中國(guó)銀行業(yè)脆弱性、測(cè)度及其效率改進(jìn).pdf

1、河海大學(xué)博士學(xué)位論文中國(guó)銀行業(yè)脆弱性、測(cè)度及其效率改進(jìn)姓名：宋敏申請(qǐng)學(xué)位級(jí)別：博士專(zhuān)業(yè)：技術(shù)經(jīng)濟(jì)及管理指導(dǎo)教師：許長(zhǎng)新20060101博士論文中國(guó)銀行業(yè)脆弱性、測(cè)度及其效率改進(jìn)AbstractFinancialfiagilit)，isanobViousfeatureofthebam(ingTheoperationofthebanksissupportedbythehighlyIeVereddebtfinancingandthishigh

2、debtrateisthefUndamentalreasonofthebankfragilityInaword，fiagilityisthenatureofthebankinganditisconfirmedinthebankingcrisisofVariousdeVelopingcountriesThisdissertation6rstreViewstheliteratureonbankingfagil“yfrommacro，medi

3、umandmicroVisualanglesTheanalysisshowsthatthenatureofthebankingdeterminesitsinternalfragility，theubiquityoftheinfomationasymmetryandtheuncertaintyexacerbatethecontinuouslyaccumulationofthefragilityDuringtheprocessofthein

4、stitutionalchanges，nnancialliberalization，oVe卜interVentionofthegoVernmentandthespeci：EiceconomicinstitutionalbackgroundofthetransitionphasemayallincreasethefagilityofthebankingThedissertationstudiestheevolutionmechanismf

5、rombankingfragilitytofinancialcrisesandmeasuresthedirectcostsandtheindirectcostsofthebankingfragilityThisdissertationanalyzesthespecincformingmechanismoftheChinesebankingfagilityftommacro，mediumandmicroIeVelsThemicromech

6、anismistheunitarypublicpropertyrightandtheunsubstantialinternaI。controllingsystemThemediummechanismisthespeci日cbank—companyrelationship，soRbudgetconstraint，monopolisticmarketstructureandtheimperfectfinancialsuperVisionsy

7、stemThemacromechanismmainlyincludesthebackgroundofentryintoWTO，unsoundcreditsystemandtheinterVentionofthegovernmentBasedontheaboveanalysisasetoffragilitymeasurementindicatorsystemisestablishedThenapositiveanalysisontheCh

8、inesebankingfragilitymeasurementislnadeanditisshownthatfromyear1993to2004thefragility1evelofourbankingkeepsrightaroundthecriticalpointandthusassociatedmeasuresshouldbetakentostabilizeand10werthefiagilityleVelThenitisshow

9、nthatthemacrolevelfactorinfluencesthenagilitylnost，thenthelnediumandthelnicrotheleastSincethestock—holdingreforminthemicroleVelhasalmostbeenfinished，jtisa唱uedthatemphasisofthee任ciencyimproVementoftheChinesebankingfragili

10、tyshouldbeputontheinstitutionalestablishmentofthemediumleVelThreeaspectsofimprovingwaysareproposed：1EstablshthecolnpetitiVemarketstructureofthecommercialbanksofourcountryModelsofthebankingmarketsystemandfragilityshowthat

11、thefragilitywillnotbeincreaSedandthesocialwelfarecanbeimproVed2Establishandperfectthebankingsupervisionsystemwiththecoreofriskassessmentandcontr01FurtherimproVetheriskeValuationsystelllandhighlighttheassessmentoftheselfr

12、iskmanagelnentsystemofthebankstoimproVetherisk—basedsupervisionsystem3Establishtheexplicitdepositinsurancesystemthato仃色rsasafetynetforthefinanciaIsystemtoincreasethesuperVisionemciency，improVethequalityofthebankingassets