我國銀行體系的脆弱性研究.pdf

1、華中科技大學碩士學位論文我國銀行體系的脆弱性研究姓名：周麗莉申請學位級別：碩士專業(yè)：西方經(jīng)濟學指導教師：徐長生20031102AbstractBankingreformisthecoreofChinasfinancereform.Whetherthebanksystemisstableornothasrelationtothefinancialsafety.Forasmuchasitsimportancethisdissertation

2、doessomeresearchonthefragilityofChinasbankingsystem.Thestudyincludestheevaluationofthebankingsystemfragilitytheeconometrictestofitsreasonandsomeexplanationoftheresults.Whenthedegreeandcausationofthebankingsystemfragility

3、areanalyzedtheauthordesignsasuitofindicators.Theyaretwokinds:theevaluationindicatorsofthebankingsystemfragilityandthefactorindicatorsofthebankingsystemfragility.Theevaluationindicatorsconsistofsixindicators:theratioofbad

4、assetinthestateownedbankstheselfcapitalratiooftheSOBSthegrowthratioofM2theinflationratetheratiooffiscaldeficittoGDPtheratioofreservetobankasset.Thefactorindicatorsincludemacroeconomicvariablesfinancialvariablesandotherva

5、riables.ThemacroeconomicvariablesarethegrowthrateofrealGDPtheratiooffiscaldeficittoGDPtheinflationratethegrowthrateofinvestmentthechangingrateofexchangeratethefinancialvariablesarethegrowthrateofdepositthegrowthrateofloa

6、ntheratioofprofittoassetintheSOBStheratioofdeposittobankassetthebadassetratethegrowthrateofimportthegrowthrateofexportthegrowthrateoffixedassetsinvestmenttheratioofforeigncapitalflowtoGDPtheratioofM2toforeignstoresarecho

7、seasothervariables.Theevaluationindicatorsshowthatbankingsystemfragilitywasinstableforthreeyearsfrom1991to2000especiallyin1992and1998Chinasbankingsystemshowedunsteadyappearanceandoccurredfinancialrisk.Thefactorindicators

8、makeclearthatotherexplainablevariablesarefeebletosomeextentexceptsomemacroeconomicindicatorsandalittlefinancialindicator.Thereasonisthechangeofmacroeconomicoperationatthesametimesupplementedbythechangeoffinancialvariable

9、s.Itistheoutcomemanyfactorsworktogethernotonlyrootedinonefactor.Finallyinordertolettheresultmorereasonabletheauthorusesbudgetrestrictiontheorypropertyrighttheoryandmoralrisktoexplaintheregressionresultsoftheabovemodel.Ke