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货币政策信贷渠道引导着银行信贷管理。银行经营目标决定了信贷质量与法定存款准备金率之间的负相关。本文利用16家中国上市银行2007-2012年间数据,本文采用回归分析证实了贷款质量与存款准备金率显著负相关。以存款为主的资金来源是贷款质量与存款准备金率显著负相关的一个主因。央行应当公开市场操作信贷资产支持证券,促进其健康发展,降低银行对存款依赖性,改善银行资金来源结构,减弱信贷质量对存款准备金政策的敏感性。
Monetary policy credit channels lead the bank credit management. The bank’s business objectives determine the negative correlation between credit quality and the statutory deposit reserve ratio. In this paper, using the data of 16 listed banks in China from 2007 to 2012, this paper uses regression analysis to prove that there is a significant negative correlation between loan quality and deposit reserve ratio. Deposit-based sources of funding are a major cause of negative correlation between loan quality and deposit reserve ratio. The central bank should openly market its credit asset-backed securities to promote its sound development, reduce its dependence on deposits, improve the source structure of bank funds and reduce the sensitivity of credit quality to the deposit reserve policy.