【作者】 王伟；

【导师】 高德想；

【作者基本信息】 浙江理工大学 ， 应用经济学， 2016， 硕士

【摘要】 银行体系脆弱性问题向来受到经济学家的青睐。随着国际经济形势普遍低迷,世界各国出现不同程度的降息降准,我国经济步入新常态化发展,各项改革已进入深水区,在这样的新形势下重新认识银行体系脆弱性并探究其影响因素将显得十分有必要。新常态下,金融领域尤其是银行业改革与创新不断深化,业务模式、组织架构等纵深推进,试图通过改革达到为银行业发展注入新活力的目的。然而在机遇面前,我们必须警惕潜在风险,加之国际经济环境日益复杂,中国银行体系的脆弱性问题及其传导机制再次成为学术界、业界和政府关注的热点问题。2015年以来,央行五次降息降准,信贷加速扩张,在此环境下,从信贷扩张角度分析其对银行体系脆弱性的影响,并进行风险监控,采取必要的防范措施,是银行体系健康发展的必要条件之一。但是,多数学者从微观视角评价银行的经营问题,大多数学者从宏观经济形势、市场竞争等方面考察,还有部分学者从金融监管、社会制度、法律等其他方面对我国银行体系脆弱性问题进行研究,作为银行脆弱性的影响因素之一,信贷扩张在此过程中的作用则受到较少关注,信贷扩张及其它金融结构因素对银行体系脆弱性作用的研究有待更深层的补充。基于以上背景,本文将信贷扩张对我国银行体系脆弱性的影响作为研究课题。主要包括6个部分,第一部分为绪论,介绍研究的背景、目的、意义、方法和技术路线图。第二部分为文献综述,从理论和实证两个方面对国内外的现有成果进行归纳总结。第三部分为基础理论,首先对相关概念进行界定,其次分析了银行体系脆弱性的产生机制。第四部分为我国银行体系脆弱性表现及信贷扩张对其的影响,结合基础理论,从影响渠道、产生机理等方面进行了分析。第五部分为实证分析,在已有理论研究的基础上,利用现有面板数据进行回归,进一步证实了在信贷扩张期间,我国银行体系脆弱性的影响因素及传导机制。第六部分为结论与建议,第一,处理好市场和政府在资本配置中的关系,避免出现持续期较长的信贷扩张;第二,加强金融体系结构调整,加大股票融资、债券融资等直接融资方式的发展力度,同时,积极引领民营银行的发展,继续鼓励外资银行的本土化经营,提高银行体系整体效率,增强银行信贷管理的能力。更多还原

【Abstract】 Under the special background of New Normal economy, banking reform and development becomes more and more ardent. The reform of business mode, organizational chart in finance especially in banking has partially deepened and developed. The deepened reform is injecting a flow of fresh vitality into banking. Analyses on the Chinese banking vulnerability have been widely discussed in the process. Vulnerability of Commercial Banking System and its main influence factors have become academics and the general public of issues of common concern at all levels of government departments.China’s central bank has cut interest rates and reduced the reserves that certain banks must hold for several times, credit is accelerating expansion. In such circumstances, research on how credit expansion affects the vulnerability of commercial banks, and Risk-monitoring, policy formulation is attached great importance to banking healthy development. However, research was concentrated on commercial bank’s decision, Chinese Economy Development Situation and government regulation. And the research of how credit expansion affects the vulnerability of commercial banks is still waiting for further consummating.The research starts based on the above background. The thesis is divided into 6 parts. Its structure and main content are summarized as follows: Chapter 1 is the introduction part, mainly expound that the subject research’s backdrop, research’s methods, mainly elaborates the topic develops under what kind of environment; Chapter 2 is the domestic and foreign literature review, mainly summarizes theoretical research and empirical research on existing results, and the standard and choice of current domestic and foreign scholars about macroeconomic indicators, financial variables, other variables on the banking system vulnerability; in Chapter 3, the dissertation reviews and sum up the major viewpoints of the literatures concerning the fragility of banking and the mechanism of banking system vulnerability is analyzed; Chapter 4 introduce the vulnerability of China’s banking system and the impact of credit expansion, firstly introduces the current situation of China’s banking system vulnerability, and then analyzes the impact of credit expansion on the vulnerability of China’s banking system from the aspects of influencing channels and mechanisms; Chapter 5 is empirical analysis of credit expansion and vulnerability of commercial banks. Finally, the conclusion and suggestions are bringing forward to the Vulnerability of Commercial Banking System.更多还原