文献类型：期刊文献

中文题名：商业银行流动性危机传染机理研究

英文题名：The Research on the Conduction Mechanism of Liquidity Crisis of Commercial Banks

作者：麦勇[1];莫晶璟[1]

机构：[1]华东理工大学商学院,上海200237

年份：2009

卷号：24

期号：1

起止页码：54

中文期刊名：广东金融学院学报

外文期刊名：Journal of Guangdong University of Finance

收录：北大核心:【北大核心2008】；CSSCI:【CSSCI_E2008_2009】；

基金：华东理工大学2008年选拔培养优秀青年教师科研专项基金(YN0142124)

语种：中文

中文关键词：银行危机传染;银行间拆借市场;流动性偏好模型;风险控制

外文关键词：bank crisis contagion; inter-bank lending market; liquidity preference model; risk control

摘要：银行危机传染往往给一个国家或地区的经济带来巨大的损失。不完全的银行间拆借市场中隐含了更大的银行危机传染的可能性;银行间的长期资产越多,银行间拆借的短期利率和银行间存款的长期利率越高,银行间拆借市场就越稳定,在遭受流动性冲击时,这一市场发生银行危机传染的可能性就越小。适量的银行存款对传染效应具有阻碍作用。为防范系统性风险,中国商业银行应逐步建立完备的银行间存款市场,减少政府干预,让市场约束力来强化商业银行的风险管理意识。
The contagion of bank crisis usually leads to enormous losses of the economy of a country or an area. Most especially, more possibilities of the crisis conduction were conceived in the incomplete inter-bank market; if banks holds more long-term assets in interbank markets, and the interbank interest rates in the long-term and short-term will be raised more higher, the whole system will be more stable. Consequently, while suffered with liquidity ghocks, the banking system will not be inclined to contagion of crisis easily. To some extent, proper quantity of inter-bank deposits can prevent contagion breaking out. From the disaster of America subprime mortgage we can get a lesson, that is in order to prevent financial system against systematic risks, we must establish complete inter-bank deposit market urgently and reduce government intervention at the same time so that we can push market constraint to strengthen the awareness of commercial banks risk management.