中国上市商业银行流动性实证研究

发布时间：2018-01-04 23:31

本文关键词：中国上市商业银行流动性实证研究　出处：《辽宁大学》2013年硕士论文　论文类型：学位论文

【摘要】：流动性在商业银行经营管理中地位十分重要，流动性管理的成败直接决定着银行是否能够稳健经营，商业银行流动性严重不足时，可能会导致挤兑风潮的发生，资金链出现断裂，甚至对整个金融体系健康发展产生严重的危害。本文从微观角度出发，研究上市银行的流动性及其影响因素，并将上市银行分为三个组别：大型上市银行、股份制上市银行和上市城商行，分别对这三个组别的上市银行的流动性水平进行分析，比较差异，提出有益的建议。本文首先介绍银行流动性定义，通过流动性指标法分析上市商业银行流动现状，并提出上市商业银行流动性存在的问题。由于不同指标分析流动性存在矛盾，进而引出了一种综合性计量上市银行流动性的方法。实证部分包括两部分，，一是计算上市银行流动性水平综合得分，二是分析上市银行流动性影响因素。在计算上市银行流动性综合得分时，运用主成分分析法，利用Bankscope数据库中流动性指标及数据，构建了上市商业银行流动性水平综合得分体系。对2007年至2011年的16家上市银行流动性水平进行了实证分析，并分析了不同组别上市银行流动之间的差异。得出结论是上市城市商业银行流动性最高，大型上市商业银行次之，股份制上市银行流动性最低。此外，对不同组别上市银行流动性差异进行了简要分析。接下来分析了上市银行流动性的影响因素。首先分析了上市银行流动性内、外部影响因素，并利用EVIEWS软件，运用2007-2011年的数据对我国不同组别上市银行的流动性影响因素进行了分析。得出的结论是上市银行的综合实力越强，所受到的内外部影响因素就越少，上市城市商业银行虽然在之前的流动性水平分析中表现最好，但是影响其流动性因素最多。最后，根据本文提出的问题及实证分析的结果，提出进一步加强上市银行流动性管理的对策。相信文本对中国上市银行流动性研究，可以为提高上市银行的流动性管理水平提出一些对策。
[Abstract]:Liquidity is very important in the management of commercial banks. The success or failure of liquidity management directly determines whether the banks can operate stably or not. When the liquidity of commercial banks is seriously insufficient, it may lead to a run. The breakage of the capital chain even causes serious harm to the healthy development of the whole financial system. This paper studies the liquidity of listed banks and its influencing factors from the micro point of view. The listed banks are divided into three groups: large listed banks, joint-stock listed banks and listed city commercial banks. Make useful suggestions. This paper first introduces the definition of bank liquidity, analyzes the liquidity status of listed commercial banks through the liquidity index method, and puts forward the liquidity problems of listed commercial banks. The empirical part includes two parts: one is to calculate the comprehensive score of liquidity level of listed banks, the other is to analyze the influencing factors of liquidity of listed banks. When calculating the comprehensive score of liquidity of listed banks, the principal component analysis method is used, and the liquidity index and data in Bankscope database are used. This paper constructs a comprehensive score system of liquidity level of listed commercial banks, and makes an empirical analysis of the liquidity level of 16 listed banks from 2007 to 2011. The conclusion is that the liquidity of commercial banks in listed cities is the highest, followed by large listed commercial banks, and the liquidity of joint-stock listed banks is the lowest. This paper briefly analyzes the liquidity differences of different groups of listed banks. Then it analyzes the influencing factors of liquidity of listed banks. Firstly, it analyzes the internal and external factors of liquidity of listed banks, and makes use of EVIEWS software. By using the data from 2007-2011, this paper analyzes the influencing factors of liquidity of different groups of listed banks in China. The conclusion is that the comprehensive strength of listed banks is stronger. The less the internal and external influence factors are, the more the liquidity factors of listed city commercial banks are, although they are the best in the previous liquidity level analysis. Finally, according to the problems raised in this paper and the results of empirical analysis, the paper puts forward some countermeasures to further strengthen the liquidity management of listed banks. I believe that the text of the study of liquidity of listed banks in China. Some countermeasures can be put forward to improve the liquidity management level of listed banks.
【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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