银行间复杂网络和流动性创造:来自欧洲银行的证据
Chuangxia Huang1, Shumin Tan1, Le Li2
1School of Mathematics and Statistics, Changsha University of Science and Technology; Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering, Changsha 410114, Hunan, China.
Mathematical biosciences and engineering : MBE
|December 5, 2023
概括
银行 银行 银行 银行 银行
科学领域:
- 金融经济学 金融经济学
- 银行学研究 银行学研究
- 网络分析 网络分析
背景情况:
- 流动性创造是影响金融稳定和经济增长的银行业的一个关键功能.
- 复杂的银行间网络结构对流动性创造的影响尚未得到充分探索.
- 一个相互连接的金融系统需要更深入地了解流动性创造动态.
研究的目的:
- 调查银行间网络位对银行流动性创造的影响.
- 分析银行特征如何改变网络位置和流动性创造之间的关系.
主要方法:
- 利用复杂的网络分析来建模欧洲银行间市场.
- 采用了29个欧洲国家的1406家银行 (2010-2021年) 的样本.
- 进行强度检查,包括内源性测试.
主要成果:
- 由于谨慎管理,占主导地位的借款人创造了较少的流动性;更高的银行资本减轻了这一点.
- 由于乐观的预期,占主导地位的贷款人创造了更多的流动性;较高的非利息收入削弱了这种效应.
- 银行间网络结构显著影响银行流动性创造行为.
结论:
- 银行在银行间网络中的地位是流动性创造的关键决定因素.
- 银行特定的因素,如资本和收入来源,调节网络中心性的影响.
- 调查结果提供了对互联银行系统的金融稳定性和监管考虑的见解.
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