个人信息Personal Information
副教授
硕士生导师
任职 : 金融硕士(MF)项目负责人
性别:女
毕业院校:大连理工大学
学位:博士
所在单位:金融与会计研究所
学科:金融学
办公地点:经济管理学院D467室
联系方式:0411-84707210
电子邮箱:liangyan@dlut.edu.cn
The Influence of Involuntary Excess Reserves on Bank Risk-taking Empirical Evidence from Chinese Listed Commercial Banks
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论文类型:会议论文
发表时间:2018-01-01
收录刊物:CPCI-SSH
页面范围:379-384
关键字:involuntary excess reserves; risk-taking of commercial banks; monetary policy
摘要:This paper uses the microscopic data of 16 listed commercial banks in 2005-2016 to empirically test the impact of the involuntary excess reserves on the risk-taking of commercial banks, as well as the effect of the interaction of monetary policy and involuntary excess reserves on the risk-taking of commercial banks. The results show that the involuntary excess reserves will significantly increase the risk-taking of the commercial banks, meanwhile, the involuntary excess reserves will enhance the effect of the monetary policy on the risk-taking of commercial banks.