本文選題：商業(yè)銀行　切入點(diǎn)：流動性創(chuàng)造　出處：《南京航空航天大學(xué)》2013年碩士論文

【摘要】：根據(jù)現(xiàn)代金融中介理論，商業(yè)銀行在現(xiàn)代經(jīng)濟(jì)生活中扮演著兩種重要職能——流動性創(chuàng)造和轉(zhuǎn)移風(fēng)險。關(guān)于商業(yè)銀行的風(fēng)險轉(zhuǎn)移職能，現(xiàn)在的研究已經(jīng)很成熟，并形成了大量相關(guān)文獻(xiàn)。而關(guān)于商業(yè)銀行的流動性創(chuàng)造職能的研究不是很多，，只有少數(shù)國外的學(xué)者關(guān)注了這一方面。本文借鑒國外學(xué)者的研究結(jié)果，建立了商業(yè)銀行流動性創(chuàng)造的衡量模型，在測算結(jié)果基礎(chǔ)上，分別分析了商業(yè)銀行流動性創(chuàng)造的變化趨勢和影響商業(yè)銀行流動性創(chuàng)造因素，根據(jù)研究結(jié)論提出相應(yīng)政策建議。 本文首先介紹了與商業(yè)銀行流動性創(chuàng)造相關(guān)的金融中介理論：資產(chǎn)轉(zhuǎn)換功能說與轉(zhuǎn)移風(fēng)險功能說，從Diamond Dybvig的委托代理理論角度陳述了商業(yè)銀行流動性創(chuàng)造的機(jī)制，并從研究指標(biāo)角度對傳統(tǒng)研究與本文研究進(jìn)行了界定。 其次在劃分商業(yè)銀行資產(chǎn)負(fù)債業(yè)務(wù)及表外業(yè)務(wù)流動性的基礎(chǔ)上，運(yùn)用“cat-(non)fat”模型對各類別商業(yè)銀行總體流動性創(chuàng)造的數(shù)量及個體商業(yè)銀行流動性創(chuàng)造的數(shù)量進(jìn)行了測量，研究其變化趨勢，得出結(jié)論：第一，不同商業(yè)銀行的流動性創(chuàng)造能力不同；第二，各類別商業(yè)銀行中組內(nèi)商業(yè)銀行間流動性創(chuàng)造數(shù)目差距不同。 再次對商業(yè)銀行流動性創(chuàng)造的影響因素進(jìn)行了分析，首先分析了影響商業(yè)銀行流動性的內(nèi)部和外部因素，之后用面板數(shù)據(jù)模型對2003-2010年所有數(shù)據(jù)可得的163家商業(yè)銀行流動性創(chuàng)造及其組成部分的影響因素進(jìn)行分析，得出結(jié)論：第一，不同類型的商業(yè)銀行流動性創(chuàng)造的影響因素及其作用方向各不相同；第二，不同類型商業(yè)銀行流動性創(chuàng)造的各組成部分對各個影響因素變動的敏感性不同。 最后，本文在前述分析的基礎(chǔ)上，根據(jù)研究結(jié)論分別對商業(yè)銀行和監(jiān)管機(jī)構(gòu)提出一些政策建議，對我國商業(yè)銀行流動性創(chuàng)造的研究在理論上和實(shí)際上都具有積極的現(xiàn)實(shí)意義。
[Abstract]:According to modern financial intermediation theory, commercial banks play two important functions in modern economic life-liquidity creation and risk transfer.About the commercial bank's risk transfer function, the present research has been very mature, and has formed a large number of related literature.But the research on the liquidity creation function of commercial banks is not much, only a few foreign scholars pay attention to this aspect.Based on the research results of foreign scholars, this paper establishes a measurement model of liquidity creation in commercial banks. On the basis of the results, it analyzes the changing trend of liquidity creation in commercial banks and the factors affecting liquidity creation in commercial banks.According to the conclusions of the study, the corresponding policy recommendations are put forward.This paper first introduces the theory of financial intermediation related to liquidity creation of commercial banks: the theory of asset conversion function and the theory of transfer risk, and describes the mechanism of liquidity creation of commercial banks from the perspective of Diamond / Dybvig's principal-agent theory.And from the perspective of research indicators, the traditional research and the study of this paper are defined.Secondly, on the basis of dividing the asset-liability business and off-balance-sheet business liquidity of commercial banks, this paper uses "cat-(non)fat" model to measure the amount of total liquidity created by commercial banks and the amount of liquidity created by individual commercial banks.The main conclusions are as follows: first, different commercial banks have different liquidity creation ability; second, the number of commercial banks in different groups is different.Thirdly, it analyzes the influencing factors of the liquidity creation of commercial banks. Firstly, it analyzes the internal and external factors that affect the liquidity of commercial banks.Then, the panel data model is used to analyze the factors influencing the liquidity creation and its components of 163 commercial banks available in 2003-2010. The conclusions are as follows: first,Different types of commercial banks have different influencing factors and direction of liquidity creation. Secondly, different types of commercial banks have different sensitivity to the changes of each factor.Finally, on the basis of the above analysis, this paper puts forward some policy recommendations to commercial banks and regulators according to the conclusions of the study, which has positive practical significance in theory and in practice for the study of liquidity creation of commercial banks in China.
【學(xué)位授予單位】：南京航空航天大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33;F224

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