摘要
本文基于典型相关分析的协调度模型,分析12家上市商业银行的"安全性、盈利性、流动性"平衡状况。研究结果表明,2005~2013年,12家上市商业银行"三性"协调水平逐步提高,经历了中度失调→低度失调→勉强协调→中度协调状态,但自2011年起,上市商业银行的"三性"协调水平提高趋缓甚至有所下降;总体上4家上市大型商业银行"三性"平衡管理能力相对较强;2011年后不同类型的上市商业银行之间"三性"的协调度水平相差无几。为提高"三性"平衡水平,应进一步完善商业银行资产负债管理体系,改善存贷款的行业与期限结构。
Based on the coordination degree model of canonical correlation analysis, this paper analyzes the status of the balance among the safety, profitability and liquidity(SPL) of commercial banks. The results of paper show that, during 2005-2013,the level of SPL coordination of 12 listed commercial banks gradually increased, and experienced a process of moderate disorder → low disorder → slight coordination → moderate coordination; but since 2011, the level of SPL coordination increases slowly and even declines; the capabilities of four large commercial banks to manage the SPL balance are relatively strong; after 2011, the level of the SPL coordination of different type of listed commercial bank is almost the same. To improve the level of SPL coordination, it's necessary to further improve the management system of the asset and liability of commercial banks, and the industry and term structure of deposits and loans.
出处
《金融论坛》
CSSCI
北大核心
2015年第2期46-53,共8页
Finance Forum
