【摘要】：隨著利率市場(chǎng)化進(jìn)程的不斷推進(jìn)、金融脫媒腳步的加快、同業(yè)競(jìng)爭(zhēng)的加劇,過去銀行通過存貸款業(yè)務(wù)帶來的息差就能持續(xù)盈利的狀況已經(jīng)不復(fù)存在。這樣的背景下,近年來同業(yè)業(yè)務(wù)逐漸成為銀行主要業(yè)務(wù)之一。同業(yè)業(yè)務(wù)的創(chuàng)新發(fā)展一方面為銀行發(fā)展帶來了活力,改善了銀行的經(jīng)營(yíng)狀況,為銀行業(yè)轉(zhuǎn)型升級(jí)提供了新方向。另一方面,資金在金融系統(tǒng)內(nèi)的快速融通滿足了不同的投融資需求,提高了資金利用效率。但是,與此同時(shí)銀行在開展同業(yè)業(yè)務(wù)時(shí)存在許多潛在的風(fēng)險(xiǎn)因素,削弱了監(jiān)管的效力,對(duì)金融系統(tǒng)的穩(wěn)定產(chǎn)生不良影響。正確地認(rèn)識(shí)同業(yè)業(yè)務(wù),探究同業(yè)業(yè)務(wù)所帶來的風(fēng)險(xiǎn)問題對(duì)于規(guī)范同業(yè)業(yè)務(wù)發(fā)展十分重要。因此本文將通過定性與定量的研究方法,闡述同業(yè)業(yè)務(wù)發(fā)展的現(xiàn)狀、業(yè)務(wù)模式、發(fā)展的驅(qū)動(dòng)因素。在此基礎(chǔ)上,從微觀和宏觀兩個(gè)層面探索同業(yè)業(yè)務(wù)可能帶來的風(fēng)險(xiǎn)和金融系統(tǒng)不穩(wěn)定的問題。通過對(duì)同業(yè)業(yè)務(wù)的梳理以及近年來出現(xiàn)的“錢荒”問題,本文認(rèn)為同業(yè)業(yè)務(wù)容易引發(fā)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)的問題。因此,本文余下的部分利用我國(guó)21家商業(yè)銀行2009~2015年面板數(shù)據(jù),結(jié)合PCA方法,綜合考察商業(yè)銀行流動(dòng)性的影響因素,分析同業(yè)業(yè)務(wù)對(duì)銀行流動(dòng)性的影響。實(shí)證結(jié)果顯示:樣本中國(guó)有商業(yè)銀行、股份制銀行、城商行農(nóng)商行三類銀行中,國(guó)有商業(yè)銀行整體流動(dòng)性水平較高、中小規(guī)模城商行農(nóng)商行流動(dòng)性水平相對(duì)薄弱;同業(yè)資產(chǎn)業(yè)務(wù)與同業(yè)負(fù)債業(yè)務(wù)均與銀行流動(dòng)性水平呈負(fù)相關(guān)關(guān)系,同業(yè)業(yè)務(wù)的擴(kuò)張會(huì)引起流動(dòng)性水平的下降。
[Abstract]:With the development of interest rate marketization, the acceleration of financial disintermediation and the aggravation of interbank competition, the situation that banks can make profits continuously through deposit and loan business in the past no longer exists. In this context, interbank business has gradually become one of the main business of banks in recent years. On the one hand, the innovation and development of interbank business bring vitality to the development of banks, improve the operating conditions of banks, and provide a new direction for banking transformation and upgrading. On the other hand, the rapid financing of funds in the financial system meets different investment and financing needs and improves the efficiency of capital utilization. However, at the same time, there are many potential risk factors in the development of interbank business, which weakens the effectiveness of supervision and has a negative impact on the stability of the financial system. It is very important to understand the interbank business correctly and to explore the risks brought by the interbank business in order to standardize the development of the interbank business. Therefore, through qualitative and quantitative research methods, this paper expounds the status quo, business model and driving factors of the development of the same industry business. On this basis, the risks and financial system instability caused by interbank business are explored from both micro and macro levels. Through combing the interbank business and the problem of "money shortage" in recent years, this paper thinks that the interbank business can easily lead to the liquidity risk of commercial banks. Therefore, the remaining part of this paper makes use of the panel data of 21 commercial banks in China from 2009 to 2015, combined with the PCA method, to investigate comprehensively the influencing factors of the liquidity of commercial banks, and to analyze the influence of interbank business on bank liquidity. The empirical results show that among the three kinds of banks, state-owned commercial banks, joint-stock banks and agribusiness banks, the overall liquidity level of state-owned commercial banks is relatively high, while the level of liquidity of small and medium-sized commercial banks is relatively weak. Interbank assets business and interbank liability business have negative correlation with bank liquidity level, and the expansion of interbank business will lead to the decline of liquidity level.
【學(xué)位授予單位】：暨南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.2

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