外汇存贷款、贸易融资与汇率、利率的实证关系分析及启示  

Empirical analysis and enlightenments of relations between FX deposits/loans, trade financing and exchange rate, interest rate

作　　者：王莹[1] 王旭东[1] 

机构地区：[1]中国人民银行沈阳分行国际收支处

出　　处：《中国货币市场》2015年第11期35-39,共5页China Money

摘　　要：伴随今年以来本外币利差的收窄和人民币汇率的调整，商业银行外汇存贷款和贸易融资也出现了一定的波动。对于汇率、利差变化是否以及如何影0~91,币存贷款和贸易融资变动，文章以辽宁省为例，对2012年6月以来外汇存贷款、贸易融资与汇率、利率之间的变动情况进行实证检验分析，进而估测它们之间的内在变动关系，以期为加强相关监测分析和风险防范提供参考。Along with the narrowed spread between RMB and foreign currencies and RMB exchange rate adjustment in 2015, commercial banks＇ FX deposits/loans and trade financing also saw some fluctuations. Whether and how the exchange rate and interest rate changes affect FX deposits/loans and trade financing？ Taking Liaoning Province as an example, the article empirically analyzes the changes spotted in FX deposits/loans, trade financing and exchange rate, interest rate since June 2012, and then estimates the relations between them, with the aim to provide reference for strengthening related monitoring analysis and risk prevention.

关 键 词：人民币汇率 贸易融资 实证检验 存贷款 外汇 利率 商业银行 变动情况 

分 类 号：F832.63[经济管理—金融学]