銀行部門通過各項(xiàng)業(yè)務(wù)間接地管理并監(jiān)督著整個(gè)國(guó)民經(jīng)濟(jì)的生產(chǎn)經(jīng)營(yíng)活動(dòng),擔(dān)負(fù)著國(guó)內(nèi)資金的融通及國(guó)外資金往來的重要職責(zé),是國(guó)內(nèi)經(jīng)濟(jì)發(fā)展及金融自由化的重要樞紐。目前,我國(guó)正處于經(jīng)濟(jì)轉(zhuǎn)軌時(shí)期,銀行業(yè)也因此面臨著重大改革,在此背景之下研究銀行業(yè)經(jīng)營(yíng)績(jī)效就顯得尤為重要,目前商業(yè)銀行的主要業(yè)務(wù)仍為信貸業(yè)務(wù),因此其信用風(fēng)險(xiǎn)仍是值得關(guān)注的一個(gè)方面,其在改革過程中受到金融自由化的怎樣影響更值得深入探討。本文首先對(duì)金融自由化和信用風(fēng)險(xiǎn)的相關(guān)國(guó)內(nèi)外文獻(xiàn)進(jìn)行了梳理,并對(duì)所涉及的相關(guān)理論進(jìn)行了歸納與闡述,奠定了本文的立論基礎(chǔ);其次,在文獻(xiàn)梳理的基礎(chǔ)上選取了外資銀行進(jìn)入、利率市場(chǎng)化和國(guó)際資本流動(dòng)自由化作為金融自由化的代理指標(biāo),分析了金融自由化對(duì)信用風(fēng)險(xiǎn)的影響機(jī)制;再次,在對(duì)銀行信用風(fēng)險(xiǎn)和金融自由化的現(xiàn)狀分析基礎(chǔ)之上,嘗試從銀行業(yè)和16家上市商業(yè)銀行兩個(gè)角度出發(fā),分別利用時(shí)間序列模型和面板數(shù)據(jù)模型來具體探究?jī)烧咧g的關(guān)系;最后,根據(jù)實(shí)證結(jié)果提出相關(guān)結(jié)論與啟示。實(shí)證結(jié)果表明,金融自由化對(duì)銀行業(yè)信用風(fēng)險(xiǎn)的影響有利有弊,在現(xiàn)階段條件下,隨著外資銀行的進(jìn)入,國(guó)際資本流動(dòng)自由化的推進(jìn),銀行業(yè)信用風(fēng)險(xiǎn)的發(fā)生得到緩解;而利率市場(chǎng)化則在一定程度上會(huì)提高銀行業(yè)信用風(fēng)險(xiǎn)發(fā)生的概率;而從長(zhǎng)期角度來看,外資銀行進(jìn)入有助于降低信用風(fēng)險(xiǎn),而利率市場(chǎng)化和國(guó)際資本流動(dòng)自由化則會(huì)提高信用風(fēng)險(xiǎn)發(fā)生的可能性。通過模型分析,我們還發(fā)現(xiàn)信貸規(guī)�？偭俊V義貨幣發(fā)行量等宏觀經(jīng)濟(jì)指標(biāo)及銀行自身相關(guān)指標(biāo)對(duì)信用風(fēng)險(xiǎn)也均存在一定影響。因此,在信用風(fēng)險(xiǎn)的防控措施上,本文嘗試從商業(yè)銀行自身層面及監(jiān)管當(dāng)局層面提出相關(guān)建議與措施。
[Abstract]:China has been through 38 years of reform and opening up. As the world's fastest-growing developing country, China's achievements are obvious to all. Finance as an important pillar of the economic system, its role is not to be underestimated. Since China joined WTO in 2002, the process of financial liberalization in China has been pushed forward, and the banking industry, as the pillar of the financial system, has also been developed unprecedented. The banking sector indirectly manages and supervises the production and management activities of the whole national economy through various operations, and bears the important responsibility of domestic capital financing and foreign capital exchange, and is an important hub of domestic economic development and financial liberalization. At present, our country is in the economic transition period, the banking industry also faces the important reform therefore, under this background, the research banking management performance appears to be particularly important. At present, the commercial bank's main business is still the credit business. Therefore, its credit risk is still an aspect worthy of attention, and how it is affected by financial liberalization in the process of reform is more worthy of further discussion. In this paper, firstly, the domestic and foreign literature on financial liberalization and credit risk are combed, and the related theories are summarized and expounded, which lays the foundation of this thesis. On the basis of literature review, this paper selects the entry of foreign banks, marketization of interest rate and liberalization of international capital flow as proxy indicators of financial liberalization, and analyzes the influence mechanism of financial liberalization on credit risk. Based on the analysis of the current situation of bank credit risk and financial liberalization, this paper attempts to explore the relationship between them by using time series model and panel data model from two angles of banking and 16 listed commercial banks. Finally, according to the empirical results, the relevant conclusions and revelations are put forward. The empirical results show that the impact of financial liberalization on banking credit risk has both advantages and disadvantages. Under the present conditions, with the entry of foreign banks and the promotion of international capital flow liberalization, the occurrence of banking credit risk has been alleviated. On the other hand, the marketization of interest rates will to some extent increase the probability of the occurrence of credit risks in the banking sector. In the long run, the entry of foreign banks will help to reduce the credit risk. Interest rate liberalization and international capital flow liberalization will increase the possibility of credit risk. Through the model analysis, we also find that the total amount of credit, broad money circulation and other macroeconomic indicators, as well as the bank's own related indicators, also have a certain impact on the credit risk. Therefore, in the credit risk prevention and control measures, this paper tries to put forward the relevant suggestions and measures from the commercial banks themselves and regulatory authorities.
【學(xué)位授予單位】：昆明理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832

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