CAJ | 학술논문

存贷期限错配的流动性风险存在顺周期性与传染性，有必要从宏观审慎视角分析存贷期限错配流动性风险与系统性风险的关系。通过测算期限错配流动性缺口，对我国商业银行业资产占比很大的15家商业银行的存贷期限错配流动性风险进行识别，得出存贷期限错配流动性风险是2013年“钱荒”事件发生的重要导因的结论。采用适当的变量并通过面板回归模型分析，能够识别存贷款期限错配流动性风险的主要宏观影响因素和微观影响因素。因此，应从国家金融管理部门的外部控制和商业银行的内部控制两个方面控制存贷期限错配的流动性风险。
존대기한착배적류동성풍험존재순주기성여전염성，유필요종굉관심신시각분석존대기한착배류동성풍험여계통성풍험적관계。통과측산기한착배류동성결구，대아국상업은행업자산점비흔대적15가상업은행적존대기한착배류동성풍험진행식별，득출존대기한착배류동성풍험시2013년“전황”사건발생적중요도인적결론。채용괄당적변량병통과면판회귀모형분석，능구식별존대관기한착배류동성풍험적주요굉관영향인소화미관영향인소。인차，응종국가금융관리부문적외부공제화상업은행적내부공제량개방면공제존대기한착배적류동성풍험。
Due to liquidity risk's procyclicality and contagion,it is necessary to analyze the re-lationship between liquidity risk of deposit and loan maturity mismatch and systemic risk from the macro-prudential perspective.This paper measures the liquidity gap to recognize the liquidity risk caused by maturity mismatch of 1 5 commercial banks in China,these banks'assets account for a very large share of commercial banks.The results show that the liquidity risk of deposit and loan maturity mismatch is a significant reason for the 2013 “Money Shortage”event.Furthermore, panel regression model is introduced to recognize the macro factors,as well as the micro factors, influencing commercial banks'liquidity risk of deposit and loan maturity mismatch.On this basis, it is suggested to manage the liquidity risk of deposit and loan maturity mismatch by both external control from national financial departments and internal discipline from commercial banks.