我国商业银行资本结构与流动性关系实证分析  

An Empirical Analysis of the Relationship between Capital Structure and Liquidity of China's Commercial Banks

作　　者：邹宗森[1] 

机构地区：[1]中国社会科学院研究生院,北京102488

出　　处：《上海金融》2013年第8期43-47,117,共5页Shanghai Finance

摘　　要：本文通过建立面板数据模型分析了我国商业银行资本结构与流动性的关系,实证结果表明银行资本结构对于流动性状况产生重要影响,银行杠杆率和资本充足率越高,其面临流动性风险就越小;此外,银行规模和盈利水平也对流动性状况产生重要影响。重视银行流动性管理,优化银行资本结构,强化银行资本监管,激励银行稳健经营,对于维护宏观金融稳定、促进经济和社会发展有重要意义。The article constructs a panel data model to analyze the relationship between capital structure and liquidity of China's commercial banks.The empirical result shows that capital structure has an important impact on bank liquidity.The higher the leverage ratio and capital ade quacy ratio are,the smaller the liquidity risk is.Besides,bank size and profitability also have important influence on liquidity.It's of vital impor tance in maintaining macro finance stability and promoting economic and social development to value liquidity management,optimize capital struc ture,strengthen the supervision and regulation of bank capital and encourage steadfast management.

关 键 词：资本结构 流动性合成指数 流动性管理 新巴塞尔资本协议Ⅲ 

分 类 号：F832[经济管理—金融学]