郭立仑,周升起

• 1:青岛大学经济学院

摘要(Abstract)：

2016年以来，我国金融市场“钱荒”现象频发，个别银行甚至因流动性危机破产。本文通过LMI模型，计算上市银行流动性错配指数，并以流动性错配指数体现的流动性风险状况为被解释变量，通过随机森林模型，分析流动性风险影响因素，为有效防控流动性风险提供理论依据。研究显示，同业净利差等经营环境因素，存款结构、收入结构等业务结构因素，以及业务发展、风险管理、财务管理等内部管理因素都会影响银行流动性风险。本文最后结合流动性风险影响因素，从经营环境、业务结构、内部管理3个维度提出防范化解建议，形成较为完善的银行流动性风险对策框架。

关键词(KeyWords)： 商业银行;流动性风险;流动性错配指数;随机森林模型

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金青年项目(71803122);; 山东省青创科技支持计划项目(2020RWE006)的资助

作者(Author): 郭立仑,周升起

DOI: 10.16513/j.cnki.cje.20230215.003

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