广西银行业资产风险研究 = Study on the risks in the assets of Guangxi's banking sector
- Publication Type:
- Thesis
- Issue Date:
- 2006
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广西银行体制改革最核心的问题之一：风险能不能控制。如果说亚洲金融风波离我们比较遥远，广西北海和玉林发生个别金融机构支付危机和正进行的对某非金融机构清算，我们记忆犹新。它使人们结合纵横历史的案例达成共识：银行的稳定和安全关系到一个地区乃至一国金融体制的稳健和安全。
作者认为在当前的国内外形势下，广西银行业解决资产质量问题的难度相当大：其一，广西银行业的效益相对低下，有地区性亏损现象；其二，风险具有传递性、扩张性、滞后性和延续性；其三，广西银行业的利润大部分来自存款利息及投资，中间业务收入占比极低。在大规模缩减不良资产必须在新增客户的选择和存量贷款的减持退出下重约，会使银行完不成当年甚至影响本届任期的利润计划。同时信贷风险也在暗中酝酿——由于许多企业对银行贷款程度很高，大约70％甚至更高比例的资金来自银行，银行突然停贷使一些项目成了半拉子工程，不仅企业的还本付息就成了问题，银行系统新的不良资产也将在一段时间后体现出来。这在风险管理水平较弱的银行表现尤为明显。最后还涉及道德风险和金融腐败问题。银行体制改革稍有不慎或急躁会影响经济和金融发展，损害国家利益并增加改革成本。
所鉴如此，研究广西银行业资产风险，首先从宏观层面出发，研究广西银行业的资产风险状况，准确把握资产风险的背景；然后是本文的重点：中观和微观层面的金融理论层面的研究，确定科学合理的资产风险监管理念、体系、框架和办法，处理好资产风险监管与提升银行竞争力的矛盾，着力于解决广西银行业制度、公司治理结构和管理层次等深层次问题。
本文的创新点：
1．根据地方性特点全面、系统地研究资产风险和风险防范问题。
2．将银行资产风险监管分为內生监控和外生监管，以此作为监管阶段划分的依据。第一代的监管理论是內生监管理论，第二代的监管理论为外生监管理论。內生型和外生型的划分依据：第一、监管的范围是否跨越了银行的组织边界。跨越了银行组织边界的作为㚈生监管，这是信息时代银行监管的一个重要特征。第二、监管的着眼点是对银行內部效率还是外部效率的追求。外生监管不仅追求内部效率，更追求外部效率。第三，监管的效率长短。內生形监管更多重视战术上考虑，是应对业务发展与监管矛盾的与时俱进的管理方式；而外生监管更多是从战略上考虑，能够创造出持久的监管模式和竞争优势。从內生形监管到外生监管双管齐下，是银行资产风险监管的一个自然演进过程，安的內在推动力是对银行持续竞争力的不断追求。
3．管理流程再造是银行资产风险监管的组织保障。本文对资产营运过程进行的流程再造，实际上更是一种管理创新。银行管理理念的不断创新是流程再造的重要前提，正是通过银行经营理念的彻底变革，银行资产风险管理的组织结构、管理模式、企业文化、价值观等将随之改变，由此达到银行风险资产监管的转换。
4．探寻广西银行业资产风险监管模式。在国外、国内先进地区风险资产管理模式研究的基础上，外进统一监管框架，结合我国银行业的实际情况，特别是广西银行业的特点，探讨广西银行业资产风险监管的必要性和可行性，并提出作者的一些基本构想，是本文的又一努力。
现在，中国正在实施西部开发战略，广西作为沿海、沿边（疆）、沿江的西部地区，具有举足轻重的作用。广西银行业资产风险的监管是否成功，决定能否成为一个有效的充满竞争的银行体系，作为一个体系，反作用于广西国民经济的调控作用和效果；作为一家银行，失败则将被迫退出市场。
Whether risk could be controlled is one of core problems in the course of banking system reform in Guangxi Province in P.R.C. Payment crisis of some financial institutions happened in some regions in Guangxi and other many cases causes us to realize that banking stability and safety has a close bearing on that of the whole financial system in certain area and nation.
We think that it is very difficult to solve the problem of banking asset quality in Guangxi. Firstly, banking efficiency in Guangxi is fairly low and further forms regional loss. Secondly, banking risk there possess the feature of transitivity, expansion, hysteresis and extension. Thirdly, most of banking profit in Guangxi is obtained through interest differential between deposits and loans, while income of intermediary business is extremely low. And credit exposure is accumulating gradually in Guangxi. Ultimately there is a phenomenon of moral hazard and financial corruption in Guangxi banking sector. Economic and financial development would be influenced and national interests would be damaged and reform cost would be raised by any wrong step or impatience throughout the banking system reform.
In view of the above, in order to study the problem of Guangxi banking asset risk, we firstly study the situation of banking assets risk in Guangxi from a macroeconomic angle and hold the background of banking assets risk well. Then we turn to the core of the paper—middle and microeconomic study of financial theory. In this section we shall make sure scientific and reasonable notion, mechanism, framework and measures of asset risk regulation, and accurately deal with the contradiction between asset risk regulation and banking competition capacity raise, and pay more attention to such deep-rooted structural problems as banking system, corporation governance structure and management layer.
There are four creative points: one is that the problem of asset risk and risk precaution would be studied according to regional features. The second creative point is that risk regulation of banking asset would be separated into endogenous supervision and exogenous supervision and thus becomes the causes of supervision phase separation. The third one is that management process reengineering is organization security (insurance) of risk regulation of banking asset. The fourth creative point is to explore supervision model of banking asset risk in Guangxi on the base of domestic and foreign advanced management model of risk asset, combined with our banking practical situation, especially the characteristic of Guangxi banking.
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