摘要
本文在巴塞尔协议Ⅲ的框架下,运用我国上市商业银行2004-2011年杠杆率、流动性和经营绩效的面板数据,对三者之间的关系进行了实证分析,实质上也是分析上市商业银行安全性、流动性和盈利性之间的关系。分析发现,整体上我国上市商业银行杠杆率与经营绩效呈负相关,流动性与经营绩效呈正相关,但国有控股商业银行同中小股份制商业银行和城市商业银行在杠杆率与经营绩效的关系上又存在着差异。本文进一步分析了产生这种差异的原因,并且结合巴塞尔协议Ⅲ的内容对我国商业银行的发展模式和经营管理提出了政策性建议。
Based on the framework of Basel Accord Ⅲ, this article makes an empirical research on leverage ratio, liquidity and operating performance by adopting panel data of Chinese Listed Commercial Banks in 2004-2011.It also essentially analyses the relationship among safety, liquidity and profit. This article shows, as a whole, that the relation between leverage ratio and operating performance is negative in Chinese Listed Commercial Banks while it is positive between the liquidity and operating performance. In comparison with small and medium-sized joint-stock commercial banks and municipal commercial banks, discrepancies in relationship between leverage ratio and operating performance also existed in state owned commercial banks. By further exploring the factors which cause the discrepancies above, some policy-making suggestions are given in the asnects of develonment model and management in commercial banks of China.
出处
《国际金融研究》
CSSCI
北大核心
2013年第3期88-95,共8页
Studies of International Finance
关键词
杠杆率
流动性
经营绩效
巴塞尔协议Ⅲ
Leverage Ratio
Liquidity
Operating Performance
Basel Accord Ⅲ
