CAJ | 학술논문

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。
2006—2013년중국상시상업은행류동성창조총량대폭증장。류동성창조월다，상업은행류동성풍험회월대。운용중국상시상업은행수거실증분석표명，중국상시상업은행자본충족솔월고，은행류동성창조월저，월회강저은행류동성풍험，즉금융취약제출효응점거주도지위。중국상시상업은행신용풍험월고，은행류동성창조량월다，은행류동성풍험월대。
The amount of China's on-listed bank liquidity creation has increased a lot from 2006 to 2013. The more liq-uidity creates, the more liquidity risk that banks face. Empirical studies on China's on-listed bank shows that higher capital ratio means lower liquidity creation, and this will lower the liquidity risk that banks face, in other words, financial fragility-crowding out effect dominance China's on-listed bank. The higher credit risk, the more liquidity creates, and banks will face more liquidity risk.