我国银行监管有效性研究

华中科技大学硕士学位论文我国银行监管有效性研究姓名：何晋洁申请学位级别：硕士专业：企业管理指导教师：何俊德20060429IIIAbstractAsimportantcomponentsoffinancialinstitutionsbanksplayanextremelysignificantroleinmoderneconomysincetheycollectthesurplusoftheshort-termfundsfromsocialpublicsandothersocialorganizations,andtheymakeinvestmentthroughriskcombination.Thesekindsofactionsmakebankstobethecorpusoftheexteriormargin.WithChinesebankingquicklyreforminganddevelopingpeoplegivemoreandmoreattentionstobanksupervisionanditsvalidity.Firstlythispaperanalyzesbanksupervisiontheoriescomprehensivelyandsystemicallyexplainsthereasonwhyweneedbanksupervision.ItusestheDimond&Dybvingmodeltoexplainwhybanksareinternallyunstable.ThenthepaperrecallsthehistoryofChinesebanksupervisionandintroducessomebasiccontents.Also,thewritermakespositiveanalysesontheefficiencyofbanksupervisionwithalotofup-to-datefilesandstatistic,andpointsoutthatthebanksupervisionisimprovingnowandshoulddevelopfurther.Intheend,thepaperconcludesthattherearestillsomeproblemsinChinesebanksupervision,anditgivessomesuggestionstoitsfurtherdevelopment.Inaddition,thispapermakesoutsomecreativeanalysesasfollows:1Itexplainsthemeaningofvalidityinthetermsofeffectandefficiency,anditpointsoutthatvaliditycontainstwoaspects.Oneiseffect,whichmeansrealizingaspecificgoal.Theotherisefficiency,whichincludesthecosttorealizeaspecificgoal.2ItanalyzesthevalidityofChinesebankingsupervisioninthetermsoftherateofbadloan,availabilityofinformation,reliabilityofinformationandetc.KeyWordsbanksupervisionefficiencysupervisionsystemcorporategovernanceII(“”)::::111.1GerardCoprioJrWilliam.199915[1]199419972002200220034122341.21.2.1Ginsburg1999[2]3Kane,1981[3]PaulLJoskowNancyLRose1989PallLJoskowNancyLRose/[4]19926%14%75170RToddSmith1998[5]DouglasDEvanoff199841%(2070)2080[6]GregoryElliehausen19983199112%13%50%[7]1.2.21999[8]2000[9]52001[10]2001[11]2002VAR[12]2002[13]2003[14]2004[15]2005[16]622.1Diamond&Dybving[17]T=0,1,201012R10112TCT1100RU(C)InadaU'(0)=U'()=0RA1T=07U(1C,2C,q)=)()1()(21CUCUrqq-+2.1qq=1q=0r1≥r≥R1T=0T=1tt∈(0,1)tE(q)=t2.2)()1()()],,([2121CUtCUtCCUErq-+⋅=2.21]/)1[(21=-+⋅RCtCt2.3]/)1(1[)()1()(2121RCtCtCUtCUtL--⋅---+⋅=lr2.40)(1/1=+=∂∂tCtUCLl2.50/)1()()1(2/2=-+-=∂∂RtCUtCLlr2.60/)1(121=--⋅-=∂∂RCtCtLl2.7T=1T=2CikikCT2212221111CCCCCC+=+=2.80*1221==*CC2.9)()(*22/*11/CRUCUr=2.101/)1(*22*11=-+⋅RCtCt2.111R1≥≥r1≥Rr2.108)()(*22/*11/CUCU2.12Inada*22*11CC111=CRC=22T=02.102.12111=CRC=221*11CRC*2211*111=CrjffT=1jVj111),(rrfVj=11rfjp2.13=011rfj≥⎩⎨⎧⎭⎬⎫--=0,11max),(112ffrRrfV2.14*111Cr=T=1T=1T=1T=29()T=11r1210VRV==2.2[18]10[19]19931883,1884,1890,1893,1896,19072020600193019333505(FDIC)194119721019731980198219931524198410[20]2.3[21]11?[22]()2.4121333.13.1.111984199219831984111986[23]219921998199219931219951998[24]3199820031419981998200145()344228[25]420032003416[26]153-13.1.21[27]2[28]1984199219982003163[29]3.23.2.11198611994817809019951995200320031227200421[30]21200520051213133.65176.48.6%,4.2,()12196.6,4985.98.9%,4.3,10724.8,5026.110.5%,5.11471.8,40.2184.2%,0.78417217.07.74057.118.96.0%0.738.27.61.1%0.043-23-32192005108730.99.924.4%2471466167714488422666.4%4.71629.4%38%2004820055320030.6%200575%8%3-1200513.57%11.20%10.26%10.04%9.06%8.26%8.23%8.18%8.13%8.04%203-443-2200112216044.56497.04452.544421.24873.74452.549397.510618.91221.44735.75446.381040.6885.385.30235.3235.30261.4713.94452.543790.054830.731040.68149.92329.84179.920.80.82712.92712.90-3532.2-4271.86-739.662152005710001910003-3/%%%111348515159726.7541780.8110.04225235304717924.9960671.2911.29332201706851352.943540.05na437166704221513.958200.19na510557341383984.149360.689.7261982428728293.336060.839.5572002376622333.821120.186.0582701632550392.974670.858.0092871518538032.823390.638.59102951435476553.01980.214.651052.8%348.51100040348.511/21/41/2223.2.2[31]3-41992121.8014336.530.0084961993192.9619590.980.0098491994334.9926339.380.0127181995467.4231074.960.0150421996547.6236295.700.0150881997650.9440489.220.0160771998693.1232387.380.0214011999688.5035398.660.0194502000665.0439737.370.0167362001731.3943180.710.0169382002854.1647342.360.01804220031063.8552399.230.0203031998233-419982003199219970.00619980.6%3-51998194.321999212.392000238.422001259.082002284.052003314.403.33.3.1243.3.23.43.4.1253.4.2262744.14.1.11[32][33]2[34]2831995429[35]4.1.21[36]2304.1.31234.24.2.131()[37]20041134.2.220[38]132300231233345:4112.234200522034354.2.31996[39]36[40][41]4.2.4137[42]2003200541027123456738219991239124041200342[1]GerardCoprioJrWilliam.119998489[2]Ginsburg,DANewEconomicTheoryofRegulationRentExtractionRatherthanRentCreationMichiganLawReviewVol9717711779[3]KaneE.JImpactofRegulationonEconomicBehaviorJournalofMoneyCreditandBankingVol9355367[4]PaulLJoskowNancyLRoseTheEffectsofEconomicRegulationinHandbookofIndustrialOrganizationNorth-Holland21989103108[5]RToddSmithBankingCompetitionandmacroeconomicPerformanceJournalofMoneyCreditandBanking,19981216[6]DouglasDEvanoffAssessingtheImpactofRegulationonBankCostEfficiencyEconomicPerspectives19982133[7]GregoryElliehausenTheCostofBankingRegulationBoardofGovernorsoftheFederalReserve