【摘要】：銀行體系的穩(wěn)定是效益和盈利的前提，是一個(gè)不斷積累的過程，銀行體系自身的結(jié)構(gòu)模式正在發(fā)生著巨大的變化，并且經(jīng)濟(jì)體系中很多層面的因素都會(huì)對銀行體系的穩(wěn)定性產(chǎn)生影響。國際經(jīng)濟(jì)形勢在經(jīng)歷了次貸危機(jī)、歐債危機(jī)之后，陷入了長期的低迷狀態(tài)，，我國銀行體系也不可避免地受到影響。如何客觀全面地測度銀行體系穩(wěn)定性，準(zhǔn)確描述其變化趨勢，并分析穩(wěn)定性的影響因素，對我國銀行體系的穩(wěn)健發(fā)展具有重要作用。 本文對國內(nèi)外銀行體系穩(wěn)定性理論進(jìn)行梳理，通過尋找相關(guān)概念的區(qū)別和聯(lián)系，進(jìn)一步界定銀行體系穩(wěn)定性；從微觀機(jī)制、中觀機(jī)制和宏觀機(jī)制分析銀行體系穩(wěn)定性的成因；比較分析近三十年來四次金融危機(jī)對銀行體系穩(wěn)定性的影響，從中提取有代表性的因素。 選取2004年到2012年季度數(shù)據(jù)，基于銀行自身不穩(wěn)定的形成機(jī)理，采用因子分析法構(gòu)建銀行體系穩(wěn)定性測度指標(biāo)（BS），得出銀行體系穩(wěn)定性測度主要受到結(jié)構(gòu)和規(guī)模兩方面因子的影響，整體呈現(xiàn)波動(dòng)上升趨勢。并且通過單樣本Kolmogorov-Smirnov Z檢驗(yàn)，表明銀行體系穩(wěn)定性測度指標(biāo)在金融危機(jī)前后變化顯著。 運(yùn)用Johansen協(xié)整檢驗(yàn)和格蘭杰因果檢驗(yàn)分析銀行體系穩(wěn)定性的影響因素。結(jié)論顯示：宏觀經(jīng)濟(jì)、國際因素和行業(yè)因素與銀行體系穩(wěn)定性均存在長期均衡關(guān)系，其中銀行體系穩(wěn)定性與消費(fèi)占比、進(jìn)出口占比、國內(nèi)外利差、實(shí)際利用外資占比、銀行市場集中度以及證券化率呈負(fù)相關(guān)；與GDP增長率、固定資產(chǎn)投資額、房地產(chǎn)投資貸款占比呈正相關(guān)，與實(shí)際情況基本吻合，具有較強(qiáng)的解釋性。 最后根據(jù)模型結(jié)論，結(jié)合我國經(jīng)濟(jì)發(fā)展現(xiàn)狀對各影響因素變動(dòng)趨勢進(jìn)行分析解釋，并且有針對性地提出調(diào)整銀行資金配置結(jié)構(gòu)、建立多層次金融市場以及加強(qiáng)金融自由化背景下的監(jiān)管力度等相關(guān)建議。
[Abstract]:The stability of the banking system is the premise of benefit and profit, and it is a process of continuous accumulation. The structural model of the banking system itself is undergoing tremendous changes. And many factors in the economic system will have an impact on the stability of the banking system. After the subprime crisis and the European debt crisis, the international economic situation has fallen into a long-term depression, and the banking system of our country will inevitably be affected. How to measure the stability of the banking system objectively and comprehensively, describe its changing trend accurately, and analyze the influencing factors of the stability play an important role in the steady development of the banking system in our country. In this paper, the stability theory of banking system at home and abroad is combed, and the stability of banking system is further defined by looking for the difference and connection of related concepts, and the causes of stability of banking system are analyzed from micro-mechanism, meso-mechanism and macro-mechanism. The effects of four financial crises on the stability of banking system in the past three decades are compared and analyzed, and some representative factors are extracted. Selecting the quarterly data from 2004 to 2012, based on the formation mechanism of bank's own instability, the factor analysis method is used to construct the measure index (BS), of banking system stability. It is concluded that the stability measure of banking system is mainly influenced by two factors of structure and scale, which shows a rising trend of fluctuation as a whole. The single sample Kolmogorov-Smirnov Z test shows that the bank system stability measures change significantly before and after the financial crisis. Johansen cointegration test and Granger causality test were used to analyze the influencing factors of banking system stability. The conclusion shows that there is a long-term equilibrium relationship between macroeconomic, international and industry factors and the stability of the banking system, in which the stability of the banking system and the proportion of consumption, import and export, the spread of interest rates at home and abroad, and the proportion of the actual utilization of foreign capital. There is a negative correlation between bank market concentration and securities rate. It has a positive correlation with GDP growth rate, fixed asset investment amount and real estate investment loan ratio, which is basically consistent with the actual situation, and has a strong explanation. Finally, according to the conclusion of the model, combined with the current situation of China's economic development, this paper analyzes and explains the changing trend of the influencing factors, and puts forward the adjustment of the structure of bank funds allocation. To establish multi-level financial market and strengthen supervision under the background of financial liberalization.
【學(xué)位授予單位】：安徽農(nóng)業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.3

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