我国银行业系统性风险及其监管研究

发布时间：2018-01-28 12:30

本文关键词： 风险监管系统性风险银行业系统性风险　出处：《天津财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：2008年全球金融危机爆发后,一些国家金融机构遭受重创,并逐步意识到系统性风险对于宏观经济是否稳定的重要性。在金融危机中虽然我国银行业表现出充分稳健性,没有发生较大系统性危机,但或多或少也显示出风险信号。危机后我国信贷的急剧扩张,特别是中长期贷款增加和信贷过度集中使银行面对较高信用风险,信用风险爆发可能转化为系统性银行危机。同时随着全球金融一体化和我国金融市场对外开放度不断加深,国外经济和金融变化都会对我国银行业造成影响。我们需要制定稳健的政策,增强金融危机处理的能力,这样才能减轻银行系统性风险带来的影响,才有可能保持中国经济持续健康发展。因此,通过研究国际银行监管动态,结合相关经验,对我国银行业系统性风险做出评估及提出相关监管对策,对于我国防范银行业系统性风险发生和保持银行业稳定发展具有十分重要的理论意义和现实意义。本文大体上分为三个部分进行研究,首先对银行业系统性风险及其监管相关理论进行分析和研究。其次结合国外银行业在系统性风险监管改革方面措施和经验,对我国目前银行业系统性风险现状进行分析。运用测度系统性风险的模型KMV模型,对我国上市银行从总体进行分析,得出我国虽然目前爆发银行业系统性风险可能性很小,但是各种综合风险因素在增加,不排除以后发生银行业系统性风险可能性的结论。最后探讨了银行业系统性风险监管与防范,对银行业监管政策进行分析,主要是从宏观审慎监管、微观审慎监管,以及财政政策与货币政策三个方面进行研究。
[Abstract]:In 2008, after the global financial crisis broke out, financial institutions in some countries were badly hit. And gradually realize the importance of systemic risk for macroeconomic stability. In the financial crisis, although the banking industry has shown sufficient robustness, there is no larger systemic crisis. But more or less it also shows the risk signal. After the crisis, the rapid expansion of credit in China, especially the increase of medium and long term loans and the excessive concentration of credit, make banks face higher credit risk. The outbreak of credit risk may turn into a systemic banking crisis. At the same time, with the global financial integration and China's financial market opening to the outside world, the degree of deepening. Foreign economic and financial changes will have an impact on China's banking sector. We need to formulate sound policies to strengthen the ability to deal with financial crises, so as to mitigate the impact of bank systemic risk. Therefore, through the study of the international banking regulatory dynamics, combined with relevant experience, to make an assessment of China's banking systemic risk and put forward relevant regulatory countermeasures. It is of great theoretical and practical significance to prevent the occurrence of systemic risk and to maintain the stable development of banking industry in China. This paper is divided into three parts. First of all, it analyzes and studies the theory of banking systemic risk and its supervision, and then combines the measures and experiences of foreign banks in the reform of systemic risk supervision. This paper analyzes the present situation of banking systemic risk in China, and uses the KMV model to measure the systemic risk to analyze the overall situation of listed banks in China. It is concluded that although the possibility of systemic risk in banking is very small at present, all kinds of comprehensive risk factors are increasing. Finally, it discusses the supervision and prevention of banking systemic risk, and analyzes the banking regulatory policy, mainly from the macro prudential supervision. Micro-prudential supervision, as well as fiscal policy and monetary policy three aspects of research.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.1

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