我國商業(yè)銀行流動性的測量及影響因素分析.pdf

1、浙江大學經(jīng)濟學院碩士學位論文我國商業(yè)銀行流動性的測量及影響因素分析姓名：許蓉申請學位級別：碩士專業(yè)：金融學指導教師：徐加楊柳勇20100530AbstractLiquiditysafetyandprofitabilityarethethreetargetsincommercialbankmanagementAmongthethreecharacteristics，liquidityisthelifelineofcommercialban

2、kHoweverastheinsufficientofthedatainthebankingfield，there’SnounifiedindicatorteflecttheliquiditylevelofcommercialbanksuptonOWInaddition，thevastmajorityofdomesticresearchesarefromthepointofmacroperspectiveotherthanmicrope

3、rspectiveInthisessaywewillstudythemeasurementandinfluentialfactorsofcommercialbanksfromtheviewofmicroperspectiveInthepartoftheoreticalanalysis，weanalyzedthedefinitionoftheliquidityofcommercialbankandthevariousindicatorso

4、fliquidityInthepartofempiricalanalysis，wemeasurethelevelofcommercialbank’SliquidityandanalyzetheinfluentialfactorsInmeasuringthelevelofcommercialbank’Sliquidityweusethepublicdatawiththemethodofprincipalcomponentsanalysis

5、toconstructallindexFtoreflecttheleveloftheliquidityofcommercialbanksTheindexFhaspassedthroughthereasonabletestThen，usingtheindexF，wemeasuredthelevelofliquidityofnearly100commercialbanksineachyearduringtheperiodfrom1998to

6、2008WealsoanalyzedtheimpactofassetssizeandwhetherbeinglistedhassomethingtodowiththeliquiditylevelWeconcludedthat：first，thecommercialbankswithdifferentassetsizedohavedifferentliquiditylevelobviously；second，whetherbeinglis

7、tedhasnoobviousimpactonthelevelofliquidityofcommercialbanks，andinsomesituationtheimpactisnegativeInanalyzingtheinfluentialfactors，wefirstlyanalyzetheinternalandexternalfactors，andthenweusepaneldatamodeltoanalyzetheinflue

8、ntialfactorstotheChina’S14listedbanksduringtheperiod2000to2008Weconcludedthat：first，theinternalfactorsmakeastrongerimpactonthecommercialbank’Sliquidity；second，Liquidityandprofitabilitycanhavepositiverelationshipundercert