Proceedings of the 2022 International Conference on mathematical statistics and economic analysis (MSEA 2022)

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Empirical Analysis of the Nexus between Interest Rate Marketization, Interbank Business and Bank Liquidity Risk: a Mediating Model

Authors
Guo Wu1, *, Lin Zhou1, Qiaoxi Hu1
1Department of Finance, Shengxiang Business School, Sanda University, Shanghai, China
*Corresponding author. Email: guo.wu@sandau.edu.cn
Corresponding Author
Guo Wu
Available Online 29 December 2022.
DOI
10.2991/978-94-6463-042-8_107How to use a DOI?
Keywords
Mediating Model; Panel Data Analysis; Statistical Regression; Principal Component Analysis; Interest Rate Marketization; Interbank Business; Liquidity Risk
Abstract

Interest rate marketization reform plays an important role in the transition from a planned economy to a market economy, and it poses challenges for traditional banking business model. This statistical research aims at analyzing the relationships between interest rate marketization, interbank business, and commercial banks’ liquidity risk using a mediating model. Specifically, a series of panel data models were established to show the impact of interest rate marketization on interbank business and liquidity risk respectively using the financial data covering the period 2010- 2020 from 22 listed commercial banks in China. The mediating role of interbank business in the influencing path between interest rate marketization and bank liquidity risk was also analyzed. The findings suggest that interbank business and bank liquidity risk are both positively influenced by interest rate marketization, while interbank business partially mediates the path between interest rate marketization and bank liquidity risk via a negative indirect effect.

Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 2022 International Conference on mathematical statistics and economic analysis (MSEA 2022)
Series
Advances in Computer Science Research
Publication Date
29 December 2022
ISBN
10.2991/978-94-6463-042-8_107
ISSN
2352-538X
DOI
10.2991/978-94-6463-042-8_107How to use a DOI?
Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Guo Wu
AU  - Lin Zhou
AU  - Qiaoxi Hu
PY  - 2022
DA  - 2022/12/29
TI  - Empirical Analysis of the Nexus between Interest Rate Marketization, Interbank Business and Bank Liquidity Risk: a Mediating Model
BT  - Proceedings of the 2022 International Conference on mathematical statistics and economic analysis (MSEA 2022)
PB  - Atlantis Press
SP  - 747
EP  - 753
SN  - 2352-538X
UR  - https://doi.org/10.2991/978-94-6463-042-8_107
DO  - 10.2991/978-94-6463-042-8_107
ID  - Wu2022
ER  -