商业银行流动性危机传染机理研究

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 Research on the Conduction Mechanism of Liquidity Crisis of Commercial Banks

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 shocks,the banking system will not be inclined to contagion of crisis ...