發(fā)布時(shí)間：2019-05-09 08:49

【摘要】：這幾年以來,影子銀行在我國(guó)發(fā)展的速度相對(duì)迅猛,從很大程度上,擴(kuò)張了社會(huì)的流動(dòng)性�！案唢L(fēng)險(xiǎn),高收益”影子銀行的高額利潤(rùn)同樣誘惑著商業(yè)銀行。影子銀行對(duì)商業(yè)銀行滲透的產(chǎn)品及方式主要體現(xiàn)為銀信合作以及以委托貸款的名義募集資金發(fā)售理財(cái)產(chǎn)品、信貸資產(chǎn)轉(zhuǎn)讓、通過票據(jù)套現(xiàn),融資資產(chǎn)進(jìn)入銀行理財(cái)資產(chǎn)池等。雖然從另一種角度來看,這可以視為一種金融創(chuàng)新,從一定程度上擴(kuò)大了中間業(yè)務(wù)收入,彌補(bǔ)了由于宏觀貨幣政策以及行業(yè)規(guī)�？刂频认盗型饨缂s束而帶來的銀行信貸業(yè)務(wù)擴(kuò)張的瓶頸。但是與此同時(shí),由于影子銀行的出現(xiàn),從一定程度上是影響了金融資源的有效配置,讓一些多余的流動(dòng)性規(guī)避了監(jiān)管,對(duì)于央行的緊縮的宏觀政策起到了抵消作用,對(duì)商業(yè)銀行來說,存在著潛在的系統(tǒng)性風(fēng)險(xiǎn)和聲譽(yù)風(fēng)險(xiǎn)。本文透過對(duì)流動(dòng)性問題的簡(jiǎn)單剖析,通過研究近幾年影子銀行在商業(yè)銀行中最普遍的滲透的業(yè)務(wù)銀信合作的商業(yè)銀行理財(cái)產(chǎn)品發(fā)展以及理財(cái)產(chǎn)品的投向來看影子銀行與商業(yè)銀行的密切程度。此外通過深入剖析13家上市銀行的收入情況來揭示銀行凈利潤(rùn)增長(zhǎng)中非利息收入的比重越來越大。其收入的結(jié)構(gòu)正在調(diào)整,從表面上看,這是一種良性的利潤(rùn)結(jié)構(gòu)調(diào)整,但是其存在較多的潛在風(fēng)險(xiǎn)值得我們的思考。通過理財(cái)產(chǎn)品的發(fā)行很多資產(chǎn)都表外化了。過度的發(fā)展,銀行由于利潤(rùn)效應(yīng),在存貸利差越來越小的情況下會(huì)越來越依賴非利息收入。沒有商業(yè)銀行繳存準(zhǔn)備金、保持資本充足率、規(guī)模限制等約束條件。他的最終資金融出方是信托或其他機(jī)構(gòu),而不是商業(yè)銀行,商業(yè)銀行僅作為一個(gè)銷售渠道。銀行收益結(jié)構(gòu)的調(diào)整不是一種真正意義上的結(jié)構(gòu)優(yōu)化和經(jīng)營(yíng)水平提高,其產(chǎn)品風(fēng)險(xiǎn)的評(píng)判由于發(fā)行主體不是銀行而變?nèi)?甚至淡化風(fēng)險(xiǎn)評(píng)價(jià)。一旦發(fā)生問題購(gòu)買者的權(quán)益無法保障,而且商業(yè)銀行的聲譽(yù)也受到影響。通過規(guī)范分析、統(tǒng)計(jì)分析來量化研究分析影子銀行在商業(yè)銀行中滲透的風(fēng)險(xiǎn)研究。本文的結(jié)論是現(xiàn)有會(huì)計(jì)準(zhǔn)則不能量化估算理財(cái)產(chǎn)品等表外業(yè)務(wù)的潛在風(fēng)險(xiǎn),通過借鑒巴塞爾協(xié)議,參照風(fēng)險(xiǎn)權(quán)數(shù)在表內(nèi)計(jì)量來提高表外資產(chǎn)的信用風(fēng)險(xiǎn)成本。建議應(yīng)該更完善我們商業(yè)銀行表外化產(chǎn)品以及金融創(chuàng)新產(chǎn)品的監(jiān)管制度,提高一些銀行表外化資產(chǎn)的違約成本,對(duì)發(fā)售的不同風(fēng)險(xiǎn)級(jí)別的產(chǎn)品投向也應(yīng)該更加明確其投資方向,并明確其在各種要素變動(dòng)下對(duì)收益的影響程度。同時(shí)加快促進(jìn)利率市場(chǎng)化。
[Abstract]:Over the past few years, shadow banking has developed rapidly in our country, expanding the liquidity of society to a large extent. High-risk, high-yield shadow banks' high profits also seduce commercial banks. The products and methods of shadow bank infiltration into commercial banks are mainly reflected in the cooperation between banks and credit and the sale of wealth management products in the name of entrusted loans, the transfer of credit assets, the cash settlement through bills, and the entry of financing assets into the bank financial assets pool, and so on. Although from another point of view, this can be seen as a financial innovation, to a certain extent, expanding intermediate business revenue, It makes up for the bottleneck of bank credit business expansion due to macro-monetary policy and industry scale control and other external constraints. But at the same time, due to the emergence of shadow banking, to a certain extent, it has affected the effective allocation of financial resources, so that some excess liquidity has evaded supervision, and has played a counteracting role in the tightening macro policy of the central bank. For commercial banks, there are potential systemic risks and reputation risks. In this paper, through a simple analysis of the liquidity problem, Through the study of the development of financial products of commercial banks, which is the most common business in commercial banks in recent years, the close degree of shadow banks and commercial banks is seen by studying the development of financial products of commercial banks with the most common penetration of shadow banks in recent years. In addition, through in-depth analysis of the income of 13 listed banks to reveal the increase in net profit of banks in the proportion of non-interest income is increasing. The structure of its income is being adjusted. On the face of it, it is a kind of benign profit structure adjustment, but there are many potential risks worthy of our thinking. Through the issuance of wealth management products, a lot of assets have been externalized. Excessive development, because of profit effect, banks will become more and more dependent on non-interest income when the spread between deposit and loan becomes smaller and smaller. There are no commercial banks to pay reserves, maintain capital adequacy ratio, size restrictions and other constraints. His ultimate financier is a trust or other institution, not a commercial bank, which serves only as a sales channel. The adjustment of bank income structure is not a kind of real structural optimization and management level improvement, and the evaluation of product risk becomes weaker because the issuer is not a bank, and even weakens the risk evaluation. In the event of problems, the rights and interests of buyers cannot be guaranteed and the reputation of commercial banks is affected. Through normative analysis, statistical analysis to quantitative analysis of shadow banks in the penetration of commercial banks risk research. The conclusion of this paper is that the existing accounting standards can not quantitatively estimate the potential risk of off-balance-sheet business such as wealth management products, and improve the credit risk cost of off-balance-sheet assets by drawing lessons from the Basle Agreement and measuring the risk weight in the table. It is suggested that the supervision system of our commercial banks' off-balance sheet products and financial innovation products should be improved, the default cost of some banks' off-balance sheet assets should be raised, and the investment direction of the products sold at different risk levels should also be more clearly defined. And make clear its influence degree to the income under the various factors change. At the same time, we will speed up the marketization of interest rates.
【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.3

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