| 基于因子分析的中国商业银行流动性水平的实证研究 |
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| 引用本文： | 王英华,朴明根.基于因子分析的中国商业银行流动性水平的实证研究[J].青岛大学学报(自然科学版),2014,27(3):94-98. |
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| 作者姓名： | 王英华 朴明根 |
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| 作者单位： | 青岛大学经济学院,青岛,266071 |
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| 摘 要： | 以2004~2013年中国10家商业银行的面板数据为样本,运用因子分析法建立商业银行流动性综合得分指标,来观测商业银行流动性水平。结果表明,商业银行的资产质量、资产负债结构以及资本充足率是影响其流动性的主要因素。其中,城市商业银行的流动性要远好于国有控股的商业银行以及中型股份制银行,同时,2004年到2013年我国的商业银行的总体的流动性水平都处于波动上升的趋势,流动性状况不断得到改善。
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| 关 键 词： | 商业银行 流动性 因子分析 综合得分指标 |
Liquidity Measurement of Chinese Commercial Banks Based on Factor Analysis |
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| WANG Ying-hua,PIAO Ming-gen.Liquidity Measurement of Chinese Commercial Banks Based on Factor Analysis[J].Journal of Qingdao University(Natural Science Edition),2014,27(3):94-98. |
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| Authors: | WANG Ying-hua PIAO Ming-gen |
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| Institution: | (College of Economics, Qingdao University, Qingdao 266071,China) |
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| Abstract: | Based on the panel data of 10 Chinese commercial banks from 2004 to 2013, a comprehensive score indicator was constructed using the factor analysis to measure the liquidity of the commercial banks. Result demonstrates that commercial bank＇s asset quality, capital and liability structure, and capital ratio make a significant influence on the bank＇s liquidity. The liquidity of the city banks is better than that of the state-own and middle limited liability banks. At the same time, the liquidity of the commercial banks is fluctuation rising from 2004 to 2013. |
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| Keywords: | commercial banks liquidity factor analysis comprehensive score indicator |
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