本文選題：國際資本流動 + 商業(yè)銀行��； 參考：《天津財經(jīng)大學(xué)》2014年碩士論文

【摘要】：伴隨著經(jīng)濟全球化進程的深化,國際資本流動的規(guī)模顯著增大,其流動速度也日益加快,沖擊了銀行體系的穩(wěn)定性。在金融體系尚不健全的情況下,如何在推進資本項目開放的同時,保障商業(yè)銀行的穩(wěn)定性,增強商業(yè)銀行的競爭能力是目前亟待研究的重要課題。本文首先介紹了選題的背景、目的及意義,簡要概括了關(guān)于國際資本流動對商業(yè)銀行穩(wěn)定性影響的國內(nèi)外文獻,從微觀和宏觀兩個層面對商業(yè)銀行穩(wěn)定性相關(guān)理論進行述評；進而從一國的貨幣供應(yīng)量、資產(chǎn)價格、利率水平以及銀行貸款質(zhì)量等角度分析了國際資本流動對商業(yè)銀行安全性、流動性和效益性的影響以及對銀行整體穩(wěn)定性影響的傳導(dǎo)機制；并基于2003年至2013年的相關(guān)數(shù)據(jù),通過主成分分析法測算出中國商業(yè)銀行穩(wěn)定性指數(shù),結(jié)合協(xié)整檢驗和格蘭杰因果檢驗得出外商直接投資、貨幣供應(yīng)量占外匯儲備的比率以及短期外債占外匯儲備的比率與中國商業(yè)銀行穩(wěn)定性存在長期協(xié)整關(guān)系,并且是其格蘭杰原因,其中外商直接投資對中國商業(yè)銀行穩(wěn)定性影響最為強烈的結(jié)論；最后,本文根據(jù)理論分析與實證檢驗的結(jié)果,結(jié)合智利、印度尼西亞和泰國的經(jīng)驗,提出了完善法律法規(guī)、合理安排資本項目開放順序、拓寬融資渠道、加強銀行的監(jiān)管體系、推動漸進式市場化利率進程、建立存款保險機制,完善銀行退出機制等加強商業(yè)銀行穩(wěn)定性建設(shè)的對策建議。
[Abstract]:With the deepening of the process of economic globalization, the scale of international capital flow has increased significantly, and the speed of international capital flow has been accelerated day by day, which has impacted the stability of the banking system. Under the condition that the financial system is not perfect, how to promote the opening of capital account, ensure the stability of commercial banks and enhance the competitiveness of commercial banks is an important subject to be studied. This paper first introduces the background, purpose and significance of the topic, briefly summarizes the domestic and foreign literature on the impact of international capital flows on the stability of commercial banks, and reviews the relevant theories of stability of commercial banks from the micro and macro levels. Then, from the point of money supply, asset price, interest rate level and bank loan quality of a country, this paper analyzes the security of international capital flow to commercial banks. Based on the relevant data from 2003 to 2013, the stability index of Chinese commercial banks is calculated by principal component analysis. Combined with co-integration test and Granger causality test, it is concluded that there is a long-term cointegration relationship between foreign direct investment, the ratio of money supply to foreign exchange reserves and the ratio of short-term foreign debt to foreign exchange reserves with the stability of Chinese commercial banks. It is the Granger reason, in which FDI has the strongest influence on the stability of Chinese commercial banks. Finally, this paper combines the experience of Chile, Indonesia and Thailand according to the results of theoretical analysis and empirical test. The paper puts forward to perfect the laws and regulations, arrange the order of opening capital account reasonably, widen the financing channel, strengthen the supervision system of the bank, promote the process of gradual market-oriented interest rate, and establish the deposit insurance mechanism. Improve the bank exit mechanism and other measures to strengthen the stability of commercial banks.
【學(xué)位授予單位】：天津財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33;F832.6

【相似文獻】

相關(guān)期刊論文 前10條

1 張光宏;;國際資本流動的財政效應(yīng)分析[J];湖北經(jīng)濟學(xué)院學(xué)報(人文社會科學(xué)版);2006年11期

2 羅貝;冷洛;;國際資本流動的效應(yīng)分析[J];云南財經(jīng)大學(xué)學(xué)報(社會科學(xué)版);2008年04期

3 陳瑤;王曉蘭;;國際資本流動對金融業(yè)穩(wěn)定性影響研究綜述[J];華商;2008年02期

4 張寶珍;“當(dāng)前國際資本流動問題”研討會在京舉行[J];世界經(jīng)濟;1991年11期

5 卓然;八十年代的國際資本流動[J];世界知識;1992年06期

6 ;國際資本流動管理與相關(guān)政策研討會在北京召開[J];中國外匯管理;1997年06期

7 李，

本文編號：1882717