我国商业银行存贷款“冲时点”的实证研究

An Empirical Study on the Time Point Assessment of Deposit and Loan for China's Commercial Banks

采用X-12-ARIMA法对我国商业银行2007—2016年存贷款数据进行实证研究,分析存贷款"冲时点"的变化规律。实证结果表明,我国贷款在1月、3月、6月"冲时点"较为明显,存款在3月、6月"冲时点"较为明显;银监会236号文和《商业银行法》取消存贷比的政策抑制了存款"冲时点"力度。

An empirical research is made on commercial bank data of deposit and loan in the years from 2007 to 2016 in China by using X-12-ARIMA method, with an analysis on the change principles of time point assessment of deposit and loan. The empirical results show that time point assessment of loan in China is more obvious in January, March and June, while time point assessment of deposit is more obvious in March and June ; the CBRC No. 236 File and ＂Commercial Bank Law of the PRC＂ policy of cancellation of deposit loan ratio inhibits the strength of time point assessment.