文档介绍：国有商业银行体系脆弱性分析与实证研究
南京财经大学硕士学位论文国有商业银行体系脆弱性分析与实证研究姓名:刘雯申请学位级别:硕士专业:金融学指导教师:汪祖杰200>08-01
摘要在经济、金融全球化、一体化程度不断加深的背景下,各国的经济联系日益紧密。在促进经济共同发展的同时,也使得金融危机的波及面更广,影响程度更深。银行体系作为金融体系的主体,其脆弱性直接影响到金融体系的稳定。我国加入WTO后将逐步取消对外资银行的限制,特别是5年的调整期结束后,脆弱的银行体系将面临严峻的挑战。如果不努力增强银行体系的实力,那么脆弱的银行体系发生崩溃的可能性将增大。国有商业银行作为我国金融体系的主体,其稳健与否事关整个金融体系的稳定与发展。本文以我国国有商业银行体系脆弱性问题为研究对象,全文一共分为五章: 第一章是绪论,主要介绍银行脆弱性的选题背景、意义、研究方法、本文的框架以及创新和不足。第二章介绍银行脆弱性涵义和与之密切相关的几个概念以及文献综述。第三章和第四章是本文的主体部分。在第三章中,分析1986-2005年国有商业银行体系脆弱性的变化状况和主要成因,第四章在前文分析的基础上,构建一套较为完整的测算国有商业银行体系脆弱程度的指标体系,并运用因子分析模型对1986-2005年国有商业银行体系的脆弱性进行量化,得出了近20年的脆弱指数。最后一章针对以上几章的分析,给出相关的政策建议。关键词:国有商业银行;脆弱性;银行体系;因子分析模型 I
ABSTRACT Under the background of the economic,finance globalization and integration advances gradually,the economic connections of all countries is ing more and more close. At the time of promoting the mon development, it also broadens the spread the financial crisis and deepens the bad the main body of the financial system, the fragility of the banking system infulences derectly the stability of financial joining in WTO, our country has been cancelling the restrictions to foreign , after five-year adjustment period, the fragile banking system will face rigorous we don’t take measures to protect the banking system, the possibility that its collapses will state-mercail banks are the main body of our country’s finacial system. Weather it runs steadily or not is related to the whole financial system’s development and thesis take the state-mercial banks system as research object. The whole thesis is divided into five chapters: The first chapter is the mainly introduces the background, signigicance and research method of the thesis, as well as briefly introduce the structure of the thesis ,the possible innovations and shortage. The second chapter mainly introduce the connotation of the fragility of the banking system and other close correlation definitio