【摘要】：銀行業(yè)的安全及穩(wěn)定關(guān)乎著一個(gè)國(guó)家的經(jīng)濟(jì)命脈,目前巴塞爾協(xié)議作為資本監(jiān)管的指南已經(jīng)得到了全球銀行業(yè)的基本認(rèn)同。我國(guó)對(duì)商業(yè)銀行的資本監(jiān)管起步雖晚,但卻也是始終密切關(guān)注了巴塞爾委員會(huì)各方面的動(dòng)態(tài),并且在積極遵循巴塞爾委員會(huì)所提出的監(jiān)管理念,以逐步完善我國(guó)對(duì)于商業(yè)銀行的資本監(jiān)管框架。然而,大多實(shí)例證明,資本監(jiān)管在迫使商業(yè)銀行重視風(fēng)險(xiǎn)控制以保證經(jīng)濟(jì)穩(wěn)定的同時(shí),會(huì)使得商業(yè)銀行為達(dá)標(biāo)而不得不收縮貸款,從而導(dǎo)致了一些國(guó)家的經(jīng)濟(jì)衰退。在宏觀經(jīng)濟(jì)中,不同期限的貸款對(duì)于經(jīng)濟(jì)的影響有所不同,短期貸款對(duì)經(jīng)濟(jì)增長(zhǎng)有短期的促進(jìn)作用,但卻容易形成通貨膨脹,中長(zhǎng)期貸款對(duì)經(jīng)濟(jì)增長(zhǎng)有長(zhǎng)期的促進(jìn)作用,同時(shí)對(duì)通貨膨脹有一定的抑制作用。鑒于不同期限貸款對(duì)于經(jīng)濟(jì)的影響不同,在資本充足率監(jiān)管壓力不斷加大的情況下,研究資本充足率監(jiān)管在影響商業(yè)銀行貸款過程中,對(duì)不同期限貸款的影響程度具有重要意義。本文在以往文獻(xiàn)研究的基礎(chǔ)上,以對(duì)商業(yè)銀行的金融監(jiān)管為視角,采用理論分析和實(shí)證檢驗(yàn)相結(jié)合的方法,主要研究資本監(jiān)管對(duì)貸款期限結(jié)構(gòu)的影響。在理論分析方面,分別從信息不對(duì)稱理論和一個(gè)理論分析框架兩個(gè)方面出發(fā),考察資本充足監(jiān)管影響銀行貸款行為的內(nèi)在機(jī)理,理論分析認(rèn)為,銀行為達(dá)到資本監(jiān)管要求而進(jìn)行貸款配置選擇時(shí)應(yīng)降低中長(zhǎng)期貸款的比例。對(duì)于放寬的理論分析假設(shè)前提的結(jié)果需要進(jìn)一步實(shí)證分析。為了檢驗(yàn)理論分析結(jié)果,本文以2001-2012年期間中國(guó)13家商業(yè)銀行為研究樣本,建立面板數(shù)據(jù)的線性回歸模型,并運(yùn)用Eviews6.0實(shí)證檢驗(yàn)資本充足率監(jiān)管對(duì)銀行信貸期限結(jié)構(gòu)的影響。主要包括：(1)分別研究資本監(jiān)管對(duì)貸款、中長(zhǎng)期貸款和中長(zhǎng)期貸款占比的影響程度。(2)三個(gè)研究角度又分別引入四組資本監(jiān)管的代理變量,對(duì)資本監(jiān)管進(jìn)行較全面的模擬。實(shí)證結(jié)果表明,商業(yè)銀行為了提高當(dāng)期資本充足率水平,會(huì)減少貸款總額,但中長(zhǎng)期貸款的下降幅度要低于總貸款減少的幅度,即貸款的大幅下降更多依靠短期貸款的減少。最后,在前文分析基礎(chǔ)上分別對(duì)商業(yè)銀行和政府兩個(gè)經(jīng)濟(jì)主體提出具有針對(duì)性和切實(shí)可行的政策建議,如優(yōu)化商業(yè)銀行信貸期限結(jié)構(gòu)、轉(zhuǎn)變商業(yè)銀行業(yè)務(wù)盈利模式、提高商業(yè)銀行風(fēng)險(xiǎn)管理能力、提高監(jiān)管效率、建立融資平臺(tái)和大力發(fā)展商業(yè)銀行有效資本金補(bǔ)充渠道等。
[Abstract]:The safety and stability of the banking industry is vital to a country's economic life. At present, the Basel Accord, as a guide to capital regulation, has been accepted by the global banking industry. Although the capital supervision of commercial banks in our country started late, it has been paying close attention to all aspects of the Basel Committee, and it is actively following the supervision idea put forward by the Basel Committee. In order to gradually improve the capital regulatory framework for commercial banks. However, most examples prove that capital supervision forces commercial banks to attach importance to risk control to ensure economic stability, and at the same time makes commercial banks have to contract loans in order to meet the standards, thus leading to economic recession in some countries. In the macro economy, the impact of loans of different maturities on the economy is different. Short-term loans have a short-term effect on economic growth, but they are easy to form inflation, and medium- and long-term loans can promote economic growth in the long run. At the same time, inflation has a certain inhibitory effect. In view of the different effects of different maturity loans on the economy, under the increasing pressure of capital adequacy ratio supervision, the study of capital adequacy ratio regulation in the process of affecting commercial banks loans, It is of great significance to the degree of influence of different term loans. Based on the previous literature, this paper mainly studies the influence of capital supervision on the term structure of loans from the perspective of financial supervision of commercial banks and the combination of theoretical analysis and empirical testing. In terms of theoretical analysis, from two aspects of information asymmetry theory and a theoretical analysis framework, the internal mechanism of capital adequacy supervision affecting bank loan behavior is investigated. In order to meet the requirements of capital supervision, banks should reduce the proportion of medium and long-term loans when they make loan allocation choices. Further empirical analysis is needed for the results of the premise of the relaxed theoretical analysis. In order to test the results of theoretical analysis, a linear regression model of panel data is established with 13 commercial banks in China from 2001 to 2012. Eviews6.0 is used to test the effect of capital adequacy ratio supervision on the term structure of bank credit. The main contents are as follows: (1) the influence of capital supervision on loan, medium and long term loans and the proportion of medium and long term loans are studied respectively. (2) four groups of agency variables of capital supervision are introduced from three angles. A more comprehensive simulation of capital supervision. The empirical results show that, in order to improve the current capital adequacy ratio, commercial banks will reduce the total amount of loans, but the decline of medium and long term loans is lower than that of total loans, that is, the sharp decline of loans depends more on the reduction of short-term loans. Finally, on the basis of the above analysis, the author puts forward some specific and feasible policy suggestions to the commercial banks and the government respectively, such as optimizing the credit term structure of commercial banks and changing the profit model of commercial banks. To improve the risk management ability of commercial banks, to improve the efficiency of supervision, to establish financing platform and to develop the effective supplementary channels of capital of commercial banks and so on.
【學(xué)位授予單位】：南京財(cái)經(jīng)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

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