【摘要】：隨著全球經(jīng)濟一體化的發(fā)展和科學(xué)技術(shù)的突飛猛進(jìn)，金融市場快速發(fā)展，各種金融創(chuàng)新層出不窮，金融領(lǐng)域的競爭可謂日新月異。國內(nèi)外大量的研究表明，銀行體系是否穩(wěn)定對于一個國家的經(jīng)濟增長和社會發(fā)展起著舉足輕重的作用。隨著國際金融形勢出現(xiàn)的新變化，各國的監(jiān)管當(dāng)局在監(jiān)管理念、監(jiān)管手段、監(jiān)管目標(biāo)以及監(jiān)管框架等方面都在發(fā)生著巨大的轉(zhuǎn)變，國際銀行監(jiān)管領(lǐng)域正在呈現(xiàn)出一些新的發(fā)展趨勢。 改革開放以來，我國銀行業(yè)在深化改革、加強監(jiān)管、改善服務(wù)、支持國民經(jīng)濟發(fā)展等方面取得了巨大的進(jìn)步，但與此同時，銀行業(yè)在高速發(fā)展的過程中也積累和暴露出了很多問題。自2003年銀監(jiān)會成立以來，我國逐步建立了以銀監(jiān)會為主體、人民銀行及其他部門共同參與的銀行監(jiān)管框架體系。經(jīng)過十年的發(fā)展，銀行監(jiān)管取得了長足的進(jìn)步，證明了我國的銀行監(jiān)管體系框架是基本有效的，但是相比國際標(biāo)準(zhǔn)和行業(yè)發(fā)展要求來看，我國的銀行監(jiān)管水平仍然存在較大差距。隨著銀行業(yè)混業(yè)發(fā)展趨勢的加劇和國際上金融危機的爆發(fā)愈加頻繁，這一監(jiān)管體系框架遭受到越來越多的挑戰(zhàn)。本文沿著提出問題、分析問題、解決問題的脈絡(luò)，對我國銀行監(jiān)管體系的完善與發(fā)展提出了相應(yīng)的解決對策。 文章對中國銀行業(yè)監(jiān)管的歷史變遷、發(fā)展現(xiàn)狀及體系框架進(jìn)行了細(xì)致的分析。經(jīng)過十多年的改革發(fā)展，我國商業(yè)銀行的賬面指標(biāo)，包括銀行的總體規(guī)模、資產(chǎn)質(zhì)量、盈利水平、抵御風(fēng)險能力等都取得了長足的進(jìn)步，銀行業(yè)所取得的這些成績是否意味著我國銀行監(jiān)管也取得了巨大的成功呢？本文隨后對我國商業(yè)銀行的業(yè)績來源進(jìn)行了分析，得出了我國商業(yè)銀行取得的成績一部分源于中國經(jīng)濟的高速增長、寬松的貨幣政策、較高的存貸利率差水平和一些政策性扶持等外生變量的共同作用。 文章分析了現(xiàn)階段我國銀行業(yè)監(jiān)管面臨的主要問題。第一，近年來，影子銀行體系的發(fā)展日益壯大，逐漸引起了國內(nèi)外金融界的廣泛關(guān)注，我國的影子銀行雖然與西方發(fā)達(dá)國家有所不同，但也有可能引發(fā)潛在的風(fēng)險。本文對影子銀行體系及其脆弱性進(jìn)行了深入分析，通過對中國影子銀行體系風(fēng)險的實證分析，指出中國影子銀行體系發(fā)展較晚，規(guī)模較小，引發(fā)危機的可能性很小，目前不會成為中國銀行業(yè)系統(tǒng)性風(fēng)險的來源，但也不能放松對其監(jiān)管。第二，隨著國際間資本流動的不斷加劇，資本項目的自由兌換已經(jīng)是我國深化改革開放的一項戰(zhàn)略性任務(wù)，中國資本賬戶開放的步伐也在不斷加快。通過對國外資本賬戶開放與銀行業(yè)發(fā)生危機的實證研究，得出資本賬戶的開放與銀行業(yè)危機的發(fā)生并沒有顯著的關(guān)聯(lián)，并進(jìn)一步說明了中國資本賬戶開放的必然性。第三，本文對我國銀行業(yè)資本監(jiān)管的實踐進(jìn)行了梳理，對資本監(jiān)管的有效性進(jìn)行了分析。從微觀角度來看，我國的資本監(jiān)管是有效的，符合巴塞爾委員會的相關(guān)標(biāo)準(zhǔn)和要求，但在一些方面還有待加強。從宏觀角度來看，我國資本監(jiān)管的有效性還存在很多問題，總體效果不盡如人意。第四，本文還對我國商業(yè)銀行系統(tǒng)性風(fēng)險的內(nèi)涵進(jìn)行了說明，，并根據(jù)Logit二元離散選擇模型對系統(tǒng)性風(fēng)險的成因進(jìn)行了實證分析，揭示了引起系統(tǒng)性風(fēng)險的一些宏觀經(jīng)濟變量，指出了目前中國銀行體系所面臨的系統(tǒng)性風(fēng)險，主要包括經(jīng)濟增長速度放緩、高額的地方政府債務(wù)、房地產(chǎn)市場泡沫、互聯(lián)網(wǎng)金融的快速發(fā)展等，對銀行體系可能帶來巨大的沖擊，監(jiān)管當(dāng)局應(yīng)密切監(jiān)管，加強防范。第五，針對我國可能會面臨的系統(tǒng)性風(fēng)險，我國銀行監(jiān)管當(dāng)局該如何化解，文章中列舉了我國宏觀審慎監(jiān)管制度的優(yōu)勢與不足，為化解我國銀行系統(tǒng)性風(fēng)險提供了解決方案。 2007年次貸危機的爆發(fā)改變了全球的金融面貌，并對全球銀行體系造成了巨大損失。在此背景下，西方發(fā)達(dá)國家紛紛進(jìn)行了監(jiān)管改革。本文通過對美國、英國、歐盟等國家及國際組織的監(jiān)管改革進(jìn)行系統(tǒng)的梳理和分析，得出了國際監(jiān)管改革的潮流和趨勢，為我國銀行監(jiān)管體制的改革提供了參考和借鑒。為了防止類似危機的再次上演，《巴塞爾協(xié)議Ⅲ》正式出臺。本文對《巴塞爾協(xié)議Ⅲ》進(jìn)行了解讀并分析了該協(xié)議的出臺可能對中國銀行業(yè)監(jiān)管帶來的影響。 最后，本文提出了完善我國銀行業(yè)監(jiān)管體系的對策建議。在對我國銀行監(jiān)管的現(xiàn)狀、目前存在的問題進(jìn)行分析和梳理后，在借鑒西方發(fā)達(dá)國家銀行監(jiān)管改革經(jīng)驗的基礎(chǔ)上，結(jié)合我國的實際情況，提出了完善我國銀行監(jiān)管體系的對策建議。同時，對于我國如何防范各種系統(tǒng)性風(fēng)險，如何制定符合中國銀行業(yè)資本監(jiān)管的框架體系，對影子銀行體系的發(fā)展如何監(jiān)管，如何完善我國宏觀審慎監(jiān)管制度，如何構(gòu)建適合中國資本賬戶開放的基礎(chǔ)環(huán)境等方面，都提出了有針對性、富有建設(shè)性的政策建議，為防范金融風(fēng)險在我國銀行體系的傳播和蔓延提供了借鑒和參考。
[Abstract]:With the development of global economic integration and the rapid development of science and technology, the rapid development of the financial market, various financial innovations emerge in endlessly, and the competition in the financial field is changing every day. With the new changes in the international financial situation, great changes have taken place in the regulatory authorities of various countries, such as the supervision concept, the means of supervision, the target of supervision and the regulatory framework, and some new trends are emerging in the field of international banking supervision.
Since the reform and opening up, China's banking industry has made great progress in deepening reform, strengthening supervision, improving services and supporting the development of the national economy. At the same time, the banking industry has also accumulated and exposed many problems in the process of rapid development. Since the founding of the CBRC in 2003, China has gradually established the Banking Regulatory Commission as the main body. The bank supervision framework of the people's Bank and other departments. After ten years of development, the bank supervision has made great progress. It has proved that the banking regulatory framework of our country is basically effective. However, compared with the requirements of international standards and industry development, there is still a big gap in the level of banking supervision in China. The development trend of the banking industry and the outbreak of the international financial crisis are becoming more and more frequent. The framework of this regulatory system has suffered more and more challenges. This paper puts forward the corresponding solutions to the improvement and development of the banking regulatory system in China along the question, the analysis of the problems and the solution of the problem.
The article makes a detailed analysis of the historical changes, the current situation and the system framework of the banking supervision in China. After more than 10 years of reform and development, the Accounting Indicators of the commercial banks of China, including the overall scale of the bank, the quality of the assets, the level of profit and the ability to resist the risk, have made great progress, and the achievements made by the banking industry have been achieved. Does it mean that China's banking supervision has also made great success? This paper then analyses the source of the performance of China's commercial banks, and draws a conclusion that the achievements made by the commercial banks of our country are due to the high growth of China's economy, the loose monetary policy, the higher level of interest rate difference and some policy support. The common effect of variables.
This paper analyzes the main problems facing the banking supervision in China at present. First, in recent years, the development of the shadow banking system has been growing more and more, and it has gradually aroused the widespread concern of the domestic and foreign financial circles. Although the shadow banking in our country is different from that of the western developed countries, it may also cause potential risks. This paper is a shadow banking system. Through an in-depth analysis of its vulnerability, through the empirical analysis of the risk of China's shadow banking system, it is pointed out that the development of the Chinese shadow banking system is relatively late and small, the possibility of causing the crisis is very small. At present, it will not become the source of systemic risk in China's banking industry, but it can not relax its supervision. Second, with the international capital flow With the increasing movement, the free exchange of capital account has been a strategic task of deepening the reform and opening up in China. The pace of China's capital account opening is also accelerating. Through the empirical study on the opening of foreign capital account and the crisis in the banking industry, it is concluded that the opening of capital account and the crisis of the banking industry are not significant. The connection, and further explains the inevitability of China's capital account opening. Third, this article combs the practice of China's banking capital supervision and analyses the effectiveness of capital supervision. From the micro point of view, China's capital supervision is effective, in line with the relevant standards and requirements of the Basel Committee, but in some parties. It still needs to be strengthened. From a macro point of view, there are still many problems in the effectiveness of China's capital supervision and the overall effect is not satisfactory. Fourth. This paper also explains the connotation of the systematic risk of commercial banks in China, and has carried out an empirical analysis on the causes of systemic risk based on the discrete choice model of Logit two yuan, and revealed the introduction of the cause of the systematic risk. Some macroeconomic variables of systemic risk point out the systemic risks faced by the current Chinese banking system, including the slowdown in economic growth, high local government debt, the real estate market bubble, the rapid development of Internet Finance and so on, which may have a huge impact on the banking system, and the regulatory authorities should closely supervise, Fifth, in view of the systematic risks that China may face, how to resolve our bank regulatory authorities, the article lists the advantages and disadvantages of China's macro prudential supervision system, and provides a solution to resolve the systemic risk of China's banks.
The outbreak of the subprime mortgage crisis in 2007 changed the global financial outlook and caused great losses to the global banking system. Under this background, the western developed countries have carried out regulatory reform. This paper has systematically reviewed and analyzed the regulatory reform of the United States, the UK, the EU and other countries and international organizations, and drew the international regulatory reform. The trend and trend will provide reference and reference for the reform of the banking regulatory system in China. In order to prevent the recurrence of similar crises, the Basel Agreement III is formally introduced. This article interprets and analyzes the influence of the introduction of the agreement on the regulation of the banking industry in China.
Finally, this paper puts forward the countermeasures and suggestions to improve the banking regulatory system in China. After analyzing and combing the current problems of banking supervision in China, on the basis of the experience of banking supervision reform in western developed countries and combining the actual situation of our country, this paper puts forward some countermeasures and suggestions to improve the banking supervision system of our country. At the same time, how to guard against various systematic risks, how to formulate a framework system that conforms to China's banking capital supervision, how to regulate the development of the shadow banking system, how to perfect our macro prudential supervision system, and how to build a basic environment suitable for the opening of China's capital account, have been put forward. Constructive policy recommendations provide a reference for preventing the spread and spread of financial risks in China's banking system.
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2014
【分類號】：F832.1

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