本文選題：系統(tǒng)重要性銀行 + 系統(tǒng)重要性保險公司��； 參考：《河南師范大學(xué)》2017年碩士論文

【摘要】：在金融體系中,單家金融機構(gòu)可以通過增加表外業(yè)務(wù)規(guī)模、提升杠桿率或者擴大資產(chǎn)規(guī)模來調(diào)整資產(chǎn)結(jié)構(gòu),形成單家機構(gòu)沒有破產(chǎn)風(fēng)險的狀態(tài)。然而因為表外業(yè)務(wù)及風(fēng)險轉(zhuǎn)移具有顯著的負外部性,這些金融活動只是實現(xiàn)了風(fēng)險的轉(zhuǎn)移與重新分配,風(fēng)險并未真正消失,形成的系統(tǒng)性風(fēng)險在金融體系內(nèi)聚集,當金融體系的系統(tǒng)性風(fēng)險聚集到一定程度時,會造成整個金融體系的崩潰。因此評估系統(tǒng)重要性金融機構(gòu),對系統(tǒng)重要性金融機構(gòu)實施資本附加進而防范系統(tǒng)性風(fēng)險,成為宏觀審慎監(jiān)管的重要任務(wù)。系統(tǒng)重要性金融機構(gòu)包括系統(tǒng)重要性銀行、系統(tǒng)重要性保險機構(gòu)以及非銀行非保險系統(tǒng)重要性金融機構(gòu)三個分支。其中系統(tǒng)重要性銀行是系統(tǒng)重要性金融機構(gòu)的重中之重,相關(guān)研究也十分充沛,系統(tǒng)重要性保險機構(gòu)的評估在我國的文獻研究中也有涉略,而非銀行非保險系統(tǒng)重要性金融機構(gòu)的研究就十分匱乏了。以往我國很多關(guān)于系統(tǒng)重要性金融機構(gòu)的研究認為如財務(wù)公司、證券公司、投資基金等非銀行非保險的金融機構(gòu)規(guī)模較小、業(yè)務(wù)牽連范圍較窄等原因不做相關(guān)研究,隨著互聯(lián)網(wǎng)金融的發(fā)展,非銀行非保險的金融機構(gòu)對我國的金融體系的影響逐步顯現(xiàn),因此相關(guān)研究也應(yīng)當跟上腳步。本文用指標法對系統(tǒng)重要性金融機構(gòu)的三個分支分別進行評估,在同一標準下得出金融機構(gòu)各個分支的排名情況,識別出不同行業(yè)的系統(tǒng)重要性金融機構(gòu),對不同類型的金融機構(gòu)的評估結(jié)果做出解釋說明,并提出相關(guān)政策建議。本文共五章,分為三個層次,第一層次為提出問題,包括第一章緒論及第二章系統(tǒng)重要性金融機構(gòu)的相關(guān)理論和文獻綜述;第二層次為分析問題,具體包括第三章評估我國系統(tǒng)重要性機構(gòu)的指標體系構(gòu)建和第四章我國系統(tǒng)重要性金融機構(gòu)的評估結(jié)果;第三個層次是根據(jù)文章結(jié)論提出相關(guān)政策建議,具體包括第五章結(jié)論和展望。本文主要解決三個問題:第一個是說明我國系統(tǒng)重要性銀行的評估結(jié)果與我國入選全球系統(tǒng)重要性銀行的順序略有出入的原因;第二個是不同系統(tǒng)重要性金融機構(gòu)的評估應(yīng)當包含銀行、保險、及非銀行非保險金融機構(gòu)三個方面,文章將三者納入同一個方法下分別作出評估;第三個是非銀行非保險金融機構(gòu)在沒有相關(guān)指標權(quán)重規(guī)定下如何進行評估,并使用熵值法識別出我國系統(tǒng)重要性證券公司。
[Abstract]:In the financial system, a single financial institution can adjust its asset structure by increasing the scale of off-balance-sheet business, increasing the leverage ratio or expanding the asset size to form a single institution without bankruptcy risk. However, because of the significant negative externalities of off-balance sheet business and risk transfer, these financial activities only realized the transfer and redistribution of risk, and the risk did not really disappear, and the resulting systemic risk gathered in the financial system. When the systemic risks of the financial system gather to a certain extent, the whole financial system will collapse. Therefore, it is an important task of macro-prudential supervision to evaluate systemically important financial institutions and to attach capital to systemically important financial institutions to guard against systemic risks. Systemically important financial institutions include systemically important banks, system-important insurance institutions and non-bank non-insurance systemically important financial institutions. Among them, systemically important bank is the most important part of systemically important financial institution, and the relevant research is very abundant. The evaluation of systemically important insurance institution is also involved in the literature research of our country. Research on the importance of non-bank non-insurance systems for financial institutions is scarce. In the past, many studies on systemically important financial institutions in China considered that, for example, financial companies, securities companies, investment funds and other non-bank non-insured financial institutions are small in scale and narrow in scope of business involvement. With the development of internet finance, the influence of non-bank non-insurance financial institutions on china's financial system appears gradually. In this paper, the three branches of systemically important financial institutions are evaluated by the index method, the ranking of each branch of the financial institutions is obtained under the same standard, and the systemically important financial institutions in different industries are identified. Explain the evaluation results of different types of financial institutions and make relevant policy recommendations. There are five chapters in this paper, which are divided into three levels. The first level is to raise questions, including the introduction of the first chapter and the literature review of the systemically important financial institutions, the second level is the analysis of the problems. It includes the construction of index system of systemically important institutions in the third chapter and the evaluation results of systemically important financial institutions in chapter four. The third level is to put forward relevant policy recommendations according to the conclusions of the article. It includes the conclusion and prospect of the fifth chapter. This paper mainly solves three problems: the first is to explain the reasons why the evaluation results of China's systemically important banks and the ranking of China's global systemically important banks are slightly different; The second is that the evaluation of different systemically important financial institutions should include three aspects: bank, insurance, and non-bank non-insured financial institutions. The third is how to evaluate the non-bank non-insurance financial institutions without the relevant index weight, and use entropy method to identify the systemically important securities companies in China.
【學(xué)位授予單位】：河南師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832

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本文編號：1955126