E3S Web Conf.
Volume 253, 20212021 International Conference on Environmental and Engineering Management (EEM 2021)
|Number of page(s)||7|
|Section||Environmental Equipment Engineering Management and its Technical Application|
|Published online||06 May 2021|
Analysis of Factors Affecting Liquidity Risk of Listed Commercial Banks in China-- Based on the Panel Data Model
Faculty of Humanities Shanghai Institute of Technology Shanghai, China
In this paper, 16 commercial banks listed on Shanghai and Shenzhen A-shares are selected as research samples and data from 2010 to 2019 are adopted. According to their mechanism of operation, scale of asset and etc, the research samples are divided into three groups. They are 16 listed commercial banks as a whole, 5 large state-owned listed commercial banks and 11 other medium and large listed commercial banks. The study makes an empirical analysis on the factors affecting the liquidity risk of listed commercial banks. Firstly, the factors affecting liquidity risk of listed commercial banks are divided into external and internal levels, and then descriptive analysis carried out on the factors at two levels. Then the stability of data is tested. After the data is tested, the panel data models applicable to 16 listed commercial banks as a whole, 5 large state-owned listed commercial banks and 11 other medium and large listed commercial banks are established through Hausman test and F test. The regression analysis of groups are conducted. Finally, according to regression analysis results, some reasonable recommendations are put forward.
© The Authors, published by EDP Sciences, 2021
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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