中国商业银行资本结构对其流动性创造的影响
The Impact of Capital Structure of China's Commercial Banks on Their Liquidity Creation
马天 1王晓亮2
作者信息
- 1. 中国银行山西省分行,山西太原,030000
- 2. 山西财经大学会计学院,山西太原,030006
- 折叠
摘要
利率市场化对商业银行流动性创造能力的提升有着明显的促进作用,但商业银行资本结构不利于其流动性创造水平的提高.在二者共同作用下,利率市场化对商业银行流动性创造能力的提升效果更为明显,而商业银行资本结构对其流动性创造能力的抑制作用有所降低;此外,商业银行的资产规模、不良贷款率对其流动性创造能力的提升有着较为明显的负向作用,但商业银行的存贷比、国内生产总值增长率对商业银行的流动性创造的影响不明显.因此,我国应加大对贷款溢价较高企业的信贷投放力度,对不同性质的商业银行施行差异化监管策略;同时,商业银行要加快业务转型,减少对存款的依赖,实现从存贷业务向中间业务的盈利模式转变.
Abstract
Interest rate marketization has a significant role in improving the liquidity creation capabilities of com-mercial banks,but the capital structure of commercial banks is not conducive to improving their liquidity creation levels.Under the combined effect of the two,interest rate marketization has a more obvious effect on improving the liquidity creation ability of commercial banks,while the inhibitory effect of commercial banks'capital structure on their liquidity creation ability has been reduced.In addition,the asset size and non-performing loan ratio of com-mercial banks have a relatively obvious negative effect.However,the loan-to-deposit ratio of commercial banks and GDP growth rate have no obvious impact on the liquidity creation of commercial banks.Therefore,the nation should increase credit extension to enterprises with higher loan premiums and implement differentiated supervision strate-gies for different types of commercial banks.Commercial banks must accelerate business transformation and reduce their reliance on deposits,and realize the transformation of profit model from deposit and loan business to intermedi-ary business.
关键词
利率市场化/商业银行资本结构/流动性创造Key words
Interest Rate Marketization/Commercial Bank Capital Structure/Liquidity Creation引用本文复制引用
基金项目
教育部人文社会科学研究规划基金(18YJA630112)
出版年
2024
NETL
NSTL
万方数据