摘要
2006—2013年中国上市商业银行流动性创造总量大幅增长。流动性创造越多,商业银行流动性风险会越大。运用中国上市商业银行数据实证分析表明,中国上市商业银行资本充足率越高,银行流动性创造越低,越会降低银行流动性风险,即金融脆弱挤出效应占据主导地位。中国上市商业银行信用风险越高,银行流动性创造量越多,银行流动性风险越大。
The amount of China＇s on-listed bank liquidity creation has increased a lot from 2006 to 2013. The more liq-uidity creates, the more liquidity risk that banks face. Empirical studies on China＇s on-listed bank shows that higher capital ratio means lower liquidity creation, and this will lower the liquidity risk that banks face, in other words, financial fragility-crowding out effect dominance China＇s on-listed bank. The higher credit risk, the more liquidity creates, and banks will face more liquidity risk.
出处
《湖北经济学院学报》
2015年第6期30-37,共8页
Journal of Hubei University of Economics
基金
国家社会科学基金青年项目(15CJY083)
中央高校基本科研业务费专项资金资助(2412015KJ029)
教育部人文社会科学重大项目(11JJD790009)
