本文關(guān)鍵詞：商業(yè)銀行信貸活動(dòng)的順周期性及其監(jiān)管建議　出處：《首都經(jīng)濟(jì)貿(mào)易大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 商業(yè)銀行 信貸活動(dòng) 順周期性 信用風(fēng)險(xiǎn) 流動(dòng)性風(fēng)險(xiǎn) 動(dòng)態(tài)資本充足率 動(dòng)態(tài)損失準(zhǔn)備 系統(tǒng)性風(fēng)險(xiǎn) 宏觀審慎監(jiān)管

【摘要】：研究表明，商業(yè)銀行的信貸活動(dòng)具有明顯的順周期波動(dòng)特征，而這種順周期性可能導(dǎo)致信貸周期、資本周期以及風(fēng)險(xiǎn)周期都與經(jīng)濟(jì)周期表現(xiàn)出明顯的相關(guān)性。我國(guó)商業(yè)銀行的信貸活動(dòng)也具有明顯的順周期性波動(dòng)特征，雖然2008年的金融風(fēng)暴早已過去，但在經(jīng)濟(jì)危機(jī)暴露出的銀行信貸系統(tǒng)的薄弱也引起了包括學(xué)術(shù)界和政府監(jiān)管部門工作者們的廣泛關(guān)注，關(guān)于商業(yè)銀行信貸活動(dòng)的順周期性的研究非常豐富，分析視角也不斷多元化。 基于這樣的背景，，本文從的經(jīng)濟(jì)學(xué)原理出發(fā)，通過銀行負(fù)債渠道以及資產(chǎn)負(fù)債表渠道兩種路徑，從理論上對(duì)我國(guó)商業(yè)銀行信貸活動(dòng)的順周期性進(jìn)行了闡述說明。并使用實(shí)證方法，通過近幾年上市銀行的財(cái)務(wù)報(bào)表分析驗(yàn)證了順周期性在我國(guó)商業(yè)銀行信貸活動(dòng)中確實(shí)存在，探討可能存在風(fēng)險(xiǎn)演變規(guī)律。針對(duì)目前我國(guó)的信用風(fēng)險(xiǎn)管理和流動(dòng)性風(fēng)險(xiǎn)管理現(xiàn)狀，提出現(xiàn)有問題，針對(duì)該問題，從商業(yè)銀行監(jiān)管部門的角度，設(shè)計(jì)了一套包括動(dòng)態(tài)資本充足率、前瞻性的動(dòng)態(tài)資本損失金率以及多元化的監(jiān)管指標(biāo)的三個(gè)方面組成的方案和方法，并初步探討其可行性，具有比較重要的現(xiàn)實(shí)意義。
[Abstract]:The research shows that the credit activity of commercial banks has the characteristic of pro-cyclical fluctuation, which may lead to the credit cycle. Both the capital cycle and the risk cycle have obvious correlation with the economic cycle. The credit activities of commercial banks in China also have the characteristic of pro-cyclical fluctuation, although the financial storm in 2008 has long passed. However, the weakness of the bank credit system exposed in the economic crisis has also aroused the widespread concern of the academic and government regulatory workers. The research on the pro-cyclical nature of commercial bank credit activities is very rich. The perspective of analysis is also constantly diversified. Based on this background, this paper from the economic principles, through the bank debt channel and balance sheet channel two ways. In this paper, the pro-cyclicality of the credit activities of commercial banks in China is explained theoretically, and the empirical method is used. Through the analysis of the financial statements of listed banks in recent years, it is proved that the pro-cyclicality does exist in the credit activities of commercial banks in China. In view of the current situation of credit risk management and liquidity risk management in China, this paper puts forward the existing problems, aiming at this problem, from the perspective of commercial bank supervision department. Designed a set of dynamic capital adequacy ratio, forward-looking dynamic capital loss rate and diversified regulatory indicators of the three aspects of the program and methods, and explore its feasibility. It has important practical significance.
【學(xué)位授予單位】：首都經(jīng)濟(jì)貿(mào)易大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.4

【引證文獻(xiàn)】

相關(guān)碩士學(xué)位論文 前1條

1 韓彬;基于資本充足監(jiān)管的商業(yè)銀行信貸行為研究[D];山西財(cái)經(jīng)大學(xué);2015年

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