上海交通大学
硕士学位论文
姓名：***
申请学位级别：硕士
专业：公共管理
指导教师：***
20070603
我国银行监管的对策研究
摘要
一直以来，银行是现代经济中受到政府最严格监管的行业之一。银行是企业，更是特殊的金融企业。银
行经营所面临风险的复杂性决定了其经营的脆弱性。而且，如果发生银行破产甚至大批倒闭，不仅为银行自身带来损失，还会危及整个社会经济。中国的银行业在国民经济中更具有举足轻重的地位。一旦银行业出了问题，则整个金融业都会瘫痪。
如何监管银行，自银行成立以来就一直吸引着众多研究者的目光。何种监管制度最为有效？学界一直存在着诸多争议，并因此形成了进入条件监管、资本充足率监管、存款保险机制等多种监管理论。笔者在回顾各种监管理论的同时，认为：现代银行监管应更注重银行内部的自我风险控制。建立银行审慎经营规则体系，建立监督管理评级体系和风险预警机制，制定采取监管强制措施的内部程序，建立监管责任制度等等，将是银行监管迫切需要解决的问题。
本文的新颖之处在于：建立了一个多元线性回归模型，系统地实证研究世界上39个国家银行监管制度的差异，及其对各国银行业竞争力的影响，以检验关于监管方式选择的各种理论，寻求相对最优的监管制度。在模型实证部分，以银行业竞争力为被解释变量、各国的监管制度指标为解释变量建立一个多元线性模型来对各国解释变量的差异及解释变量对被解释变量的影响进行研究，分析了各项监管制度指标所具有的优势与劣势。
本文得出的首要结论：审慎监管的各项指标（资本金充足率要求、流动性要求、存款准备金要求）的严厉程度对监管效果并无显著影响；健全银行的内部法人治理结构和激励与约束机制，增强银行对风危的部首是什么
险的自我控制能力，对于银行监管更为必要。其次：政府授权的来自市场力量监管的强度、显性明确的存款保险制度、监管机构的独立性、监管制度的灵活性与针对性、强化市场退出监管对提高一国银行业竞争力有显著正面影响。
由于银行业的重要地位及市场失灵，银行监管已经成为一种特殊的公共品，很大程度上需要由政府及其公共部门提供。本文最终得出的结论，对于加强银行业的监督管理，规范监督管理行为，防范和化解银行业风险，保护存款人和其他客户的合法权益，促进银行业健康发展，具有较为现实的意义。
关键词：审慎监管，资本金充足率，存款保险机制，新《巴塞尔协议》
The Counterplan Research
On Bank Regulation of China
ABSTRACT
The banking is always one of the professions that the government takes charge of most strictly in the modern economy. The bank is a special financial business enterprise. The complexity of the risk of the bank comes to flimsiness of conduct. And, if the occurrence bank bankruptcy even the large quantity collapse, not only bring loss for the bank oneself, but also will endanger the whole social ec
onomy. The banking of China has a prominent position in the national economy. Once the banking is wrong, the whole financial industries will paralyze.
How to supervise banks? The problem has always attracted a throng of researchers' attention since the birth of banks. What kind of supervision system is the best? There have been a good many controversies within academia at all times, as a result, which brought on such supervision theories including admittance condition supervision, capital adequacy ratio supervision and deposit insurance mechanism. In the meantime of looking back various theories of bank regulation，writer considers that modern bank supervision should pay more attention to self risk domination of internal bank. So, building bank prudence management rule system, establishing supervision management evaluation system and risk monitoring mechanism, constituting interior procedure on taking supervision compulsion measures and setting up supervision responsibility system, which are emergency problems needed to be resolved by bank supervision.
This paper’s main novel is that: this paper establishes one plural linear regression model to systematically research the difference of bank regulation systems, between 39 countries in the world and the influence of them on the banks' competency power. We want to use this model to test various theories on bank regulation and seek the relatively optimum supervisory system. So, we esta
blish one plural linear regression model, with BCP as the dependent variable, with 10 variables reflecting the differences of cross-country bank regulation system as independent variables. We use this model to systematically analyze the influences of each independent variable on the dependent variable.
This paper’s main conclusion is that: the various severe requirements of prudential regulation, such as capital abundance, liquidity and provision requirements show no notable effect on the banks' competency power. So it is more essential to strengthen the self-control ability to the risk-taking of banks. The results of this paper also show that: such factors as market supervision power authorized by the governments, explicit deposit insurance system, independence of the regulating institution, the flexibility and pertinence of the regulation measures, strict bank exiting regulation have remarkable positive influence on the banks' competency power.
Because of the important position of the banking and out of market order, Bank Regulation have already become a kind of special and public article, needing a public section from the government to provide in a great degree. The conclusion of this paper have more realistic meaning ,such as strengthening the direct management of the banking, norm direct management behavior, guarding against and dissolving the banking risk, protecting the legal rights of the depositor and other custom
ers, promoting healthy development of banking.
KEYWORDS: prudential regulation, capital abundance, deposit insurance system, New Basel Protocol
word中如何生成目录上海交通大学
学位论文原创性声明
描写颜的成语本人郑重声明：所呈交的学位论文，是本人在导师的指导下，独立进行研究工作所取得的成果。除文中已经注明引用的内容外，本论文不包含任何其他个人或集体已经发表或撰写过的作品成果。对本文的研究做出重要贡献的个人和集体，均已在文中以明确方式标明。本人完全意识到本声明的法律结果由本人承担。
姜昆的女儿学位论文作者签名：陈勇
工商管理学课程日期：2007年5月10日
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