【摘要】：資本監(jiān)管是銀行業(yè)實(shí)施宏觀審慎監(jiān)管的核心內(nèi)容，而銀行資本在維持穩(wěn)健經(jīng)營和承擔(dān)風(fēng)險(xiǎn)方面發(fā)揮著非常重要的作用。參照發(fā)達(dá)國家的銀行業(yè)實(shí)施資本監(jiān)管的相關(guān)經(jīng)驗(yàn)，銀行資本監(jiān)管會(huì)對商業(yè)銀行的信貸規(guī)模產(chǎn)生不同程度的影響，從而對一個(gè)國家的經(jīng)濟(jì)增長造成沖擊。理論研究表明，受到監(jiān)管壓力較大的銀行為滿足監(jiān)管要求，通常減少其信貸規(guī)模。目前，我國的金融體系以商業(yè)銀行間接融資為主。銀行信貸構(gòu)成了實(shí)體投資的主要來源，銀行信貸規(guī)模變動(dòng)帶來的負(fù)面影響可能會(huì)造成經(jīng)濟(jì)的波動(dòng)，侵害宏觀經(jīng)濟(jì)增長。隨著銀行資本監(jiān)管的不斷發(fā)展，考察新階段我國銀行資本監(jiān)管對銀行信貸規(guī)模以及經(jīng)濟(jì)增長的影響具有重要的意義。 本文從銀行資本監(jiān)管的概念入手，對國際銀行業(yè)資本監(jiān)管的改革歷程以及我國銀行資本監(jiān)管的發(fā)展?fàn)顩r進(jìn)行介紹，，并且簡述了實(shí)施銀行資本監(jiān)管后發(fā)達(dá)國家經(jīng)濟(jì)發(fā)展情況。然后從理論方面闡述了銀行資本監(jiān)管、信貸規(guī)模以及經(jīng)濟(jì)增長之間的關(guān)系與作用方式，得出商業(yè)銀行為了滿足銀行資本監(jiān)管要求通常會(huì)收縮信貸規(guī)模，這在短期內(nèi)將對經(jīng)濟(jì)增長造成負(fù)面影響。 為了更確切地分析我國銀行資本監(jiān)管對經(jīng)濟(jì)增長的影響情況，本文還對我國銀行業(yè)與整體經(jīng)濟(jì)2003年至2012年的情況進(jìn)行了實(shí)證研究。研究分為兩個(gè)層次；一是研究銀行資本監(jiān)管對信貸規(guī)模的影響。已有學(xué)者的研究主要運(yùn)用靜態(tài)方法，不能很好地體現(xiàn)這一過程中的動(dòng)態(tài)變化規(guī)律�？紤]到這一點(diǎn)，本文引入動(dòng)態(tài)面板模型，探討這一過程中的動(dòng)態(tài)變化和影響。二是利用VAR模型和脈沖響應(yīng)分析研究我國信貸規(guī)模對經(jīng)濟(jì)增長的沖擊。通過對信貸傳導(dǎo)途徑的分析，得出銀行資本監(jiān)管對經(jīng)濟(jì)增長的影響，并在這一基礎(chǔ)上提出相應(yīng)的政策建議。 本文的實(shí)證結(jié)果表明：根據(jù)我國2003年至2012年的相關(guān)數(shù)據(jù)，（1）監(jiān)管壓力增大會(huì)導(dǎo)致資本不足銀行信貸規(guī)模減少，當(dāng)期監(jiān)管壓力值比滯后一期監(jiān)管壓力值對當(dāng)期信貸規(guī)模的作用更大一些。（2）信貸規(guī)模對GDP的沖擊效應(yīng)是正向的，影響程度較弱。（3）銀行資本監(jiān)管壓力對經(jīng)濟(jì)增長有一定的負(fù)面影響，但這種效應(yīng)一般持續(xù)8個(gè)季度；在經(jīng)濟(jì)下行期，這種負(fù)面影響表現(xiàn)更甚。這一結(jié)論與巴塞爾委員會(huì)針對資本監(jiān)管影響世界經(jīng)濟(jì)的測算結(jié)論相似。 針對全文的論述，本文提出三點(diǎn)建議：（1）構(gòu)建激勵(lì)相容的銀行資本監(jiān)管框架，提高監(jiān)管效率。（2）合理選擇銀行資本監(jiān)管路徑和時(shí)機(jī)，促進(jìn)經(jīng)濟(jì)穩(wěn)步增長。（3）積極開拓融資渠道，大力推進(jìn)多層次資本市場建設(shè)。
[Abstract]:Capital supervision is the core content of macro-prudential supervision in banking, and bank capital plays a very important role in maintaining stable operation and taking risks. Referring to the relevant experience of capital supervision in developed countries, bank capital supervision will have a different impact on the credit scale of commercial banks, which will impact on the economic growth of a country. Theoretical studies show that banks under heavy regulatory pressure usually reduce the size of their credit in order to meet regulatory requirements. At present, the financial system of our country mainly focuses on indirect financing of commercial banks. Bank credit is the main source of real investment, and the negative impact brought by the change of bank credit scale may cause economic fluctuation and damage macroeconomic growth. With the continuous development of bank capital supervision, it is of great significance to investigate the impact of banking capital supervision on the scale of bank credit and economic growth in China at the new stage. Starting with the concept of bank capital supervision, this paper introduces the reform course of international banking capital supervision and the development of banking capital supervision in China, and briefly describes the economic development of developed countries after the implementation of bank capital supervision. Then from the theoretical aspect, the paper expounds the relationship and function between bank capital supervision, credit scale and economic growth, and draws a conclusion that commercial banks usually shrink credit scale in order to meet the requirements of bank capital supervision. This will have a negative impact on economic growth in the short term. In order to more accurately analyze the impact of banking capital supervision on economic growth, this paper also makes an empirical study of the banking industry and the overall economy from 2003 to 2012. The research is divided into two levels: one is to study the impact of bank capital supervision on the scale of credit. The existing researches mainly use static method, which can not well reflect the law of dynamic change in this process. Considering this point, the dynamic panel model is introduced to study the dynamic change and influence in this process. Second, using VAR model and impulse response analysis to study the impact of China's credit scale on economic growth. Based on the analysis of the way of credit transmission, the influence of bank capital supervision on economic growth is obtained, and the corresponding policy suggestions are put forward. The empirical results of this paper show that: (1) the increase of regulatory pressure will lead to the reduction of credit scale of undercapitalized banks, according to the relevant data from 2003 to 2012. (2) the impact effect of credit scale on GDP is positive, and the influence degree is weak. (3) the bank capital supervision pressure has a certain negative effect on economic growth. But the effect typically lasts for eight quarters; during the downturn, the negative effects are even worse. This conclusion is similar to the Basel Committee's conclusion on the impact of capital regulation on the world economy. In view of the full text, this paper puts forward three suggestions: (1) to construct an incentive compatible framework of bank capital supervision, and to improve the efficiency of supervision; (2) to rationally choose the path and timing of bank capital supervision and promote steady economic growth; (3) to actively open up financing channels. We will vigorously promote the construction of a multi-level capital market.
【學(xué)位授予單位】：湖南大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.2;F124.1

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