摘要
近年来,交叉金融业务的发展,拓展了商业银行的盈利空间,提升了其综合金融服务能力和效率,但也存在充当通道、规避监管等问题,潜在风险不可忽视。本文在已有研究的基础上,结合商业银行的实际运作,梳理了商业银行交叉金融业务的主要形式和潜在风险;在此基础上,从外部宏观经济环境和内部经营管理两个层面,运用层次分析法,构建了交叉金融业务风险预警指标体系;基于建立的指标体系,本文又构建了logit风险预警模型,并通过X省银行业的数据对风险预警模型的有效性和稳定性进行了验证。最后,本文从"穿透式"监管机制、业务数据库建设、风险预警信息共享、动态风险预警机制等方面,提出了完善商业银行交叉金融业务风险预警和管理的政策建议。
The cross-finance business has expanded the profits of commercial banks and improved its comprehensive financial service capacity and efficiency. But in recent years, the problem of acting as the conduits of capital and avoiding supervision is more prominent in the process of this business development, and the potential risks cannot be ignored. Based on the existing research and the actual operation of the banks, this paper summarizes the main models and the potential risks of the cross-finance business. This paper then develops an early warning index system of the cross-finance business risks using the Analytic Hierarchy Process(AHP) from two aspects: the external macro-economic environment and internal management. This paper then builds a logit early risks warning model using the index system and checks the effectiveness and stability of this model using the data of the Banking of X province. Finally, this paper proposes suggestions that can improve the early warning and management of the cross-finance business risks from the perspectives of building the penetrating supervision mechanism, the construction of business database, the share of the risks early warning information and dynamic risk early warning mechanism.
出处
《金融监管研究》
北大核心
2018年第1期81-95,共15页
Financial Regulation Research
关键词
交叉金融业务
风险预警
监管套利
层次分析法
Cross-Finance Business
Early Risk Warning
Regulatory Arbitrage
Analytic Hierarchy Process
