【摘要】：金融系統(tǒng)最重要的功能就是集聚社會(huì)的閑散資金并促使其轉(zhuǎn)化為資本,提供信息和風(fēng)險(xiǎn)管理工具,進(jìn)而推動(dòng)經(jīng)濟(jì)的發(fā)展。但是金融體系天生的負(fù)債經(jīng)營(yíng)也使其具有脆弱性,一旦資金的使用者經(jīng)營(yíng)失敗,那么會(huì)產(chǎn)生重大的社會(huì)效應(yīng),而且風(fēng)險(xiǎn)會(huì)從一個(gè)金融市場(chǎng)傳遞到另一個(gè)金融市場(chǎng),從一個(gè)區(qū)域傳遞到另一個(gè)區(qū)域,造成更大的破壞。商業(yè)銀行是我國(guó)金融體系的主體,在我國(guó)仍然以間接融資為主要融資途徑的今天,保證商業(yè)銀行的正常運(yùn)轉(zhuǎn),獲得一定的收益水平對(duì)于保證整個(gè)金融體系的穩(wěn)定乃至社會(huì)的安定,有著重要的意義。影子銀行的高杠桿經(jīng)營(yíng)、信息不透明等因素使影子銀行的風(fēng)險(xiǎn)更大,但是影子銀行的高收益吸引了眾多的投資者,甚至傳統(tǒng)的商業(yè)銀行也通過(guò)表外業(yè)務(wù)參與其中,眾多金融機(jī)構(gòu)的參與使得影子銀行的經(jīng)營(yíng)更加復(fù)雜與不透明,監(jiān)管難度很大。但是影子銀行規(guī)模的擴(kuò)張會(huì)對(duì)傳統(tǒng)商業(yè)銀行的盈利性產(chǎn)生正向還是負(fù)向的影響呢?影響程度具體有多大?本文通過(guò)比較國(guó)內(nèi)外學(xué)者對(duì)于影子銀行的看法和定義,結(jié)合我國(guó)的實(shí)際情況,為影子銀行下了定義。系統(tǒng)的介紹影子銀行在我國(guó)的內(nèi)涵、特征、運(yùn)作和規(guī)模,可以清晰地了解到影子銀行確實(shí)存在了大量的風(fēng)險(xiǎn),為后文進(jìn)行實(shí)證分析做好了準(zhǔn)備。并探索了影子銀行風(fēng)險(xiǎn)可能影響商業(yè)銀行和其他金融市場(chǎng)運(yùn)轉(zhuǎn)的可能途徑,為后文提供監(jiān)管對(duì)策,監(jiān)控影子銀行風(fēng)險(xiǎn)的流動(dòng)提供了基礎(chǔ)。對(duì)商業(yè)銀行的盈利性進(jìn)行了研究,主要研究了影響商業(yè)銀行盈利性的因素,和衡量商業(yè)銀行盈利性的指標(biāo),為后文的實(shí)證研究打下基礎(chǔ)。由于數(shù)據(jù)難以獲得的原因,本文的實(shí)證分析嘗試通過(guò)設(shè)計(jì)新的指標(biāo)來(lái)研究影子銀行對(duì)商業(yè)銀行盈利性的影響。在研究過(guò)程當(dāng)中使用了面板數(shù)據(jù)分析法,并通過(guò)實(shí)證分析得出影子銀行規(guī)模的擴(kuò)張不利于傳統(tǒng)商業(yè)銀行盈利性并且影響存在一個(gè)時(shí)滯的結(jié)論并給出了影子銀行影響商業(yè)銀行盈利性的程度。最后通過(guò)比較金融穩(wěn)定協(xié)會(huì)和美國(guó)對(duì)于影子銀行的監(jiān)管方法,結(jié)合本國(guó)金融市場(chǎng)的具體情況以及金融發(fā)展的趨勢(shì),給出了對(duì)于防范影子銀行風(fēng)險(xiǎn),發(fā)揮其積極影響,回避其負(fù)面作用的一些政策建議。
[Abstract]:The most important function of the financial system is to gather the idle funds of the society and convert them into capital, provide information and risk management tools, and then promote economic development. Risk will pass from one financial market to another financial market, from one region to another region, causing greater damage. Commercial banks are the main body of China's financial system, in our country still indirect financing as the main way of financing today, to ensure the normal operation of commercial banks, to obtain a certain level of income for protection. It is of great significance to ensure the stability of the whole financial system and even the stability of the society. The high leverage and opaque information of shadow banks make shadow banks more risky. But the high yield of shadow banks attracts many investors, even traditional commercial banks participate in it through off-balance-sheet business, and many financial institutions. Participation makes the operation of shadow banking more complex and opaque, and it is very difficult to supervise. But will the expansion of shadow banking have a positive or negative impact on the profitability of traditional commercial banks? How much is the impact? This paper compares the views and definitions of domestic and foreign scholars on shadow banking, and combines with China's. This paper systematically introduces the connotation, characteristics, operation and scale of shadow banking in China, and clearly understands that shadow banking does exist a large number of risks, which is ready for the empirical analysis in the future. It also explores the possible impact of shadow banking risks on commercial banks and other financial markets. This paper studies the profitability of commercial banks, mainly studies the factors affecting the profitability of commercial banks, and measures the profitability of commercial banks, which lays a foundation for the empirical study in the following part. In this paper, we try to design new indicators to study the impact of shadow banking on commercial banks'profitability. In the research process, we use panel data analysis method, and through empirical analysis, we draw the conclusion that the expansion of shadow banking is not conducive to the traditional commercial banks' profitability and there is a time lag. Finally, by comparing the supervision methods of the Financial Stability Association and the United States on the shadow banks, combining with the specific situation of the domestic financial market and the trend of financial development, this paper puts forward some policies to guard against the risk of shadow banks, exert its positive influence and avoid its negative effects. Suggestion.
【學(xué)位授予單位】：遼寧大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類(lèi)號(hào)】：F832.33

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