宏观审慎监管与银行流动性创造
Macroprudential Regulation and Bank Liquidity Creation
李洋洋 1李昕玥 2李振3
作者信息
- 1. 中国再保险(集团)股份有限公司
- 2. 北京工业大学
- 3. 北京雁栖湖应用数学研究院;中国人民大学国际货币研究所;中国人民大学重阳金融研究院
- 折叠
摘要
本文全面系统地分析宏观审慎监管对银行流动性创造的影响.研究发现宏观审慎工具对银行流动性创造具有显著抑制作用.宏观审慎监管对全国性商业银行的负向影响弱于区域性银行,对客户集中度低和股权结构较为集中的银行的负向影响也较弱.进一步分析发现,宏观审慎政策的加强,导致银行对宽松货币政策更不敏感,弱化货币政策效果.
Abstract
After a comprehensive and systematic analysis of the impact of macro-prudential regulation on bank liquidity creation,we found that macro-prudential tools have a significant negative effect on bank liquidity creation.The negative effect of macro-prudential regulation on national commercial banks is weaker than that of regional banks,as well as on banks with low concentra-tion of customers and concentrated ownership structure.In addition,the strengthening of macro-prudential policies has made banks less sensitive to loose monetary policies and weakened the effect of monetary policies.
关键词
宏观审慎监管/银行流动性创造/信贷投放/货币政策Key words
Macro-prudential supervision/Bank liquidity creation/Credit delivery/Monetary policy引用本文复制引用
出版年
2024
NETL
NSTL
万方数据