论我国银行体系的脆弱性-金融学(含：保险学)专业论文.docxVIP

矿‘738523 矿 ‘738523 摘 要 金融自由化在发展中国家中已成为一个潮流，然而它也暴露出了金融体系的内 在不稳定性和脆弱性。2002年中国加入wT0，宣布在五年内开放国内银行市场，同 时资本市场开放、人民币汇率自由化和国内市场利率自由化也排在中国金融改革的 日程表中。这一切意味着中国金融自由化已经全面开始，然而从其他国家的经验可 知，在金融自由化过程中银行的不稳定性和脆弱性大大制约了一国的经济发展。本 文试图对中国银行业现状做出一个全面的阐述和系统的分析，然后针对分析出的问 题提出中国在金融深化的同时如何保持银行体系的稳定。 本文以系统的思想贯穿整个研究过程，将我国银行体系放在一个开放的系统 中。银行体系与政府的关系，银行体系中单个银行的表现与整个体系的脆弱性问题， 银行体系与国家金融自由化问题，都是这个系统中相互影响的各个因子。 本文首先根据已有的研究理论界定了银行体系脆弱性含义，回顾了我国银行体 系自改革开放以来银行体系脆弱性的表现；其次使用因子分折计算出我国银行体系 脆弱性指数，并以CHOW’S断点检验测出1995年是我国银行体系脆弱性的一个分 界点；再次根据脆弱性指数应用格兰杰因果关系检验和回归分析方法检验了我国银 行体系脆弱性与宏观经济要素之间的关系；最后根据实证研究结论提出了相关政策 建议。 关键词：银行体系脆弱性：因子分析；cHow’S断点检验；格兰杰因果关系 Research Research on Chinese Banking System Fragility Abstract Financial liberation has already become a trend in developing countries，but financial liberation exposes endogenous instability and fragility of the financial system．After joining WTO，China would open the domestic bank market in five years，and open capital market soon．Liberalization of interest rate and exchange rate has ranked the schedule of Chinese finance reformation，which means that Chinese financial liberation has begun in an all·around way．According to the experiences of other new industrialized countries，we know that banking system fragility has restricted the economic development in the process of financial liberation．We study banking system fragility in order to make an overall understanding of Chinese banking system and to analyze it systematically．Then we can propose how China keeps banking stability when facing financial deepen and financial liberalization． This paper studies the relationships between banking system and the government， banking system fragility and the macro economy，banking system fragility and financial liberation． Firstly,this paper defines banking system fragility,and reviews its behavior since the reformation and opening up of banking system．Secondly，this paper calculates out the banking system fragility index using Factor Analyse，and finds that the banking system fragility index