商业银行流动性覆盖率的影响因素研究——基于我国上市商业银行的实证分析

Research on the Influencing Factors of the Liquidity Coverage Rate of Commercial Banks ——Based on the Empirical Analysis of China’s Listed Commercial Banks

随着国际上对银行流动性风险的不断重视,基于我国现实背景深入分析商业银行流动性覆盖率(LCR)的影响因素十分必要。本文以上市商业银行为研究对象,选取了2015-2018年的季度数据,旨在寻求影响流动性覆盖率的有关因素及其影响程度。研究发现,不同类型商业银行流动性覆盖率的影响因素不存在显著差异;经济增速和货币供应量对LCR的影响作用更为明显,而且在控制宏观层面因素后,存款增长率和贷款增长率的影响更加显著;在经济增长下行的压力下,商业银行运营质量和盈利能力的矛盾更加突出,其势必会对商业银行的流动性覆盖率产生影响。

With the increasing attention of international Banks liquidity risk,it is necessary to analyze the influencing factors of commercial Banks liquidity coverage ratio (LCR) based on the actual background of China.This paper takes 16 listed commercial Banks as research objects,selects quarterly data from 2015 to 2018,and seeks for relevant factors affecting the liquidity coverage ratio and its influence degree.It is found that there is no significant difference between different types of commercial Banks in the factors affecting liquidity coverage ratio.Economic growth rate and money supply have more obvious effects on LCR,and after controlling macro-level factors,deposit growth rate and loan growth rate have more significant effects.Under the downward pressure of economic growth,the contradiction between the operation quality and profitability of commercial Banks is more prominent,which is bound to affect the liquidity coverage ratio of commercial Banks.