發(fā)布時間：2018-04-29 08:37

  本文選題：商業(yè)銀行 + 風(fēng)險��； 參考：《重慶大學(xué)》2014年碩士論文

【摘要】：各國金融危機(jī)的相繼爆發(fā)對一國經(jīng)濟(jì)甚至是全球經(jīng)濟(jì)的發(fā)展造成了嚴(yán)重傷害。銀行等金融機(jī)構(gòu)的穩(wěn)定不僅引起了各國監(jiān)管層的重視，，也吸引了更多學(xué)者的目光。作為國民經(jīng)濟(jì)運(yùn)行中最重要的金融機(jī)構(gòu)，銀行的健康發(fā)展是經(jīng)濟(jì)健康發(fā)展的基礎(chǔ)。銀行資本、風(fēng)險和效率作為商業(yè)銀行最基本也是最重要的因素，研究它們之間的關(guān)系具有十分重要的現(xiàn)實意義。 本文構(gòu)建了聯(lián)立方程模型，并用面板矩估計分別對我國商業(yè)銀行資本和風(fēng)險之間的關(guān)系，銀行資本、風(fēng)險和效率之間的關(guān)系及它們之間的跨期關(guān)系進(jìn)行了研究，并得出以下幾點結(jié)論：第一，我國商業(yè)銀行的資本和風(fēng)險之間存在正相關(guān)關(guān)系，這是由于提高商業(yè)銀行資本要求會引起商業(yè)銀行對未來收益水平下降的預(yù)期，商業(yè)銀行會增加對高風(fēng)險項目的投入以彌補(bǔ)期望收入的損失；第二，銀行效率和資本之間存在負(fù)相關(guān)關(guān)系，說明了資本比率過高往往會對銀行的經(jīng)營業(yè)績有負(fù)面影響；第三，銀行風(fēng)險與效率之間存在負(fù)相關(guān)關(guān)系，說明由于不充分的信用監(jiān)管和經(jīng)營成本的無效控制，效率水平更低的銀行會面臨更大的成本支出，銀行會以增大風(fēng)險的方式來彌補(bǔ)這些損失。 基于本文的分析，本文認(rèn)為商業(yè)銀行及監(jiān)管者需要注意以下幾點： 第一，把握好商業(yè)銀行資本、效率與風(fēng)險之間的均衡點。由于我國商業(yè)銀行風(fēng)險、效率和資本之間存在相互影響關(guān)系，一個因素的變化會引起另外兩者的變化，這就需要銀行經(jīng)營管理者及監(jiān)管部門綜合考慮多種因素，以求能在資本、風(fēng)險和效率之間找到平衡，使我國銀行業(yè)始終健康有效運(yùn)行；第二，打破我國商業(yè)銀行的壟斷性，提高商業(yè)銀行競爭力。長期以來，四大國有銀行在我國銀行系統(tǒng)中始終占據(jù)主導(dǎo)地位，中國銀行業(yè)系統(tǒng)的壟斷程度還是比較高，在組織體系建設(shè)方面還有比較多的缺陷；并且我國銀行業(yè)的發(fā)展還比較稚嫩，國際競爭力差，整體效率還有待提高。因此，我們還需要進(jìn)一步的改革以建立具有較強(qiáng)競爭力的、高效的銀行體系，進(jìn)而推動經(jīng)濟(jì)的發(fā)展。第三，有效調(diào)整我國商業(yè)銀行的資產(chǎn)規(guī)模。較大規(guī)模的銀行能通過更有效的資產(chǎn)配置降低自身面臨的風(fēng)險，進(jìn)而提升銀行的效率及盈利能力，因此適當(dāng)提高銀行的資產(chǎn)規(guī)模有助于增強(qiáng)我國銀行業(yè)的抗風(fēng)險能力及盈利能力。
[Abstract]:The successive outbreak of financial crises has caused serious harm to the development of one country's economy and even the global economy. The stability of banks and other financial institutions not only attracted the attention of regulators, but also attracted the attention of more scholars. As the most important financial institution in the operation of national economy, the healthy development of the bank is the foundation of the healthy development of the economy. Bank capital, risk and efficiency are the most basic and important factors of commercial banks. It is of great practical significance to study the relationship between them. In this paper, the simultaneous equation model is constructed, and the relationship between capital and risk, the relationship between bank capital, risk and efficiency, and the intertemporal relationship between them are studied by using panel moment estimation. The main conclusions are as follows: first, there is a positive correlation between capital and risk of commercial banks in China, which is due to the expectation that the level of future income will decline due to the increase of capital requirements of commercial banks. Commercial banks will increase their investment in high-risk projects to compensate for the loss of expected income. Second, there is a negative correlation between bank efficiency and capital, which shows that excessive capital ratio often has a negative impact on banks' operating performance. There is a negative correlation between bank risk and efficiency, which indicates that banks with lower efficiency level will face higher cost expenditure due to inadequate credit supervision and ineffective control of operating costs. Banks will compensate for these losses by increasing risk. Based on the analysis of this paper, this paper argues that commercial banks and regulators should pay attention to the following points: First, grasp the balance point between capital, efficiency and risk of commercial banks. Because of the mutual influence between risk, efficiency and capital of commercial banks in our country, the change of one factor will lead to the change of the other two, which requires the comprehensive consideration of a variety of factors by bank managers and regulatory authorities in order to be able to work in capital. Find a balance between risk and efficiency, so that the banking industry of our country always healthy and effective operation; second, break the monopoly of our commercial banks, improve the competitiveness of commercial banks. For a long time, the four state-owned banks have always occupied the leading position in the banking system of our country. The monopoly degree of the banking system in China is still relatively high, and there are still many defects in the construction of the organization system. Moreover, the development of China's banking industry is relatively immature, the international competitiveness is poor, and the overall efficiency needs to be improved. Therefore, we need to further reform to build a competitive, efficient banking system to promote economic development. Third, adjust the asset scale of Chinese commercial banks effectively. Larger banks can reduce the risks they face through more effective asset allocation, thereby enhancing their efficiency and profitability. Therefore, it is helpful to enhance the risk resistance and profitability of China's banking industry by properly increasing the bank's asset size.
【學(xué)位授予單位】：重慶大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33;F830.42

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