银行业竞争度变动对商业银行流动性创造的影响——基于中国银行业的实证分析

发布时间：2018-06-19 14:24

本文选题：Lerner指数 + 流动性创造　；参考：《金融经济学研究》2016年04期

【摘要】：以中国银行业2002~2014年的宏微观数据,应用Lerner指数、流动性分类法分别对竞争度与流动性创造进行测算,并运用动态面板系统广义矩法,考察中国银行业竞争度变动对商业银行流动创造的影响。结果显示:总体上银行业竞争度提高减少了银行流动性创造;分类型看,国有控股银行竞争度变动对流动性创造并没有显著的影响,股份制商业银行竞争度提高增加了流动性创造,而地方商业银行竞争度提高则减少了流动性创造。这表明在利率市场化改革的过程中应把握好改革节奏,避免改革带来过度竞争。建议采取差别化的改革策略,加快形成存贷款利率随市场竞争灵活调整的机制。
[Abstract]:Based on the macro and micro data of China's banking industry from 2002 to 2014, this paper uses Lerner index and liquidity classification method to measure the degree of competition and liquidity creation, and applies the generalized moment method of dynamic panel system. To investigate the impact of the change of competition degree on the flow creation of commercial banks in China. The results show that the increase of banking competition reduces the creation of bank liquidity, and the change of competition degree of state-owned holding banks has no significant effect on liquidity creation by type. The increase of competitive degree of joint-stock commercial banks increases liquidity creation, while that of local commercial banks reduces liquidity creation. This indicates that in the process of interest rate marketization reform, we should grasp the reform rhythm and avoid excessive competition. It is suggested that the differential reform strategy be adopted to accelerate the formation of a flexible adjustment mechanism of deposit and loan interest rates with market competition.
【作者单位】：东莞理工学院经济贸易系;广西大学商学院;
【基金】：国家自然科学基金项目(71463003) 广东自然科学基金项目(2015A030313656)
【分类号】：F832.33

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