Proceedings of the 2016 International Conference on Education, Management, Computer and Society

Monetary Policy and Liquidity Risk- Evidence from Chinese Banks

Authors
Jinmin Du, Han Lv, Junlong Wang
Corresponding Author
Jinmin Du
Available Online January 2016.
DOI
https://doi.org/10.2991/emcs-16.2016.34How to use a DOI?
Keywords
Liquidity risk; Monetary policy; Measure fair value; Economic growth; Pro-cyclical effects
Abstract

With the wide use of fair value accounting, it is generally believed that the growth of the economy will be inhibited by the accounting accelerator effect,however in the economic downturn, whether systematic risk from the bank's liquidity reduction will be expanded,and whether the economy can be suppressed continued downward in the relaxed monetary policy.The study selects the banking industry as the research sample, and empirically studies the bank measured at fair value,at the same time liquidity risk and monetary policy have also been taken into account,research on the impact of currency effects accounting accelerators.The study finds that in the economic downturn, banks liquidity lowering effect on economic growth is limited, but when measured at fair value, bank liquidity risks to economic growth have a significant negative effect, but a more relaxed monetary policy to a certain extent mitigate this effect.

Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2016 International Conference on Education, Management, Computer and Society
Series
Advances in Computer Science Research
Publication Date
January 2016
ISBN
978-94-6252-158-2
ISSN
2352-538X
DOI
https://doi.org/10.2991/emcs-16.2016.34How to use a DOI?
Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Jinmin Du
AU  - Han Lv
AU  - Junlong Wang
PY  - 2016/01
DA  - 2016/01
TI  - Monetary Policy and Liquidity Risk- Evidence from Chinese Banks
BT  - Proceedings of the 2016 International Conference on Education, Management, Computer and Society
PB  - Atlantis Press
SP  - 137
EP  - 140
SN  - 2352-538X
UR  - https://doi.org/10.2991/emcs-16.2016.34
DO  - https://doi.org/10.2991/emcs-16.2016.34
ID  - Du2016/01
ER  -