我国商业银行监管研究

河南大学硕士学位论文我国商业银行监管研究姓名：程永杰申请学位级别：硕士专业：金融学指导教师：李国民2011-06IIIIAbstractWiththedeepeningofglobalization,thefinancehasarapiddevelopmentandthefinancialsectorinternationalizationadvancesbutthefinancialrisksincreasefrequencyUSsubprimecrisistriggeredbythefinancialcrisisneedsattentionBasedonthebasictheoryoffinancialregulationthearticleoutlinesafewbasicaspectsofbankingsupervisionThearticlemainlydealswiththeconceptofbankingsupervision,monitoringsystemshistoryofbankingsupervisionandtheoryofthetheoreticaldevelopmentofbankingsupervisionThispapermainlydescribesthehistorystatusandproblemsofChinesecommercialbanksupervisionUSFinancialcrisisinspiredChina'scommercialbankssupervisionAndwecanimprovethesupervisionoftheproposedcommercialbanksinChinaAlthoughcommercialbanksupervisionconstantlyisimprovedbuttherearesomeproblemsFirstcountrylackssupervisionofcommercialbanksupervisionsystemtothesupervisorSecondthecommercialbanksupervisiontoolisnotperfectThirdly,thecontentsofcommercialbanksaresomeproblemsinsupervision,suchassupervisionofmarketoperationinternationalregulatoryandmarketexitregulationFourth,regulatorycoordinationmechanismisstillnotperfectFifth,theideaisbehindtheregulationofcommercialbanksregulatorsneedmorelinetechnologySotheregulationofcommercialbanksinChinashoulddothefollowingaspectsFirstregulatorsmuststraightenthesupervisionandmonitoringtosupervisorSecond,wemustestablishaperfecttoolforourbusinessbankingsupervisionThirdwemuststrengthenthesupervisionofcommercialbankstocontentFourth,ourcountryensurecoordinationoffinancialsupervisionmechanismtobesmoothoperationFifth,heregulatoryshouldbebasedonfunctionalregulationSixthwemustchangetheregulatoryphilosophy,andupdatemonitoringtechnology,andimprovetheefficiencyofsupervisionofcommercialbanksinChinaKeyWordsfinancialcrisiscapitalregulationfunctionalsupervision11.1802003421.21.2.1(1)(2)303070(3)(4)(5)31.2.2(1)(2)(3)1.2.31929—19332020“”306047080902120“———”20081.3.1.3.120801.3.1.15(GiorgioNoia2001Jackson1999Goodhart1998)Evanoff(1990)197219871.3.1.21992(AmericanInstituteofCertifiedPublicAccountantsAICPA)(AmericanAccountingAssociationAAA)(FinancialExecutiveAssociationFEI)(theInstituteofInternalAuditors)(theInstituteofManagementAccountants)COSO(CommitteeofSponsoringOrganizationsoftheTreadwayCommission)COSO(InternalContr01IntegratedFramework)(1998)(FrameworkforInternalControlSystemsinBankingOrganizations)(theManagementOversightandtheControlCulture)(RiskRecognitionandAssessment)(ControlActivitiesandSegregationofDuties)(InformationandCommunication)(MonitoringActivitiesandCorrectDeficiencies)(Cost-Benefit)61.3.1.3Katie(1994)1998)1.3.21.3.2.1(2002)(1999)1.3.2.2(2007)1.3.2.3(2006)7“”,92.12.1.112342.1.2(1)10123212342.1.3(1)(2)(3)112.1.42.1.4.119962004201094%6%8%2.5%1%2.5%4%III201514%6%2%4.5%2.5%20161201917520081222120090.520101702010166%6.4%6.72%137%9%10%2.1.4.221332.1.4.32080200811G202.1.4.41419951996“”PCA2.22.2.1111privateinformation152first-come-first-served2.2.3(Agent)(Principal)1932(AdolphBede)(GardinerMeans)(SRoss)2.2.4“”162.2.52.2.6“”“”()“”173.13.I.I1999182009617—121—2—193—345678910111225003.1.212070207022070207019792032000—208020006200020092122009200922120097820104820101200922010320092142010123456(7)8520101231-363.1.320007122211(2)321(2)3456783.2200812323254.14.1.14.1.1.1(1949-1978)1950114.1.1.2(1978-2002)1(1978-1992)19822(1993-1997)263(1998-2002)19971998103220014.1.1.3(2003)20034.2274.2.1200312274.2.220051225282004()4.2.3()()()4.2.42004()29(2020252015)4-28575856075506050200611()4.2.5304-310150004.2.64-44854-5310515340154-620082009-201075%3225%60%9090-10%4.2.7334.34.3.1(1)WTO34(2)4.3.2(1)35200421364.3.3ATM4.3.4374.3.52005(1)7069674938504-7200962009-2010(2)(3)39415.15.2424%6%8%2.5%1%2.5%“”4%5.35.311234112351232010934.5%6%8%4322.5%0-2.5%III6%8%10%75%2.5%150%2010201012.2%0.810.1%0.95-120102815-22003-20104420105.3.25.3.3455-32008-20092009-20105.3.4,465.4Crockett(2000)5.4.120075.4.2475.435.512FSFG2020095285.64849200751[1][z]2006[2][M]1998[3][M]1997[4][M]2002[5][J]1999l[6][Z]19979200610[7]GeorgeJStiglerTheTheoryofEconomicRegulationJournalofEconomicsandManagementScience[J]19712[8]DiamondDybvingBankRunsDepositInsuranceandLiquidityJournalofPoliticalEconomy[J]19839(3)59102[9][J]2008(6)[10][M][11][J]2007(8)[12][J]2007(9)[13][J]2007(8)[14][J]2007(9)[15][J]2007(8)[16][J]2007(7)[17][J]2007(7)[18][J]2007(7)[19][J]2007.2152[20][J]2007(21)[2l][J]2007(8)[22][J]2007(4)[13][J]2007(19)[23][J]2007(15)[24][J]2007(7)[25][J]2007(8)[26]01()[J2007(8)[18][J]2007(14)[28]FSA[J]2007(13)[29][J]2007(13)[30]2007(13)[31][J](1S2)[32]GoodhartCAERecentDevelopmentsinCentralBankingSomeSpecialFeaturesoftheMonetaryPolicyCommitteeandoftheEuropeanSystemofCentralBanksBankofEngland2000[33]Thakor,AnjallVGameTheoryinFinanceFinaneialManagement1991(1)71-94[34]HannsgenGregMinsky'saccelerationchannelandtheroleofmoneyJoumalofPostKeynesiaEconomics2005(3)471489[35]AzlexanderKernReformingtheBaselAccordJournalofInternationalBankingRegulation2003(4)298301[36]HashagenJorgBaselIIaworldwidechallengeforbankingInternationalFinanchialLawReview2004BankingY