商业银行流动性创造研究

被引：5

作者：

刘志洋 ^{[1
]}

宋玉颖 ^{[2
]}

机构：

[1] 东北师范大学经济学院

[2] 中国农业银行长春培训学院

来源：

湖北经济学院学报 | 2015年 / 13卷 / 06期

基金：

中央高校基本科研业务费专项资金资助;

关键词：

流动性创造; 流动性风险; 偿付能力风险;

D O I：

暂无

中图分类号：

F832.33 [商业银行（专业银行）];

学科分类号：

1201 ; 020204 ;

摘要：

2006—2013年中国上市商业银行流动性创造总量大幅增长。流动性创造越多,商业银行流动性风险会越大。运用中国上市商业银行数据实证分析表明,中国上市商业银行资本充足率越高,银行流动性创造越低,越会降低银行流动性风险,即金融脆弱挤出效应占据主导地位。中国上市商业银行信用风险越高,银行流动性创造量越多,银行流动性风险越大。

引用

页码：30 / 37

页数：8

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