本文選題：資本約束 + 資本監(jiān)管　； 參考：《南京師范大學(xué)》2017年碩士論文

【摘要】：2004年,中國銀監(jiān)會推出了《商業(yè)銀行資本充足率管理辦法》,標(biāo)志著我國的資本監(jiān)管進(jìn)入到“硬約束”時期。2012年,中國銀監(jiān)會又推出了《商業(yè)銀行資本管理辦法(試行)》,進(jìn)一步加強了資本監(jiān)管的力度。日趨嚴(yán)格的資本監(jiān)管對銀行的信貸行為產(chǎn)生了深遠(yuǎn)的影響。信貸渠道是我國貨幣政策傳導(dǎo)的重要渠道,資本約束的提高會對我國貨幣政策信貸傳導(dǎo)機制產(chǎn)生怎樣的影響,對于這一問題的研究具有現(xiàn)實意義和理論意義。本文先介紹了選題的背景及研究意義,對國內(nèi)外的相關(guān)研究成果進(jìn)行了有效梳理,并指出本文研究的創(chuàng)新點和不足之處。然后,分析了不同監(jiān)管時期資本約束對商業(yè)銀行信貸行為的影響,并從理論和現(xiàn)實兩個角度分析資本約束影響貨幣政策信貸傳導(dǎo)機制的路徑。在理論分析的基礎(chǔ)上,本文基于我國14家上市銀行2006-2016年的季度面板數(shù)據(jù),運用固定效應(yīng)模型和隨機效應(yīng)模型,分析資本約束對貨幣政策信貸傳導(dǎo)機制的影響,并通過引入銀行產(chǎn)權(quán)特征、經(jīng)濟增速特征、貨幣政策松緊特征,分析資本約束對信貸傳導(dǎo)機制的影響是否會因為這些特征的變動而存在異同。結(jié)果發(fā)現(xiàn),對于國有銀行,其受到資本約束越弱,貨幣政策的信貸傳導(dǎo)越差,對非國有銀行則相反。經(jīng)濟增速越快,資本約束水平對貨幣政策傳導(dǎo)影響越強。資本約束對不同松緊狀態(tài)貨幣政策影響存在差異性,資本約束越小,擴張性貨幣政策信貸傳導(dǎo)越好,而緊縮性貨幣政策信貸傳導(dǎo)不受資本約束的影響。最后本文提出如下建議:完善資本補充機制,緩解資本約束壓力;強化風(fēng)險管理,完善資本監(jiān)管機制;協(xié)調(diào)貨幣政策與監(jiān)管政策,提升貨幣政策信貸傳導(dǎo)機制的有效性。
[Abstract]:In 2004, the China Banking Regulatory Commission (CBRC) introduced the "measures for the Management of Capital adequacy ratio of Commercial Banks", which marked the period of "hard restraint" in China's capital supervision. The CBRC also introduced the measures on Capital Management of Commercial Banks (trial), which further strengthened the intensity of capital supervision. The increasingly stringent capital supervision has had a profound influence on the bank's credit behavior. Credit channel is an important channel for the transmission of monetary policy in China. The improvement of capital constraint will have a great impact on the credit transmission mechanism of monetary policy in China, which is of practical and theoretical significance to the study of this issue. This paper first introduces the background and significance of the topic, summarizes the relevant research results at home and abroad, and points out the innovative points and shortcomings of this paper. Then, the paper analyzes the influence of capital constraints on the credit behavior of commercial banks in different periods of supervision, and analyzes the ways that capital constraints affect the credit transmission mechanism of monetary policy from both theoretical and practical perspectives. On the basis of theoretical analysis, based on the quarterly panel data of 14 listed banks in China from 2006 to 2016, this paper analyzes the influence of capital constraint on the credit transmission mechanism of monetary policy by using fixed effect model and stochastic effect model. By introducing the characteristics of bank property rights, economic growth and monetary policy, this paper analyzes whether the influence of capital constraints on credit transmission mechanism will have similarities and differences due to the changes of these characteristics. The results show that the weaker the capital constraint, the worse the credit transmission of monetary policy for state-owned banks and the opposite for non-state-owned banks. The faster the economy grows, the stronger the effect of capital constraint on monetary policy transmission. The smaller the capital constraint, the better the credit transmission of the expansionary monetary policy, while the less the credit transmission of the tight monetary policy is, the less the capital constraint is, and the less the capital constraint is, the better the credit transmission of the expansionary monetary policy is. Finally, this paper puts forward the following suggestions: to perfect the capital supplement mechanism, to alleviate the pressure of capital restraint; to strengthen the risk management, to perfect the capital supervision mechanism; to coordinate the monetary policy with the regulatory policy, and to enhance the effectiveness of the credit transmission mechanism of the monetary policy.
【學(xué)位授予單位】：南京師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F822.0

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