【摘要】：近年來,流動性管理引起了監(jiān)管機構(gòu)的重視,本文使用我國113家商業(yè)銀行1998~2014年度非平衡面板數(shù)據(jù),研究流動性覆蓋率(LCR)和凈穩(wěn)定資金比例(NSFR)這兩個流動性監(jiān)管指標(biāo)對銀行風(fēng)險承擔(dān)渠道傳導(dǎo)效率的影響。實證結(jié)果表明:我國銀行風(fēng)險承擔(dān)渠道存在,寬松的貨幣政策會激發(fā)銀行的風(fēng)險承擔(dān),并且流動性監(jiān)管的加強也會增強貨幣政策風(fēng)險承擔(dān)渠道的傳導(dǎo)效率。從銀行微觀特征看,流動性監(jiān)管對貨幣政策風(fēng)險承擔(dān)渠道傳導(dǎo)效率的影響在中等規(guī)模的銀行中更加顯著。
[Abstract]:In recent years, liquidity management has attracted the attention of regulators. This paper uses the unbalanced panel data of 113 commercial banks in China in 1998 / 2014. The effects of liquidity coverage (LCR) and net stable fund ratio (NSFR) on the transmission efficiency of banks' risk-bearing channels were studied. The empirical results show that there are risk-bearing channels in China's banks, and loose monetary policy will stimulate the risk-taking of banks, and the strengthening of liquidity supervision will also enhance the transmission efficiency of risk-bearing channels of monetary policy. From the micro-characteristics of banks, the influence of liquidity supervision on the transmission efficiency of risk-bearing channels of monetary policy is more significant in medium-sized banks.
【作者單位】： 中國人民大學(xué)財政金融學(xué)院;天津財經(jīng)大學(xué)經(jīng)濟學(xué)院;
【基金】：教育部人文社會科學(xué)重點研究基地重大項目(11JJD790009) 中國人民大學(xué)2016年度拔尖創(chuàng)新人才培育資助項目
【分類號】：F822.0

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