资本账户开放、商业银行存贷比与信贷风险  

The Capital Account Liberalization, Loan-Deposit Ratios of Commercial Banks and Credit Risks

作　　者：刘刚[1] 卢燕峰 

机构地区：[1]广东财经大学金融学院

出　　处：《金融论坛》2015年第3期62-70,80,共10页Finance Forum

基　　金：国家自然科学基金面上项目"金融加速器效应顺周期性的多维测度与调控政策研究"(71473039);国家社会科学基金一般项目"通货膨胀预期陷阱视角下货币政策预期管理研究"(13BJL025)

摘　　要：本文采用2006~2013年20家商业银行的动态面板数据,实证分析资本账户开放、存贷比与中国三类商业银行信贷风险的关系。实证结果显示:各类商业银行信贷风险具有一定的滞后性;四大国有商业银行中存贷比和资本账户开放度与信贷风险呈显著正相关;全国性股份制商业银行中资本账户开放度、存贷比对信贷风险具有显著影响;城市商业银行中资本账户开放度与信贷风险呈显著负相关。因此,四大国有商业银行应注意降低存贷比,全国性股份制商业银行可适当提高存贷比,城市商业银行应适当增加流动性。From the perspective of bank type, this paper uses the dynamic panel data of 20 commercial banks during2006-2013 to analyze the relationships empirically between the capital account liberalization, loan-deposit ratio and the credit risks of three types of Chinese commercial banks. The empirical results indicate that, the credit risks of each type of commercial bank show a lagging feature; the loan-deposit ratio and the degree of the capital account liberalization of four state-owned commercial banks are related significantly and positively to credit risks; the degree of the capital account liberalization and loan-deposit ratio of national joint-stock commercial banks significantly influence credit risks;the capital account liberalization of city commercial banks is significantly related to credit risks. Therefore, the four stateowned commercial banks should pay attention to lower the loan-deposit ratio, and the city commercial banks should increase the liquidity.

关 键 词：资本账户开放 商业银行 存贷比 信贷风险 

分 类 号：F832.2[经济管理—金融学] F832.4