【作者】 周可；

【导师】 吴超林；

【作者基本信息】 华南师范大学 ， 政治经济学， 2003， 硕士

【摘要】 国际金融史上银行经营失败的教训揭示了一个不容忽视的问题——银行不良资产问题。长期以来，这一问题一直困挠国际银行业，成为导致银行经营失败的主要原因。当前，我国银行不良贷款问题非常严峻，经过几年努力，不良贷款比例虽有所下降，但至2002年底仍高达25.4％，大大高于国际警戒线的水平。 银行资产负债结构分析表明由中国经济发展水平和改革路径决定，我国金融制度的改革和发展是“搞活国企和维持增长”导向性的，即表现为政府的金融控制。这种金融控制主要从金融资源动员和金融资源配置两个方面展开。所以国家在大多数年份保持了正的实际利率吸引居民储蓄，同时在金融资源配置过程中，对国有企业和非国有企业实行差别的信贷政策。国家、国有银行和国有企业间三重隐合约关系的存在是导致国有商业银行不良资产数额巨大，银行抵御风险能力低下的深层原因。 银行信贷市场的特殊行为是贷款勉强市场和以贷款需求无弹性为特征的需求陷阱市场两个分割市场的共存。对委托代理理论的进一步研究表明，用代理人监督代理人的激励机制在现实生活中运用十分普遍。为了促进民营经济的发展，解决我国信贷市场的二元分割问题，可以考虑由政府设立半公益性的银行，对组成团体的中小民营企业在符合条件的情况下提供贷款。 各国根据自己的国情，对银行不良资产的处理采用了不同的措施。我国于1999年始设立四大金融资产管理公司分别负责剥离四大国有独资商业银行1995年底以前形成的逾期、呆滞、呆帐贷款。采取的债转股为主的债务重组是化解银行金融风险，帮助国有企业脱困的重大举措。其中的难点是在资源有限的情况下，每个集团都想通过自己的某种活动谋取自身利益的最大化。通过博弈模型，表明政府的政策“刚性”、金融资产管理公司实质性的股东权利是实现预期结果的关键。 对国有商业银行体系剩余不良债权的化解，主要是借鉴国际经验，实行国际资产证券化。 解决我国银行不良贷款问题，就要解除政府、国有企业和银行之间三重隐合约关系，进行国有企业和国有商业银行的产权改革，营造优良的外部经营环境、构建完善的内部经营机制，解决银行不良贷款存量的同时，加强风险管理，杜绝不良贷款新增流量的发生。更多还原

【Abstract】 The lesson in the history of international finance shows us a serious problem thatcan’t be ignored-the bank’s non-performing loan, for a long period, this problemis always a hard kont in the line of international bank, and becomes the main reason that lead the bank business to failure.Currently, the issue of non-performing loan existing in the Chinese bank is very serious, through several years’ effort, the proportion of non-performing loan become lower than before, but by the year of later 2002,the proportion still up to 25.4%,geatly higher than the international guard point.The innovation and development of Chinese finance system represent financial control by government.this kind of financial control is mainly outspread from two aspects, one is financial resource mobilisation, the other is financial resource deployment.therefore, the state can preserve plus practicality interest rate to attract citizen’s deposit, and in the process of financial deployment can perform different credit policy between state-owned and non-sate-owned enterprise.the concealed agreement relationship existing in the state, the state-owned bank and the state-owned enterprise is the main deeply reason that bring on the huge amount of badness assets and the bank’s low risk resistance ability.The special action in the bank credit market is the coexist of the two division markets in the requirement trap market, through the further study of trust agent thoery, we know that the prompting system that the deputy is superintended by another one exists abundantly in our daily life, in order to advance the development of private economic and settle the problem of duality division in Chinese credit market, Chinese government should consider setting up quasi-commonweal bank, and offer a loan to the small private enterprise answering for the requirement conditions.According to the respective backgrounds, the countries all over the world adopt different arrangement to deal with the bank’s badness assets, in 1999,Chinese government began to set up four financial assets management companies take charge aspectly to peel off the overdue, slacken and bad debt loan formed by the four state-owned commercial banks before the late 1995.the debt recombine is an important way resolving bank financial risk and helping state-owned company get out from the difficulties. Every group wants to pursue the interest maximization through some action.Resolving to the bad creditor’s rights leaved by the system of state-owned commercial bank, the main idea is use for the reference of other countries, and makeassets securitization put into practice.To tackle the badness loan existing in Chinese bank, we must unchain the concealed agreement relationship between the government, state-owned company and the bank, and make innovation to the property right system of state-owned company and state-owned bank, then we can strengthen the risk management and put an end to the badness loan when building up an excellent exterior business circumstance and constructing a perfect interior business system.更多还原