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Risk of Regional Banks and Innovation on Regulation

Author: MaYanPing
Tutor: DengXiangRong
School: Nankai University
Course: Industrial Economics
Keywords: regional bank risk infection macroprudential supervision localapplicability
CLC: F832.33
Type: PhD thesis
Year: 2013
Downloads: 89
Quote: 0
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Abstract


After the financial crisis, the international community has made a deep reflection on the financial regulatory system. The policy makers and academics all agreed that the effective supervision on a financial institution is necessary, but which does not guarantee the stability of the entire financial system. In order to prevent systemic financial risks and maintain the stability of financial system, macro-prudential supervision must be included in the financial regulatory framework. In China, the People’s Bank of China, China Banking Regulatory Commission and other regulatory authorities and academia have been exploring macro-prudential regulation. From the existing researches, the macro-prudential regulatory tools and policies have been formulated for relatively large banking financial institutions. Banking assets accounted for90%of the total assets of the financial system, if the banking systemic risk happened, that will have a significant impact on the entire financial system and the economy. The scholars have paid attention to the risk from the association of17national commercial banks. Relatively, the risk characteristics and the spillover effects of144city commercial banks have not been noted.In recent years, the scale of regional commercial banks have expanded rapidly, a number of city commercial banks do cross-regional business, some of the city commercial banks successfully listed, and even some city commercial banks have set up branches overseas. The city commercial banks have been an integral part of the financial system and the economic development. What risk characteristics have been faced in the development of city commercial banks? Does the risk will spill out? What is the extent of impact on the commercial banking system and the whole financial system? Whether is it included in the framework of macro-prudential supervision. Around these problems, this paper analyzes the current development, business scope, risk characteristics, and the risk of infection of regional commercial banks with methods of theoretical analysis and empirical research. On this basis, we studied the possibility and necessity of expanding and extending of the macro-prudential supervision by the integrated use of the theories of financial instability, financial regulation, and the infection risk among banks.The full text has seven chapters:The first chapter has instructions on the research ideas, content, innovation and inadequate. The second chapter combs the theories used, including the theory of financial instability, inter-bank contagion, financial regulation.Chapters III and IV have an analysis to the particularity of the risk faced by regional commercial bank. Chapter III studies the status and the risk characteristics during the development of regional commercial banks by empirical analysis.We find that regional commercial banks mainly do assets business, liability business and middle business, through interbank deposits, lending, bond financing, investments in bonds, payment and settlement, bills discount and rediscount, syndicated loans, letters of credit, they relate with other banks. In the development, regional commercial banks face that market positioning is similar, capital replenishment channels are limited, intermediate business is behind, polarization is serious. From the risk, which asset quality is not high, poor ability to resist risks, and low profitability is the main micro risks faced by the regional commercial banks, the huge local financing platform loans are their main macroeconomic risks.The fourth chapter analyzes the spillover effects of regional commercial bank risk. Firstly, It analysis the infection path of risk faced by regional of the commercial bank risk. Measuring the contagion effect of risk by the use of matrix method based on the inter-bank lending data. It was found that with a single bank-induced factor, regional commercial banks have an infection to the national joint-stock commercial banks in different degrees; with multi-bank-induced factor, regional commercial banks have an infection to large commercial banks in different degrees.Chapters V and VI analysis the necessity and possibility of China’s macro-prudential regulatory framework extending downward. Chapter V describes the reflection of the subprime mortgage crisis and understanding of the macro-prudential supervision. According to the analysis of the risk of regional commercial banks at home and abroad, the authors suggest that it is necessary to expand and extend the macro-prudential supervision in process of financial deepening in China. Chapter VI describes the framework and basic principles of macro-prudential regulatory. The widespread use of macro-prudential tools is introduced with examples of the United States and Europe. Finally, according to the special nature of the risks in the financial system in China, the problem of the application of macro-prudential supervision is researched. Chapter VII concludes the paper by giving suggestions on the extending of China’s macro-prudential regulatory framework to regional commercial banks.The main originalities of this paper are as follows:First, on the basis of the reflection of financial instability and financial regulation after the2008global financial crisis, the author studies the impact on banking system stability of the risk spillover of regional commercial bank in China, suggests that the targeted ideas are needed in the design of China’s macro-prudential supervision. Second, the author expands the scope of the use of the matrix method in interbank risk infection by applying the method on the analysis of the risk spillover of regional commercial bank to national bank. Third, the author suggests that we need to take into account local issues in the design of macro-prudential supervision mechanisms. In addition to risk blocking mechanism, we need to grade commercial banks according to their size, implement leveraged management, and build early warning mechanism.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial organizations, banks > Commercial banks ( specialized banks )
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