本文關(guān)鍵詞：銀行業(yè)競(jìng)爭(zhēng)與風(fēng)險(xiǎn)承擔(dān)關(guān)系的研究　出處：《南京財(cái)經(jīng)大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 隨機(jī)前沿法 銀行競(jìng)爭(zhēng) 風(fēng)險(xiǎn)承擔(dān)

【摘要】：銀行業(yè)的競(jìng)爭(zhēng)和銀行系統(tǒng)的穩(wěn)定性始終是金融體系研究的兩大主題,只有銀行業(yè)穩(wěn)定健康地發(fā)展,才能使銀行的中介作用得到最大的發(fā)揮,才能使資源得到充分、有效的配置,進(jìn)而把我國(guó)巨額的儲(chǔ)蓄轉(zhuǎn)變?yōu)橥顿Y資本,加速民間資本、國(guó)有資本的積累,最終帶動(dòng)我國(guó)實(shí)體經(jīng)濟(jì)的發(fā)展；隨著我國(guó)金融體制改革的深化,形成了四大國(guó)有銀行、全國(guó)性的商業(yè)銀行、城市商業(yè)銀行和儲(chǔ)蓄銀行等多種類型銀行并列競(jìng)爭(zhēng)的新形勢(shì),同時(shí)我國(guó)金融業(yè)在2006年12月11日對(duì)外開(kāi)放,使我國(guó)的銀行業(yè)直接面對(duì)著外資銀行的競(jìng)爭(zhēng)和沖擊,這些國(guó)內(nèi)外的競(jìng)爭(zhēng)對(duì)我國(guó)金融體系的影響存在兩種相反的理論：銀行競(jìng)爭(zhēng)力是有利于金融體系的穩(wěn)定,還是對(duì)穩(wěn)定起到相反的作用?本文引入Boone指數(shù)來(lái)評(píng)估銀行業(yè)的競(jìng)爭(zhēng)力,用Z-score度量銀行風(fēng)險(xiǎn)承擔(dān),通過(guò)隨機(jī)前沿分析法分析銀行穩(wěn)定無(wú)效率,得到競(jìng)爭(zhēng)力與銀行風(fēng)險(xiǎn)承擔(dān)的關(guān)系,以及不同的銀行規(guī)模和資本化率等因素對(duì)該關(guān)系的調(diào)整。研究得出競(jìng)爭(zhēng)對(duì)銀行的風(fēng)險(xiǎn)承擔(dān)行為主要是以非線性形式存在：過(guò)高競(jìng)爭(zhēng)和過(guò)低競(jìng)爭(zhēng)水平下不利于金融體系的穩(wěn)定；而在適中的競(jìng)爭(zhēng)水平下利于金融體系的穩(wěn)定。而銀行的規(guī)模和資本化程度這些基本因素對(duì)解釋這種聯(lián)系起著一定的作用,一方面,銀行規(guī)模的擴(kuò)大會(huì)給競(jìng)爭(zhēng)力大的銀行帶來(lái)風(fēng)險(xiǎn)的增加,減弱其穩(wěn)定性,但對(duì)競(jìng)爭(zhēng)力較弱的股份制銀行、城商行卻能從中受益；另一方面,在較低競(jìng)爭(zhēng)水平、平均競(jìng)爭(zhēng)水平下資本充足率的提高會(huì)減弱該類銀行的穩(wěn)定性,而對(duì)于競(jìng)爭(zhēng)力強(qiáng)的國(guó)有銀行能在提高資本充足率的同時(shí)改善風(fēng)險(xiǎn)承擔(dān),增強(qiáng)該類銀行的穩(wěn)定性。在全球金融市場(chǎng)出現(xiàn)了危機(jī)的這幾年,這些結(jié)論為銀行的管理、監(jiān)督和制定政策提供了重要的依據(jù)。
[Abstract]:The stability of the banking competition and banking system has always been the two major themes of the financial system, only the stability of the banking industry healthy development, in order to make the intermediary role of banks has been the biggest play, can make the resources fully, effective configuration, and the transformation of China's huge savings for capital investment, accelerate private capital the state-owned capital accumulation, finally promote the development of the real economy in China; with the deepening of China's financial system, the formation of the four major state-owned banks, national commercial banks, the new situation of city commercial banks and savings banks and other types of banks are competing at the same time, China's financial industry open in December 11, 2006, the China's banking industry directly facing the competition and the impact of foreign banks, the domestic and international competition of China's financial system has two kinds of opposite theory: Bank Competitiveness Is conducive to the stability of the financial system, or to the opposite effect on stability? This paper introduces Boone index to evaluate the competitiveness of the banking industry, with the Z-score measure of bank risk, through the stochastic frontier analysis of bank stability without efficiency, relationship between competitiveness and bank risk, adjustment factors and different bank size and capital the rate of this relationship. The results of the competition of bank risk taking behavior mainly exists in the nonlinear form: high competition and low competition level is not conducive to the stability of the financial system; and in the moderate level of competition to the stability of the financial system. But the scale and degree of Bank capital to these basic factors play a role, explain the link on the one hand, the size of the bank increases will bring the risk of the bank's competitiveness, weakening its stability, but for Weak competitiveness of the joint-stock banks, city commercial banks can benefit from it; on the other hand, in a relatively low level of competition, improve the capital adequacy ratio of the average level of competition will weaken the stability of the bank, and for the strong competitiveness of state-owned banks can improve the capital adequacy ratio at the same time improve the risk, enhance the stability this kind of bank. In the global financial market crisis of the past few years, these conclusions for the management of the bank supervision, and provides an important basis for policy making.

【學(xué)位授予單位】：南京財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33

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