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东盟5国银行的收入多元化和流动性风险:贝叶斯观点
Quynh Nga Duong1, Nguyen Thuy Khue Tran2, Thi Phuong Thao Dang1
1Faculty of Air Transport Economics, Vietnam Aviation Academy, Ho Chi Minh City, Vietnam.
PloS one
|March 5, 2025
概括
银行收入多元化与东盟银行流动性风险有积极的相关性. 根据贝叶斯回归分析,加强多元化可以帮助减轻这种风险.
科学领域:
- 银行和金融风险管理
- 计量经济学 计量经济学
背景情况:
- 收入多样化是银行的一个关键策略.
- 了解其对流动性风险的影响对于金融稳定至关重要.
研究的目的:
- 调查银行收入多元化与流动性风险之间的关系.
- 在五家东盟银行背景下分析这种关系.
主要方法:
- 贝叶斯线性回归分析.贝叶斯线性回归分析.
- 适应性大都会-哈斯廷斯方法与吉布斯采样.
主要成果:
- 在银行收入多元化和流动性风险之间发现了积极的关联.
- 更高的贷款利率也与流动性风险产生了积极的相关性.
结论:
- 增加银行收入多元化与更高的流动性风险有关.
- 银行应在战略上加强多元化,以有效管理和降低流动性风险.
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