本文選題：資本監(jiān)管 + 商業(yè)銀行��； 參考：《華南理工大學》2013年碩士論文

【摘要】：資本監(jiān)管在銀行監(jiān)管發(fā)展進程中起到越來越核心的作用，并且隨著一次又一次的金融危機的發(fā)生，銀行監(jiān)管者都會思考如何去完善資本監(jiān)管框架去增強銀行抵御風險的能力，以維護整個銀行體系的安全穩(wěn)健。在中國特有的經(jīng)濟政策環(huán)境下，中國銀行業(yè)承擔著更多的社會責任去推動整個宏觀經(jīng)濟的發(fā)展，，發(fā)放貸款增加資金投入是其最主要的手段。而隨著中國資本監(jiān)管改革的深化，中國銀行業(yè)的信貸行為會發(fā)生怎樣的變化？以資本充足率為核心的資本監(jiān)管是否對銀行的信貸行為產(chǎn)生了約束效應？如何構建有效的資本監(jiān)管體系，防止銀行風險的發(fā)生導致經(jīng)濟出現(xiàn)大的波動？是本文所要深入研究的命題。 本文運用從理論到實踐的研究路徑。首先回顧了國內外商業(yè)銀行資本監(jiān)管發(fā)展歷程，目的是進一步論證資本監(jiān)管的必要性和重要性，以及以風險為本的資本監(jiān)管框架下要求風險資產(chǎn)的全面覆蓋給銀行機構帶來的影響，特別是在資本充足率的分子分母策略下銀行機構會采取怎樣的行為？為此，本文首先分析了中國商業(yè)銀行資本充足水平的變化，并分階段分銀行類型進行比較，探究影響中國商業(yè)銀行資本管理水平的因素和存在的問題。 在以上理論和實踐分析的基礎上，本文緊跟著分析了資本監(jiān)管對商業(yè)銀行信貸的影響途徑，從信貸擴張、貸款占比、貸款結構三個方面的變化全面地研究了資本監(jiān)管與中國商業(yè)銀行信貸行為的關系。最后，本文還使用計量模型來進行資本監(jiān)管對銀行信貸約束效應的實證研究。 本文研究得出的結論是，中國現(xiàn)行嚴厲的資本監(jiān)管制度對商業(yè)銀行信貸行為有約束作用但并不顯著。中國的資本監(jiān)管制度仍在探索和發(fā)展階段，整體資本監(jiān)管框架需要進一步改進和完善，而且由于金融風險的不斷變化和發(fā)展，監(jiān)管部門對資本監(jiān)管制度框架的建立更須具有前瞻性和敏感性，這也對監(jiān)管部門提出了更高的要求。
[Abstract]:Capital supervision plays a more and more important role in the development of bank supervision, and with the occurrence of financial crisis time after time, bank regulators will consider how to improve the framework of capital supervision to enhance the ability of banks to resist risks. To maintain the safety and soundness of the entire banking system. Under the special economic policy environment of China, the Chinese banking industry bears more social responsibility to promote the development of the whole macro-economy, and the most important means is to extend loans and increase the capital investment. With the deepening of China's capital supervision reform, how will the credit behavior of the Chinese banking industry change? Does the capital supervision with the capital adequacy ratio at the core have a binding effect on the bank's credit behavior? How to build an effective capital supervision system to prevent the occurrence of bank risks leading to large fluctuations in the economy? It is a proposition to be studied in depth in this paper. This article uses the research path from theory to practice. First of all, it reviews the development course of capital supervision of commercial banks at home and abroad, in order to further demonstrate the necessity and importance of capital supervision. And the impact on banking institutions caused by the requirement of comprehensive coverage of risky assets under the framework of risk-based capital supervision, especially under the molecular denominator strategy of capital adequacy ratio. Therefore, this paper first analyzes the changes of the capital adequacy level of Chinese commercial banks, and compares the types of banks in stages to explore the factors that affect the capital management level of Chinese commercial banks and the existing problems. Based on the above theoretical and practical analysis, this paper analyzes the impact of capital supervision on commercial bank credit, from the credit expansion, loan ratio, The relationship between capital supervision and credit behavior of Chinese commercial banks is studied in three aspects. Finally, we use the econometric model to study the effect of capital supervision on bank credit constraint. The conclusion of this study is that the current strict capital supervision system in China has a binding effect on the credit behavior of commercial banks, but it is not significant. China's capital supervision system is still in the exploration and development stage. The overall capital regulatory framework needs to be further improved and improved, and because of the constant changes and development of financial risks, Regulators should be more forward-looking and sensitive to the establishment of capital regulatory framework, which also puts forward higher requirements for regulators.
【學位授予單位】：華南理工大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.4;F832.2

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