杠杆率对我国银行部门系统风险的影响分析.docVIP

摘要 改革开放以来，中国经济高速发展，各部门的资产负债规模都在扩张，杠杆率不断攀高。在2015年底的中央经济工作会议上，把“去杠杆”列为2016年结构性改革的重点任务之一。近年来，银行规模迅速扩张，商业银行通过同业业务和表外业务，获取监管套利，隐藏风险。在2016年金融去杠背景下，“一行三会”监管力度加强，对银行同业业务和表外业务进行规范，商业银行套利空间缩小。受金融去杠杆政策影响，商业银行安全性提高，商业银行抵御风险的能力有所提升；商业银行的流动性变动不大，与上年持平；商业银行盈利能力下滑，利润增长速度放缓；银行扩张受限，扩张速度放缓。商业银行应主动去杠杆，顺应趋势加速转型。金融去杠杆最终落实到实体经济，在防控金融风险的同时，要让金融回归服务经济的本源。 关键词：杠杆率；系统风险；金融稳定 Abstract Since the reform and opening up, China’s economy has developed at a rapid rate, the scale of assets and liabilities of all departments has expanded, and the leverage ratio has continued to climb. At the Central Economic Work Conference at the end of 2015, “deling” was listed as one of the key tasks of the 2016 structural reforms. In recent years, the scale of banks has expanded rapidly. Commercial banks have obtained regulatory arbitrage and hidden risks through their interbank business and off-balance-sheet businesses. In the context of 2016 financial debarking, supervision has been strengthened to regulate banking interbank business and off-balance-sheet businesses, and commercial banks’ arbitrage space has narrowed. Affected by the financial deleveraging policy, the commercial bank’s security has improved, and the commercial bank’s ability to resist risks has improved; commercial banks’ liquidity has changed little, which is equal to that of the previous year; commercial banks’ profitability has declined, and profit growth rate has slowed; bank expansion Limited, bank expansion slowed. Commercial banks should take the initiative to leverage and adapt to trends to accelerate transformation. Financial de-leverage is finally implemented in the real economy. While preventing and controlling financial risks, it is necessary to return finance to the origin of service economy. Keywords: Leverage ratio; System risk; Financial stability 目录 一、导论 1 （一）研究背景及意义 1 （二）文献综述 2 二、金融去杠杆的意义 3 （一）引导资本“脱虚向实” 3 （二）降低金融行业杠杆，防控金融风险 3 三、商业银行杠杆率及商业银行的杠杆情况 4 （一）商业银行杠杆率 4 （二）我国商业银行杠杆率现状 4 四、加杠杆和去杠杆途径 6 （一）商业银行加杠杆途径 6 （二）金融去杠杆途径 8 五、杠杆率对商业