摘要
本文从近期存贷比的争议出发,对其衡量商业银行流动性的效果、宏观经济的调控作用,以及商业银行是否采取粉饰存贷比的监管套利行为进行分析。选取上市银行存贷比与能体现其资产流动性和负债流动性指标进行对比发现,存贷比在衡量银行流动性方面具有一定的说服力。在对宏观经济调控的效果上,由于贷款余额与货币供应量的相关性逐年减弱,证明依靠存贷比进行贷款规模限制进而调控通胀的方法不具有可持续性。在检验商业银行是否存在粉饰存贷比的行为方面,本文选取贷款损失准备角度进行分析,结论表明上市银行目前总体上并不存在该监管套利行为。
From a controversial issue of loan-to-deposit, this paper studied the liquidity of commercial banks, the role of macroeconomic regulation and control, as well as regulatory arbitrage, t o compare me liquidity indicators of asset and liabilities to the loan-to-deposit ratio, this paper found that the loan-to-de- posit was convincing to measure the bank liquidity. For the effect of macroeconomic regulation, the corre- lation of the loan balance and the money supply was weakened year by year. The way that relied on loan- to-deposit ratio to limit the loan size and regulate the inflation was not sustainable. This paper selected the loan loss provision and showed that the listed banks in general did not have the regulatory arbitrage.
出处
《经济理论与经济管理》
CSSCI
北大核心
2013年第6期91-101,共11页
Economic Theory and Business Management
基金
辽宁省社科联2013年度辽宁经济社会发展立项课题(2013005)
辽宁省社科规划基金项目(2012182)
辽宁省教育厅人文社科项目(W2012170)
关键词
存贷比
流动性
信贷控制
监管套利
loan-to-deposit ratio
liquidity
credit control
regulation arbitrage
