商业银行存贷款期限错配状况及影响因素分析
关键词 商业银行 期限结构 短存长贷 流动性风险
毕业论文外文摘要
Title the Present Situation of Maturity mismatch with Commercial bank deposits and loans and its influencing factors analysis
Abstract
In recent years,commercial banks maturity mismatch has aroused more and more attention. Researchers focused on the possibility of harm and try to explore measures to deal with it,and supervisors also pay more attention to it which might be along with the the liquidity risk.At the same time ,the maturity mismatch is likely to bring the bank's payment crisis, while there may be risk of inpidual bank risk is converted into the bank system.This article described the changes in deposits and loans of commercial banks,liquidity gap compared to deposit ratio changes, changes in the ratio of demand deposits to total deposits, changes in long-term loans to total loans ratio of the amount, to analyze the present situation of commercial bank maturity mismatch about deposits and loans. Then, by using the panel data, linear models were established by significant analysis.last,with extracting the main factors which affect the degree of maturity mismatch , the article also made some constructive suggestions and generated some thought during the study.
Keywords commercial banks maturity mismatch liquidity risk
目次
1 绪论 1
1.1 引言 1
1.2 相关研究概述 1
1.3 研究内容 2
2 商业银行存贷款期限错配现状 3
2.1 商业银行的整体变化情况 3
2.1.1 存款的变化 3
2.1.2 贷款的变化 4
2.2 商业银行流动性缺口分析 5
2.3 比例指标分析 6
2.3.1 总额比例指标分析 6
2.3.2 项目额度比例分析 8
2.4 小结 9
3 商业银行存贷款期限错配影响因素的实证研究 10
3.1 变量选取 10
3.2 回归分析 11
3.3 实证结果论证及分析 12
4 关于商业银行存贷款期限错配的解决建议 13
4.1 国家的宏观控制 13
4.2 银行的内部调控 13
结论 15
致谢 17
参考文献 18
1 绪论
1.1 引言
商业银行作为银行这种牵扯到货币往来的工商企业，缺乏主动负债的能力，负债的变化容易受储户行为的影响，同时，其资产也收到中央银行及银监会的监管和限制。这种不同于普通的工商企业的资产负债状态决定了商业银行是一种高风险的的特殊企业，同时，盈利性作为银行公司制、股份制后的必然追求，其对于银行的决策行为的约束力也很强。因此，找到收益和安全二者之间的平衡是其稳定发展的关键所在。相对短期投资来说，长期投资、长期贷款等收益相对较高且稳定，同时短期存款的成本相对较低，人们也更倾向于将存款活期存入。为了提高收益水平，增加资金的使用效率，银行往往不会实行完全匹配的资产负债期限结构，“短存长贷”成了一种较为普遍的现象，即用短期存款为中长期资金使用融资。