中国上市商业银行流动性风险影响因素实证研究

Empirical Research of Chinese Commercial Banks' Liquidity Risk Factors

在商业银行的流动性、安全性、盈利性三个管理原则中,流动性居于首位,被视为商业银行经营的生命线。而近年来,随着"金融脱媒"趋势的加剧和监管当局对流动性监管的加强,商业银行在经营中常会出现流动性紧张。为此,论文考察了我国商业银行流动性风险现状,将影响商业银行流动性的因素分为内、外部因素,进而选取我国上市商业银行2007—2013年季度财务数据与部分外部经济数据,按银行规模分类建立面板数据模型进行实证研究,据此对我国商业银行流动性风险管理提出相应的对策建议。

In the ＂three nature＂ （liquidity, security, profitability ） management principles of commercial banks, liquidity living ＂nature＂ of the first, is regarded as the lifeblood of the operation of commercial banks. The paper comprehensively considers the impact on the liquidity of commercial banks from both internal and external, after examining the current situation of Chinese commercial banks liquidity risk, selects the listed commercial banks quarterly financial data for 2007-2013 and some external economic data, and establishes panel data model according to the classification by banks＇ scale to empirical analyze, finally proposes suggestions on Chinese listed commercial banks liquidity risk management according to the analysis results.