| 紧缩性政策下银行信贷资金期限配置行为分析 |
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| 引用本文： | 张勇.紧缩性政策下银行信贷资金期限配置行为分析[J].南京金融高等专科学校学报,2011(3):14-18. |
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| 作者姓名： | 张勇 |
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| 作者单位： | 华南师范大学经济与管理学院,广东广州510006 |
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| 基金项目： | 教育部人文社会科学研究一般项目（09YJC790098） |
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| 摘 要： | 从我国银行贷款传导渠道的典型事实出发,通过建立SVAR模型对紧缩性政策影响下我国银行业信贷资金期限配置行为进行研究,结果表明,当人民银行上调政策利率之后,银行出于防范利率上升所引致的净利息收益下降目的而增加短期贷款并减少中长期贷款,这就意味着,利率风险管理已成为影响银行信贷资金期限配置行为的决定因素。在此情况下,人民银行应充分发挥利率工具在促进信贷结构调整中的作用。
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| 关 键 词： | 紧缩性政策 银行信贷资金 信贷期限配置行为 利率风险 货币政策 信贷结构调整 |
Contraction of Monetary Policy and Bank Loan Term Portfolio |
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| ZHANG Yong.Contraction of Monetary Policy and Bank Loan Term Portfolio[J].Journal of Nanjing Higher Finance College,2011(3):14-18. |
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| Authors: | ZHANG Yong |
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| Abstract: | Using SVAR model,the paper investigates how the contraction of monetary policy influences the bank loan term portfolio based on the stylized fact of bank loan channel.The empirical study indicates that due to the rise of policy rate,the bank shifts short-term loan to medium long-term loan in case of the decrease of net interest profit.It illuminates that the bank loan term portfolio is determined by the management of interest risk and the interest policy should be applied to the adjustment of loan structure. |
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| Keywords: | contraction of monetary policy bank credit funds bank loan term portfolio interest risk monetary policy credit structure adjustment |
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