【作者】 张亚玲；

【导师】 马雪彬；

【作者基本信息】 兰州大学 ， 金融学， 2015， 硕士

【摘要】 近年来,随着金融改革步伐的日益加快,商业银行以存贷利差为主要获利手段的传统业务的盈利空间进一步压缩,并且随着巴塞尔协议三在我国的逐步实施,监管趋紧也将给商业银行的盈利能力带来巨大挑战。商业银行迫切希望找到一个新的业务增长点。同业业务凭借其高回报、低资本消耗、规避监管限制等优势逐渐受到商业银行的重视,并在短短几年内取得了迅猛的发展。随着同业业务规模的急剧扩张,给商业银行带来的潜在风险也在逐渐增大,即商业银行的风险承担在变大。探究同业业务对商业银行风险承担影响的作用机理及大小,对规范商业银行同业业务的发展有着重要的现实意义。本文的研究共分为五部分。第一部分为本文研究背景与意义、研究方法与思路,并梳理归纳了国内外学者对同业业务以及风险承担相关问题的研究成果。第二部分基于合作竞争理论、委托代理理论以及利益相关者理论,剖析了同业业务对商业银行风险承担的影响机理。第三部分概述了同业业务发展的历程及现状,并探究了其给商业银行可能带来的潜在风险。第四部分以同业资产占有率与同业负债占有率为解释变量,以代表商业银行风险承担的Z-score指标为被解释变量,实证检验同业业务对风险承担的影响。结果表明：同业资产占有率与风险承担呈正相关关系,即同业资产占比越高,商业银行风险承担越高；同业负债占有率与风险承担呈负相关关系,说明同业负债占比越高,商业银行风险承担越小。第五部分基于实证结论及前述相关理论分析,从宏观与微观两方面提出了促进同业业务健康发展的对策建议。更多还原

【Abstract】 In recent years, with the pace of financial reform accelerating, profit of the traditional business of commercial banks that derive from deposit and lending business, is compressed. Well with the Basel protocol of three carried out in China step by step, tighter regulation will also bring great challenges to the profitability of commercial banks. Commercial banks are eager to find a new growth point.Because of high return, low capital consumption, avoiding regulatory restrictions and other advantages, commercial banks pay more attention of interbank business. Interbank business achieved rapid development in recent years. With the rapid expansion of business scale, the potential risk brought to commercial banks is also gradually increasing, namely the commercial banks risk taking level is being smaller. Studying on mechanism and effect degree of interbank business for commercial bank risk taking, has important practical significance to regulate commercial interbank business development.This paper is divided into five parts. The first part is the background and significance of this research, research methods and ideas, then sums up the research results of domestic and foreign scholars on issues related to interbank business and risk taking. The second part analyses the mechanism of commercial banks interbank business for risk taking, basing on the cooperation and competition theory, principal-agent theory and stakeholder theory. The third part summarizes the history and current situation of the development of interbank business, and explores the potential risk to the commercial banks, which is brought by interbank business. In the fourth part, with interbank assets occupancy rate and inter-bank liabilities share as explanatory variables, Z-score as dependent variables which is assumed to represent commercial banks risk indicators, the empirical test on the interbank business risk taking is implemented. The results show that:the interbank assets share is positively correlated with the risk taking. That is to say, the higher the proportion of interbank assets, commercial bank risk taking is higher; the interbank debt share is negatively correlated with the risk taking. That is to say, the higher the proportion of interbank debt, commercial bank risk taking is smaller. The fifth part put forward countermeasures and suggestions to promote the healthy development of interbank business from the macro and micro two aspects, basing on the related theory and the empirical conclusion.更多还原