本文選題：商業(yè)銀行　切入點：信貸順周期　出處：《新疆財經(jīng)大學(xué)》2013年碩士論文

【摘要】：金融體系具有明顯的內(nèi)在順周期特征。銀行作為特殊的金融企業(yè)，也不例外。它的逐利性往往導(dǎo)致商業(yè)銀行隨著經(jīng)濟(jì)周期的波動而發(fā)生變化，通常表現(xiàn)為經(jīng)濟(jì)繁榮期擴(kuò)張其信貸規(guī)模，而經(jīng)濟(jì)衰退期，緊縮其信貸規(guī)模。這種典型的順周期信貸行為，使商業(yè)銀行既減少了其盈利收入，積聚了大量潛在風(fēng)險，也削弱了宏觀經(jīng)濟(jì)政策，加劇了經(jīng)濟(jì)波動。由于此次全球金融危機，給國際銀行業(yè)帶來重大影響，甚至一些大型的商業(yè)銀行面臨破產(chǎn)危機，商業(yè)銀行的穩(wěn)健經(jīng)營和信貸順周期問題也成為了世界關(guān)注的熱點。在“十二五”規(guī)劃中，我國也正式提出了“逆周期宏觀審慎制度框架”。因此，對我國商業(yè)銀行信貸順周期問題，為提高我國商業(yè)銀行應(yīng)對宏觀經(jīng)濟(jì)波動所帶來的系統(tǒng)性風(fēng)險的能力，實現(xiàn)商業(yè)銀行跨周期、可持續(xù)穩(wěn)健經(jīng)營，具有重要的理論和現(xiàn)實意義。 本文在經(jīng)濟(jì)周期理論和信貸理論的基礎(chǔ)上，首先根據(jù)我國宏觀經(jīng)濟(jì)數(shù)據(jù)（GDP）和商業(yè)銀行貸款余額（Loan）的變化規(guī)律，從三個方面總結(jié)了我國商業(yè)銀行信貸順周期的主要特征，并詳細(xì)闡述了我國商業(yè)銀行信貸順周期的影響因素。然后運用VECM模型，對我國1997-2012年6月的宏觀經(jīng)濟(jì)數(shù)據(jù)（GDP）、商業(yè)銀行貸款余額（Loan）和商業(yè)銀行不良貸款率（NPL）進(jìn)行實證分析，，驗證我國商業(yè)銀行信貸的確存在明顯的順周期現(xiàn)象。由于外國商業(yè)銀行發(fā)展相對比較成熟，管理體制相對完善，所以本文闡述了國際銀行業(yè)緩釋信貸順周期的經(jīng)驗及對我國的啟示，為弱化我國信貸順周期問題奠定了理論基礎(chǔ)和實踐經(jīng)驗。最后，根據(jù)我國商業(yè)銀行信貸順周期特征和影響因素，從完善國家宏觀經(jīng)濟(jì)政策、加強逆周期監(jiān)管和完善商業(yè)銀行自身的信貸行為三個方面提出了弱化我國商業(yè)銀行信貸順周期的對策建議。
[Abstract]:As a special financial enterprise, banks are no exception. Their profit-driven nature often leads to the changes of commercial banks with the fluctuation of the economic cycle. The typical pro-cyclical credit behavior makes commercial banks reduce their profit income and accumulate a lot of potential risks. It has also weakened macroeconomic policies and exacerbated economic volatility. As a result of the global financial crisis, it has had a significant impact on the international banking sector, and even some large commercial banks are facing bankruptcy crises. The steady operation of commercial banks and credit procyclical problems have also become the focus of attention in the world. In the 12th Five-Year Plan, China formally put forward the "counter-cyclical macro-prudential institutional framework". In order to improve the ability of Chinese commercial banks to deal with the systemic risks brought about by macroeconomic fluctuations and to realize the sustainable and steady operation of commercial banks, it is of great theoretical and practical significance to solve the problem of credit pro-cycle in China's commercial banks. On the basis of economic cycle theory and credit theory, this paper firstly summarizes the main characteristics of credit pro-cycle of commercial banks in China from three aspects according to the changes of macro-economic data (GDPs) and loan balance of commercial banks (Loan). Then, using VECM model, the author makes an empirical analysis on the macro-economic data of our country from 1997 to 2012, including loan balance (loan balance) and non-performing loan ratio (NPL) of commercial banks. It is proved that the credit of commercial banks in our country does have an obvious pro-cyclical phenomenon. As the development of foreign commercial banks is relatively mature and the management system is relatively perfect, Therefore, this paper expounds the experience of slow release credit procycling in international banking and its enlightenment to China, which lays a theoretical foundation and practical experience for weakening the problem of credit procycling in China. According to the pro-cyclical characteristics and influencing factors of commercial bank credit in China, from perfecting the national macroeconomic policy, This paper puts forward some countermeasures and suggestions on weakening the credit pro-cycle of commercial banks in China from three aspects: strengthening countercyclical supervision and perfecting the credit behavior of commercial banks themselves.
【學(xué)位授予單位】：新疆財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.4

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本文編號：1695244