本文選題：銀行間市場(chǎng)　切入點(diǎn)：同業(yè)業(yè)務(wù)　出處：《財(cái)經(jīng)科學(xué)》2017年11期

【摘要】：本文利用2007—2014年中國(guó)商業(yè)銀行同業(yè)借貸數(shù)據(jù),實(shí)證分析了中國(guó)銀行間市場(chǎng)的運(yùn)行邏輯。研究發(fā)現(xiàn),各類銀行的同業(yè)借貸行為存在顯著差異,以國(guó)有銀行和股份制銀行為代表的大銀行流動(dòng)性水平較低,但它們是銀行間市場(chǎng)上主要的資金提供方。以城市商業(yè)銀行和農(nóng)村商業(yè)銀行為代表的小銀行流動(dòng)性水平更高,它們更傾向通過回購市場(chǎng)融入資金,較少參與同業(yè)拆借市場(chǎng)。本文還驗(yàn)證了商業(yè)銀行進(jìn)行同業(yè)借貸的三個(gè)主要?jiǎng)訖C(jī),即正常的流動(dòng)性管理需求、為影子銀行提供流動(dòng)性的監(jiān)管套利需求和跨區(qū)域配置資金需求。本文的研究有助于理解我國(guó)銀行間市場(chǎng)的運(yùn)行邏輯以及銀行間市場(chǎng)與實(shí)體經(jīng)濟(jì)之間的關(guān)系。
[Abstract]:Based on the data of interbank lending in China from 2007 to 2014, this paper empirically analyzes the logic of interbank lending in China. The liquidity level of large banks, represented by state-owned banks and joint-stock banks, is relatively low, but they are the main providers of funds in the interbank market. The liquidity level of small banks, represented by urban commercial banks and rural commercial banks, is even higher. They tend to integrate funds through the repo market and participate less in the interbank lending market. This paper also verifies that commercial banks have three main motives for interbank lending, that is, normal liquidity management needs. This study is helpful to understand the operational logic of the interbank market and the relationship between the interbank market and the real economy.
【作者單位】： 西南財(cái)經(jīng)大學(xué)金融學(xué)院、博士后流動(dòng)站;西南財(cái)經(jīng)大學(xué)中國(guó)金融研究中心;
【基金】：教育部人文社科重點(diǎn)研究基地重大項(xiàng)目“我國(guó)城市商業(yè)銀行公司治理優(yōu)化研究——基于民間資本進(jìn)入和銀行公司治理特殊性的雙重視角”(14JJD790026) 國(guó)家社會(huì)科學(xué)基金重點(diǎn)項(xiàng)目“基于金融分權(quán)視角的地方金融控股集團(tuán)研究”(17AJY029)
【分類號(hào)】：F832.5

【相似文獻(xiàn)】

相關(guān)碩士學(xué)位論文 前7條

1 張，

本文編號(hào)：1697379