财经科学
財經科學
재경과학
Finance and Economics
2015年
5期
11~20
,共null页
存款结构 商业银行 流动性准备
存款結構 商業銀行 流動性準備
존관결구 상업은행 류동성준비
Deposit Structure; Commercial Banks; Liquidity Reserve
在金融脱媒和利率市场化经营环境下,商业银行的存款稳定性被冲击。本文基于2004-2014年我国10家上市银行的面板数据。对银行存款结构变动与银行流动性准备之间的动态关系进行了实证检验。结果表明:在相关性方面,易变性存款率、存款总额、同业拆借市场利率均与银行流动性准备正向相关;在弹性分析方面,易变性存款率每增加1%,银行流动性准备率就上升0.54%。
在金融脫媒和利率市場化經營環境下,商業銀行的存款穩定性被遲擊。本文基于2004-2014年我國10傢上市銀行的麵闆數據。對銀行存款結構變動與銀行流動性準備之間的動態關繫進行瞭實證檢驗。結果錶明:在相關性方麵,易變性存款率、存款總額、同業拆藉市場利率均與銀行流動性準備正嚮相關;在彈性分析方麵,易變性存款率每增加1%,銀行流動性準備率就上升0.54%。
재금융탈매화리솔시장화경영배경하,상업은행적존관은정성피충격。본문기우2004-2014년아국10가상시은행적면판수거。대은행존관결구변동여은행류동성준비지간적동태관계진행료실증검험。결과표명:재상관성방면,역변성존관솔、존관총액、동업탁차시장리솔균여은행류동성준비정향상관;재탄성분석방면,역변성존관솔매증가1%,은행류동성준비솔취상승0.54%。
In the operation environment of fmancial disintermediation and interest rate marketization, the deposit stability of commercial banks is given a strong shock. Based on the panel data of 10 hsted Banks from 2004 to 2014 in China, this article has conducted an empirical test of the dynamic relationship between structural change of bank deposits and its liquidity reserve. Results show that in the correlation aspect, variability interbank deposit rate, total deposits, market lending interest rate are positively correlated with bank liquidity reserve. In terms of elastic analysis, when variability deposit rate increases by 1%, bank liquidity reserve increased by 0.54%.