中国上市商业银行活期存款与信贷承诺之间存在协同效应吗?

IIs There Synergy Effect between Transaction Deposit and Loan Commitment in Banks Listed in China?

曾经造成银行挤兑风险的元素可以成为对冲由信贷承诺引发的流动性风险的工具。商业银行流动性风险管理应从基于负债方的单一视角转向基于资产负债表的综合的、整体的视角。商业银行吸收存款和发放贷款之间的协同效应则反映了商业银行流动性风险管理能力。本文研究表明,中国上市商业银行活期存款与信贷承诺间的协同效应并不显著,商业银行没有有效地运用协同效应降低经营风险,中国上市商业银行流动性风险管理能力有待提高。

Transaction deposits which once can induce bank runs can hedge liquidity risk stemming from banks＇ loan commit- ments. This argument change the traditional liquidity risk management based only on the liability side toward to the manage- ment based on an integrated, holistic view of the balance sheet. Using data of Chinese listed commercial banks, this paper show that there is no synergy between transaction deposits and loan commitment in banks listed in China. The banks have not use this synergy effect to reduce banks＇ risk, and we can improve the liquidity risk management in Chinese listed commercial banks.