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本文运用2007—2012年美国、欧洲和中国商业银行的面板数据,分析了商业银行资产负债管理中主要项目的最新发展及其与银行绩效之间的关系。实证研究结果表明:资产负债比率与银行绩效呈同向变动;流动性、资本充足率以及证券化结构与银行绩效在不同地域呈现出较明显的差异。本文进一步对银行绩效的深层次因素进行了分析,并结合国内外金融监管政策的变革对我国商业银行资产负债管理提出了政策建议。
Using the panel data of commercial banks in the United States, Europe and China from 2007 to 2012, this paper analyzes the recent developments of major projects in asset-liability management of commercial banks and their relationship with bank performance. Empirical results show that: the gearing ratio changes in the same direction with the bank performance; the liquidity, capital adequacy ratio and the securitization structure and bank performance show obvious differences in different regions. This article further analyzes the deep-seated factors of bank performance, and puts forward the policy recommendations to the asset-liability management of commercial banks in China, combined with the changes of domestic and foreign financial regulatory policies.