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	我国商业银行资产负债依存度及其影响因素:2004—2011年; Assets-Liability Dependency and Its Influencing Factors of Commercial Banks in China:2004-2011
	苗晓宇 ; 邹志明
	2013-07-25
关键词	依存度 银行资产负债管理 典型相关分析 Assets-Liability Dependency Bank Assets and Liabilities Management Canonical Correlation Analysis
英文摘要	本文根据2004—2011年我国4家国有大型银行、12家股份制商业银行、66家城市商业银行和33家外资银行的面板数据,通过设计变量和测量模型,对我国商业银行资产负债的依存度及其影响因素进行了实证研究。研究结果表明,我国商业银行整体的资产负债依存度在2004—2011年呈现出了先降后升的u型走势。其中,中资银行的u型走势较为明显,波动较大;外资银行资产负债依存度走势平稳,波动较小。在影响因素方面,流动性比率、rOE的波动率、衍生金融资产占比、表外资产占比、非利息收入占比等指标对资产负债依存度影响显著;而资本充足率、资产规模等指标的影响并不显著,但与资产负债依存度的正向关系有逐渐增强的趋势。; Base on the panel datum of 4 state-owned banks,12 joint-equity commercial banks,66 municipal commercial banks and 33 foreign Banks from 2004 to 2011,this paper studies the assets-liabilities dependency and its influencing factors through designing variables and empirical models.The result shows that assets-liabilities dependency of all banks in China presents a U-shaped trend during 2004 -2011.Chinese-funded banks presents more obvious U-shaped trend with high volatility than foreign banks.Assets-liability dependency of foreign banks moves smoothly with less volatility.The result also shows that,the factors which significantly influence the assetsliability dependency include:liquidity ratios,volatility of ROE,derivative financial assets proportion,off-balancesheet assets proportion,non-interest income ratio.Factors which do not have significant influence on assets-liability dependency include:capital adequacy rate and bank scale,however,they are becoming more positively correlated with assets-liability dependency.
语种	zh_CN
内容类型	期刊论文
源URL	[http://dspace.xmu.edu.cn/handle/2288/126069]
专题	经济学院－已发表论文
推荐引用方式 GB/T 7714	苗晓宇,邹志明. 我国商业银行资产负债依存度及其影响因素:2004—2011年, Assets-Liability Dependency and Its Influencing Factors of Commercial Banks in China:2004-2011[J],2013.
APA	苗晓宇,&邹志明.(2013).我国商业银行资产负债依存度及其影响因素:2004—2011年..
MLA	苗晓宇,et al."我国商业银行资产负债依存度及其影响因素:2004—2011年".(2013).

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