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华中科技大学博士学位论文中国国有商业银行不良贷款化解及信贷风险防范姓名：朱乾宇申请学位级别：博士专业：西方经济学指导教师：徐长生20050509I“————”1“”“”23II4IIIAbstractTheweakbanksystemisthebiggesthiddendangerofmacroeconomyandfinancialstabilityinChina.Becauseofthestate-ownedcommercialbanksmakethemainpartpositionofChina’sfinancialindustry,theproblemoftheirhugesumofbadloanshasbeenpaidhighattentionto.ItisanimportantproblemfacedbyChina’sstate-ownedcommercialbanksandgovernmentshowtoeliminatethegreatdealofexistingbadloansandcontrolincreasingcreditriskbyjoiningtogetherthebanks’exteriorreformandinternalreformandriskcontrol.ThisdissertationtriestostudytheeliminationofbadloansandpreventionofcreditriskofChina’sstate-ownedcommercialbanksinthetransitionalperiodbyfollowingthepathof“theoreticalanalysis——empiricalverification——policysuggestion”andcombiningmanyanalysismethods.Themaincontentsandconclusionsareasfollows:1)TheauthorbelievesthatthedifferencesbetweenChina’sstate-ownedcommercialbanksandinternationaladvancedbanksinbadloansandcompetitionabilitycomefromtechnology,institutionsandoperatingmechanism.Exactlybasedonthisview,thispaperputsforwardthatthemoreimportantthingistoestablishawholesetofbanks’creditriskcontrolsystembesidesestablishingtheAssetManagementCompaniestodissolvethebadloans.Theauthorthinksthatweshouldmakeuseoftheadvancedfinancialtechniques,toolsandmeasuringmethods,establishthemoderncommercialbanksystem,enhancethepowerofregulationandcontrolofgovernment,especiallyonthefinancialmarket,inordertocontroltheincreasingcreditriskefficiently.2)ThispaperevaluatesthemainmanagementmethodsofthefourAssetManagementCompanies,andpointsoutthemainmanagementmethodsoftheAssetManagementCompaniesareinefficientbecauseoftheinstitutionalflaws.Theauthorthinkstheassetssecuritizationisakindofeffectivemethodtodissolvethebadloans,butitshouldbeestablishedonthesoundfinancialmarket.Onthebasisofanalysisonusingtheforeignreservetocomplementthebanks’capitaladequencyrate,theauthorpointsoutweshouldlookforothermethods.3)WheninvestigatesthebornmechanismofbadloansofChina’sstate-ownedcommercialbanks,afterthetheoreticalanalysis,theauthormakesregressionanalysisIVbetweenthebadloansandtherepresentativeindexesthatevaluatethebanks’competitionabilityfromtheangleofpromotingthecompetitionabilityofthestate-ownedcommercialbanks,inordertolookforthemosteffectivefactorstolowerthebadloans’rate.Theanalysisresultshowsthattheshareofthestate-ownedcapitalinbanksisthemostsignificantfactortoinfluentthebadloans’rate,thenextinorderarecapitaladequacyrate,badloans’reserverateandstuffnumberofbanks.Accordingtotheregressionresult,thepaperdrawsanimportantconclusion:Thesharecapitalsystemreformofthestate-ownedcommercialbanksisoneofthemosteffectivepathstolowerthebadloans’rateandpromotetheircompetitionability.Themeasuresofthesharecapitalsystemreformshouldincludetheownershipstructuralreform,thegovernerstructuralreformandthereducementofinstitutesandstuff.4)Aboutsettingupthemacro-controlingmechanismagainsttothecreditriskofstate-ownedcommercialbanks,inordertostudythegovernment’sfunctionandrolesplayedonthecreditriskpreventing,ontheconditionofthatregionalfinancialdataislimitedandsmallsamplesizecanbeselected,thispaperstudiestheChina’sregionalfinancialmarketizationdegreeviathetargetandcontributionanalysisbytheGreyTheorybecausewhichisparticularlyeffectiveincaseofinadequatedataanduncertaintytrendsandhasachievedsuccessinmanyfields.Basedontheanalysisthepaperdrawsthreeconclusions:Firstly,China’sfinancialindustryhasdevelopedunbalancedlynotonlyinthefinancialstructure,butalsointhedifferentregions.Secondly,thestate-ownedownershipreformofthebanksisimperative.Thirdly,themixedmanagementamongthefinancialinstitutesisverysignificanttoconstructavalidandcompetitivefinancialmarket.Onthebasisofthesethreeconclusions,theauthorthinksthatinthecurrentperiodinChina,itisnecessarythatgovernmentstrengthenthemacroeconomicregulationandsupervisiononthefinancialinstitutes,andtheefficientfinancialmarketshouldbeestablished;atthesametime,theauthoralsopointsoutthegovernmentshouldadjustthescopeandmeansofregulationandsupervision,whichismoderateandmainlycarriedoutbythemeansofeconomicorlaw.Atlast,thepaperinvestigatesthemeans,contentsandreformdirectionsofmacroeconomicregulationandfinancialsupervisionwhenagainstthecreditrisk.Keywords:State-ownedbanksBadloansCreditriskOwnershipstructuralreformFinancialsupervision111.114BardiFamilyofFlorentineBankers19291933208090[1]198018113370%1087266%31412458%[2]200420031.59“”16.86%[3],2[4,5,6]7.9%6.4%17%[7]“”[8]WTO20012006(NewBaselBankAccord)[9]31.21.2.11189541921“”[10]·[11][12][13][14]1()234552“”“”“”“”“”“”“”“”“”“”“”[15]80%“”“”31.2.26·2060708011AssetManagementTheory(RealBillTheory)“”18AdamSmith[16]()TheShiftibilityTheory2030401919Moulton[17]7(TheAnticipatedTheory)(Prochow)1949[18]()()2LiabilityManagementTheory820603Asset-LiabilityManagementTheoryBacke1977“”“”920804RiskAssetManagementTheory208019887BasleAccord101998199962001NewBaselAccord2006“”“”“”[19]“”“”2“5C”“5P”“5W”“5C”[20]CharacterCapacityCapitalCollateralCondition“5W”WhoWhyWhenWhatHow“5P”PersonalPurposePaymentPro