摘要
本文运用中国14家上市商业银行2007～2012年半年度财务数据，检验银行流动性风险管理与银行信贷行为之间的关系。结果表明：从贷款利率来看，银行流动性风险的降低（流动性比率增加）能够使银行进行风险更高的贷款，增加银行风险承担能力；从存款利率来看，银行流动性比率的提升可以使银行以更加优惠的利率吸收存款；在金融风险加大时期，持有信贷承诺数量较大的银行会增加流动性资产储备以应对风险，并且信贷承诺对于银行信用总量的增速具有显著的促进作用。商业银行应同时重视流动性和资本充足率，注重表外信用承诺对商业银行流动性风险的影响。
This paper uses the semiannual financial data of the Chinese 14 listed commercial banks during 2007-2012 to examine the relationship between the liquidity risk management and the credit behavior of hanks. The results show that, from the perspective of loan interest rates, the decrease in liquidity risks （increase in liquidity ratio） will enable banks to grant higher-risk loans and improve bank＇s ability to bear risks; from the perspective of deposit interest rates, the increase in liquidity ratio will enable banks to add deposits with more favorable interest rates; when financial risks increase, the bank that makes a commit- ment of large quantities of credits will increase liquidity asset reserves to prevent the risks, and the commitment can significantly promote the growth in the total credits of the bank. Commercial banks should attach importance not only to liquidity but capital adequacy ratio, and pay attention to the impacts of the off-balance-sheet commitment on the liquidity risks.
出处
《金融论坛》
CSSCI
北大核心
2013年第8期10-16,35,共8页
Finance Forum
基金
教育部人文社会科学重点研究基地
中国人民大学中国财政金融政策研究中心重大项目<我国金融风险管理和监管问题研究>(11JJD790009)的阶段性研究成果
关键词
商业银行
银行信贷
流动性风险
存贷利率
信贷承诺
commercial bank
bank credit
liquidity risk
deposit and loan interest rates
credit commitment
