發(fā)布時(shí)間：2021-10-25 09:41

　　商業(yè)銀行最重要的功能是為經(jīng)濟(jì)體創(chuàng)造流動(dòng)性,但是目前為止,這一職能在敘利亞情境中尚未得到應(yīng)有重視。本研究旨在探討敘利亞銀行業(yè)創(chuàng)造的流動(dòng)資金數(shù)額,并探討其與商業(yè)銀行一些主要特征之間的關(guān)系,如銀行資本、CAMEL評級制度和銀行盈利能力。本研究采用最全面的方法衡量銀行流動(dòng)性創(chuàng)造,并使用普通最小二乘法,以敘利亞所有15家商業(yè)銀行2004-2017年期間的面板數(shù)據(jù)為樣本得到171個(gè)銀行年度觀測值。研究結(jié)果表明,平均而言,敘利亞銀行業(yè)在流動(dòng)性創(chuàng)造方面是無效的,尤其是在戰(zhàn)爭期間。結(jié)果還顯示,在眾多商業(yè)銀行中伊斯蘭銀行是流動(dòng)性創(chuàng)造表現(xiàn)最佳的銀行;而做為唯一的國有商業(yè)銀行,敘利亞商業(yè)銀行對于流動(dòng)性創(chuàng)造的表現(xiàn)是最差的,不僅沒有創(chuàng)造流動(dòng)性而且破壞了流動(dòng)性�；貧w分析結(jié)果顯示,銀行資本對流動(dòng)性創(chuàng)造有負(fù)面影響,支持金融脆弱性擠出假說,高度資本化導(dǎo)致流動(dòng)性創(chuàng)造不足,這種結(jié)果主要體現(xiàn)在高資本化銀行和低流動(dòng)性創(chuàng)造銀行中。CAMEL評級系統(tǒng)對流動(dòng)性創(chuàng)造水平的評價(jià)是可行的,因?yàn)槠浔嚷蕦α鲃?dòng)性創(chuàng)造的影響是顯著的。結(jié)果還顯示流動(dòng)性創(chuàng)造會(huì)顯著負(fù)向影響銀行盈利能力,支持破產(chǎn)成本假說,流動(dòng)性創(chuàng)造可以增加非流動(dòng)性風(fēng)險(xiǎn)水平,進(jìn)而降低銀行的... 

【文章來源】：東北財(cái)經(jīng)大學(xué)遼寧省

【文章頁數(shù)】：137 頁

【學(xué)位級別】：博士

【文章目錄】：
Acknowledgements
Abstract
摘要
List of Abbreviations
List of Publications
1 Introduction
    1.1 Background of the Study
    1.2 Syria as a context of Analysis
        1.2.1 Syria at a Glance
        1.2.2 Syria- before the conflict
        1.2.3 The Syrian conflict
        1.2.4 Economic Indicators
        1.2.5 The Syrian Banking Sector
    1.3 Research Gap, Significance and Innovation
        1.3.1 Research Gap
        1.3.2 The significance of the Study
        1.3.3 Study Innovation
    1.4 Research Objectives and Questions
        1.4.1 Research Objectives
        1.4.2 Research Questions
    1.5 Structure of the dissertation
2 Theoretical Framework
    2.1 Theory of Liquidity Creation
        2.1.1 Liquidity Creation-On-balance sheet
        2.1.2 Liquidity Creation- Off-balance sheet
    2.2 Summary
3 Analysis of Syrian banks' liquidity creation
    3.1 Data
    3.2 Measurement of Bank Liquidity Creation
        3.2.1 Liquidity Transformation Measure (LT Gap)
        3.2.2 Liquidity Creation Measure
    3.3 Liquidity Creation of the Syrian Commercial Banks
    3.4 The components of liquidity creation
    3.5 Liquidity Creation by Bank
    3.6 Liquidity Transformation Gap
    3.7 Summary
4 Bank capital and Liquidity Creation
    4.1 Literature Review and Hypotheses Development
        4.1.1 The literature on Bank Liquidity Creation
        4.1.2 The literature on bank capital and liquidity creation
        4.1.3 Hypotheses Development
    4.2 Variable selection
    4.3 Model design
    4.4 Results and Discussion
        4.4.1 Descriptive Statistics
        4.4.2 Correlation Matrix
        4.4.3 Multiple regression results
        4.4.4 Further Analysis
        4.4.5 Robustness Test
    4.5 The conclusion of Chapter 4
5 The CAMEL rating system and Liquidity Creation
    5.1 Literature Review and Hypotheses Development
        5.1.1 Capital Adequacy
        5.1.2 Asset Quality
        5.1.3 Management Efficiency
        5.1.4 Earning Ability
    5.2 Variable selection
    5.3 Model design
    5.4 Results and Discussion
        5.4.1 Descriptive statistics
        5.4.2 Correlation matrix
        5.4.3 Multiple regression results
        5.4.4 Further analysis
        5.4.5 Robustness test
    5.5 The conclusion of Chapter 5
6 Liquidity Creation and bank profitability
    6.1 Literature Review and Hypotheses Development
        6.1.1 Literature Review
        6.1.2 Hypotheses Development
    6.2 Variable selection
    6.3 Model design
    6.4 Results and Discussion
        6.4.1 Descriptive Statistics
        6.4.2 Correlation Matrix
        6.4.3 Results of the regression analysis
        6.4.4 Further Analysis
        6.4.5 Robustness Test
    6.5 The conclusion of Chapter 6
7 The role of war
    7.1 Bank capital and liquidity creation-war effect
    7.2 The CAMEL rating system and liquidity creation-war effect
    7.3 Liquidity creation and bank profitability- war effect
    7.4 The conclusion of Chapter 7
8 Conclusion Remarks and Policy Implications
    8.1 Conclusion Remarks
    8.2 Policy Implications
    8.3 Limitations
References



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