本文選題：影子銀行規(guī)模 + 商業(yè)銀行��； 參考：《重慶大學(xué)》2014年碩士論文

【摘要】：近年來快速發(fā)展的影子銀行，已經(jīng)成為我國金融體系不可忽視的一股重要力量，對我國銀行體系穩(wěn)定性造成了影響：一方面，影子銀行促使商業(yè)銀行運(yùn)作及盈利模式的轉(zhuǎn)變，提高了銀行自身的收益水平；另一方面，影子銀行削弱了傳統(tǒng)銀行的信用中介價(jià)值，由于其高杠桿、期限錯(cuò)配及關(guān)聯(lián)性特點(diǎn)放大了金融市場系統(tǒng)性風(fēng)險(xiǎn)。 本文選取1987-2012年的年度數(shù)據(jù)，首先從信貸需求的角度，基于經(jīng)濟(jì)金融基本關(guān)系原理：一段時(shí)間內(nèi)經(jīng)濟(jì)主體實(shí)現(xiàn)的GDP是由這段時(shí)間金融機(jī)構(gòu)的全部信貸支持的，從借款人的角度測度出影子銀行的規(guī)模，然后歸納總結(jié)現(xiàn)有文獻(xiàn)對銀行體系穩(wěn)定性測度的方法，一種是基于綜合指標(biāo)值，即將商業(yè)銀行體系穩(wěn)定性的測度指標(biāo)分為三類：宏觀經(jīng)濟(jì)變量指標(biāo)、金融變量指標(biāo)、以及商業(yè)銀行經(jīng)營指標(biāo)，根據(jù)系統(tǒng)性銀行風(fēng)險(xiǎn)（金融指標(biāo)變量、宏觀經(jīng)濟(jì)指標(biāo)變量）和非系統(tǒng)性銀行風(fēng)險(xiǎn)（商業(yè)銀行經(jīng)營指標(biāo)變量）來進(jìn)行測度研究；另一種是以銀行危機(jī)先行指標(biāo)為基礎(chǔ)，構(gòu)建銀行穩(wěn)定性指標(biāo)BSSI來監(jiān)控中國銀行體系的抗沖擊能力和穩(wěn)定程度，，對比分析兩種方法，最后選取BSSI指數(shù)與影子銀行相對規(guī)模進(jìn)行實(shí)證分析，通過模擬數(shù)據(jù)，構(gòu)造模型來研究二者關(guān)系，得出影子銀行的發(fā)展對銀行體系穩(wěn)定性有雙重影響的結(jié)論。 本文的主要結(jié)論是：我國影子銀行對銀行體系的影響具有閾值效應(yīng)。當(dāng)影子銀行相對規(guī)模在閾值水平以下時(shí)（本文測度的相對規(guī)模值為21.36%），影子銀行的發(fā)展對銀行體系的穩(wěn)定性起到一定的積極作用，超過這個(gè)值后，影子銀行的發(fā)展對銀行體系穩(wěn)定性具有消極作用。本文分析二者機(jī)理后，通過實(shí)證研究影子銀行對銀行體系穩(wěn)定性影響，為客觀公正的看待影子銀行發(fā)展，建立完善影子銀行監(jiān)管體系，優(yōu)化金融創(chuàng)新水平提高重要的現(xiàn)實(shí)依據(jù)。
[Abstract]:In recent years, the rapid development of shadow banking has become an important force that can not be ignored in our financial system, which has had an impact on the stability of our banking system. On the one hand, shadow banking has promoted the transformation of commercial banks' operation and profit model. On the other hand, shadow banking weakens the credit intermediary value of traditional banks. Because of its high leverage, maturity mismatch and relevance amplify the systemic risk of financial market. This paper selects the annual data from 1987 to 2012, first of all, from the perspective of credit demand, based on the basic principle of economic and financial relations: the GDP realized by economic agents in a period of time is supported by all the credit of financial institutions during this period. This paper measures the scale of shadow banking from the perspective of borrowers, and then summarizes the existing methods of measuring the stability of the banking system. One is based on the comprehensive index value. That is to say, the measure of the stability of the commercial banking system can be divided into three categories: macroeconomic variable index, financial variable index, and commercial bank management index, according to systemic banking risk (financial index variable, financial index variable, Macroeconomic indicators) and non-systemic banking risk (commercial bank operating index variables) to measure the study; the other is based on the banking crisis first indicators, This paper constructs a bank stability index (BSSI) to monitor the impact resistance and stability of China's banking system, compares and analyzes the two methods, and finally selects the BSSI index and the relative scale of shadow banking for empirical analysis. The model is constructed to study the relationship between them and the conclusion is drawn that the development of shadow banking has a double influence on the stability of banking system. The main conclusion of this paper is that the influence of shadow banking on banking system has threshold effect. When the relative scale of shadow banking is below the threshold level (the relative scale measured in this paper is 21.36), the development of shadow banking plays a positive role in the stability of the banking system. The development of shadow banking has a negative effect on the stability of banking system. After analyzing the two mechanisms, this paper empirically studies the influence of shadow banking on the stability of banking system, in order to objectively and fairly view the development of shadow banking, establish and perfect the supervision system of shadow banking, and optimize the level of financial innovation to improve the important practical basis.
【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】：F832.3

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