湖北经济学院学报
湖北經濟學院學報
호북경제학원학보
JOURNAL OF HUBER UNIVERSITY OF ECONOMICS
2013年
6期
31-36
,共6页
商业银行%稳定存款%核心存款%流动性缺口%HP滤波
商業銀行%穩定存款%覈心存款%流動性缺口%HP濾波
상업은행%은정존관%핵심존관%류동성결구%HP려파
stable deposits%core deposits%liquidity gap%HP filtering
稳定(核心)存款是存款总额中长期稳定的部分,具有成本低、利率敏感性低且稳定性高的特点。稳定存款的测算对于商业银行的流动性管理具有重要的意义。本文使用HP滤波法估算出商业银行的稳定存款,通过借鉴国际先进银行普遍采用的流动性缺口模型法,计算了各期的流动性缺口并将其应用到样本银行的长期流动性管理工作。结果表明该方法操作简便易于计算,测量结果与银行实际经营情况相符,对现阶段我国商业银行流动性管理实践具有较强的指导意义。
穩定(覈心)存款是存款總額中長期穩定的部分,具有成本低、利率敏感性低且穩定性高的特點。穩定存款的測算對于商業銀行的流動性管理具有重要的意義。本文使用HP濾波法估算齣商業銀行的穩定存款,通過藉鑒國際先進銀行普遍採用的流動性缺口模型法,計算瞭各期的流動性缺口併將其應用到樣本銀行的長期流動性管理工作。結果錶明該方法操作簡便易于計算,測量結果與銀行實際經營情況相符,對現階段我國商業銀行流動性管理實踐具有較彊的指導意義。
은정(핵심)존관시존관총액중장기은정적부분,구유성본저、리솔민감성저차은정성고적특점。은정존관적측산대우상업은행적류동성관리구유중요적의의。본문사용HP려파법고산출상업은행적은정존관,통과차감국제선진은행보편채용적류동성결구모형법,계산료각기적류동성결구병장기응용도양본은행적장기류동성관리공작。결과표명해방법조작간편역우계산,측량결과여은행실제경영정황상부,대현계단아국상업은행류동성관리실천구유교강적지도의의。
Stable deposits is the long-term stability part of total deposits, it has the characteristics of low cost, low interest rate sensitivity and high stability. Estimating stable deposits has the important significance of liquidity management for the commercial banks. In this paper, we used the HP filter method to estimate banks' stable deposits, and we used the liquidity gap method which was generally adopted by many international advanced banks, X bank as an example, to estimate the liq-uidity gap in each stage .In the end, we did an empirical research on the application of stable deposits on long-term liquidity management. The results show that the method is simple and the result is consistent with banks' actual operation situation, which has strong practical significance to the management of liquidity at the present stage of China's commercial banks.