【作者】 张威；

【导师】 王爱俭；

【作者基本信息】 天津财经大学 ， 金融学， 2008， 博士

【摘要】 随着金融国际化、全球化趋势的发展和科技的突飞猛进,金融市场快速发展,金融创新日新月异,金融竞争日益激烈,金融风险明显加大,金融危机此起彼伏。在我国,银行业的资产约占全部金融资产的90%以上,经济增长在很大程度上依赖于银行的稳健运行,也在很大程度上影响着银行体系的安全性。由于受经济转轨过程的影响,加之我国银行业风险管理和内部控制薄弱,以及银行监管的滞后,我国银行体系已经积聚了很大的风险。加入世界贸易组织后,我国的银行监管遇到前所未有的挑战,国际实施有效银行监管核心原则、新资本协议和金融稳定评估的压力不断加大,对我国银行监管工作提出了更高的要求。在经济、金融自由化、一体化、全球化的背景下,深入研究我国商业银行监管体系构建,具有重要的理论与现实意义。本文基于金融监管的基本理论,运用copula分析方法,从监管主体、监管客体、监管内容、监管环境以及银行监管的风险预警系统等方面分析了银行监管问题的诸方面内容。本文对银行监管的几个基本方面进行了概述,涉及到银行监管的界定与主要作用、监管的目标与原则以及监管的内容与方法;分析了银行监管的现状,从时间维度与研究方向两个方面对我国银行监管的现状进行了分析,并总结了我国银行监管取得的成绩与存在的问题;介绍了银行监管的国际经验,比较了美、英、德、日等主要西方国家在银行监管上的异同之处;基于copula方法对我国银行监管稳定与效率的相依关系进行了实证分析,证明稳定与效率之间存在非线性相依关系。最后本文提出了对我国银行监管的切实有效的政策建议。更多还原

【Abstract】 With the globalization of finance and the development of high technology, the financial markets develop rapidly and the financial innovation changes fast, the financial competition is becoming increasingly fierce, which significantly increases the financial risks, this causes the financial crisis happen one after another.In China, the banking assets accounted for about 90 percent of all financial assets, economic growth relies heavily on bank’s stable operation, it also largely affect the safety of the banking system. Due to the impact of the economic transition process, coupled with the weaknesses of China’s banking industry risk management and internal control, China’s banking system has been accumulated a great deal of risk. After the accession to the World Trade Organization, China’s banking supervision encountered unprecedented challenges; the international implementation of the core principles of effective banking supervision, the new Capital Accord gave pressure to China’s banking supervision.Under the condition of the liberalization, integration and globalization of economic and finance, it has great theoretical and practical significance to study the construct of China’s Commercial Banking System. This paper is based on the theory of regulation, it analysis the problem of banking supervision from various aspects with copula method: the main supervision, the object supervision, the context of supervision, the environment of supervision, and an early warning system of banking supervision. This paper first summarizes some basics of banking supervision, including the concepts and the importance, the goals and principles; the content and method. It analyses the status of banking supervision from the time dimension and the research angles dimension of the current situation of China’s banking supervision and summarizes the achievements and the problems; It analysis the international experience, compared the similarities and the differences of the United States, Britain, Germany, Japan and other major Western countries in the banking supervision. It analysts the dependence of stability and efficiency of the bank of China based on the copula approach. In the end, this paper puts forward policy proposals on China’s banking supervision in accordance with the actual situation of China and corresponding international experiment.更多还原