我国货币政策对股份制商业银行流动性的影响

发布时间：2018-03-18 17:29

本文选题：货币政策　切入点：股份制商业银行　出处：《吉林大学》2017年硕士论文　论文类型：学位论文

【摘要】：近年来随着我国经济贸易的不断发展,外汇占款随之增加,为了应对市场中过剩的流动性,我国中央银行采取了一系列货币政策措施进行对冲干预。而商业银行作为金融体系中最为重要的一环,央行所执行的货币政策必然对其流动性产生深远的影响,所以研究货币政策对商业银行流动性,尤其是股份制商业银行的流动性,是很有必要的。本文的前两个部分分别是导论和文献综述;第三部分为理论分析部分,介绍了商业银行流动性的含义和各种衡量指标,同时介绍了货币政策工具、货币政策目标和货币政策的传导机制;第四部分是货币政策调整和商业银行流动性关系的分析。而后文章通过单位根检验、协整检验、格兰杰因果关系检验以及脉冲响应函数等对货币政策对股份制商业银行流动性的影响进行了实证分析,并根据实证检验的结果对其进行分析总结、提出相应的政策建议。
[Abstract]:In recent years, with the development of China's economy and trade, foreign exchange has increased. In order to cope with the excess liquidity in the market, China's central bank has taken a series of monetary policy measures to hedge its intervention. As the most important part of the financial system, the monetary policy carried out by the central bank must have a far-reaching impact on its liquidity. Therefore, it is necessary to study the monetary policy on the liquidity of commercial banks, especially the liquidity of joint-stock commercial banks. The first two parts of this paper are the introduction and the literature review; the third part is the theoretical analysis. This paper introduces the meaning of the liquidity of commercial banks and various measures, and introduces the monetary policy tools, monetary policy objectives and the transmission mechanism of monetary policy. The 4th part is the analysis of the relationship between monetary policy adjustment and commercial bank liquidity. Then the article passes the unit root test and cointegration test. Granger causality test and impulse response function are used to analyze the effect of monetary policy on liquidity of joint-stock commercial banks.
【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F822.0;F832.33

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