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The Empirical Study of the Impact of China’s Commercial Banks Liquidity on Real Estate Prices

Author: WangPeng
Tutor: DingNing
School: Dongbei University of Finance
Course: Finance
Keywords: Commercial Banks’ liquidity real estate prices the VAR model
CLC: F832.33
Type: Master's thesis
Year: 2013
Downloads: 2
Quote: 0
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Commercial bank is the core of the financial system in our country, playing an important role in economic development and social progress;commercial bank has the credit intermediary, pay intermediary, financial services, credit creation and regulating economic functions and it is the first pass of the central bank’s monetary policy, also is one of the important hub of modern social and economic operation. Real estate development is one of the basic industry of national economy and can improve people’s lives and it has become a pillar industry of national economy and can improve people’s living and living conditions and can expand the employment, can promote the development of economy.Commercial bank liquidity risk is mainly refers to commercial Banks unable to raise funds to cope with the requirements of the customer withdrawals, easy to cause significant damage to its reputation, serious when can trigger a centralized exchange, liquidity crisis, even result in bankruptcy. Real estate prices have already become the focus of the Chinese and hot, can buy built, built, has been a young people’s most concerned topics. What China’s commercial Banks’ liquidity of real estate price influence, become a problem worth thinking about.The Japanese real estate bubble has brought huge trauma to Japan’s economy, the us subprime mortgage crisis evolved into a worldwide economic disaster, although the country regulated many times, but now China’s house prices remain high, and always keep a rising trend, the real estate industry become the focus of attention of people. Real estate industry is a capital intensive industry, the source of funds is an important way to financial markets, and at present China’s financial market to the commercial Banks as the center, therefore, for China’s commercial Banks’ liquidity study of the influence of the real estate prices, has the vital significance, is not only beneficial to the country to guide the healthy development of commercial bank and real estate industry, but also beneficial to commercial bank guarding against liquidity risk, beneficial to real estate enterprises to prevent internal risk, having the benign development.In order to explain the relationship between commercial banks’ liquidity and real estate prices, I study the related theory about the liquidity of commercial bank as well as real estate,then I analyze the connection degree of China’s Bank and the real estate market funds.On the basis of data analysis and theoretical analysis, I made empirically:first I deposit sex the excess reserves of the commercial bank as well as cash accounting for the proportion of total assets, as a measure of the commercial banks’ liquidity indicators; With the commercial housing sales price, as a measure of real estate price index; Selecting the industrial added value as the index of national economy growth, choosing the interbank lending market within7days of the weighted average interest rate on behalf of the market interest rates; After data processing, I build the VAR model and have granger causality test and impulse response analysis.The empirical results show that the liquidity of commercial bank and real estate prices have long-term and stable relations, the commercial banks’ liquidity rise, house prices will rise and housing prices has driven for commercial Banks’ liquidity.Commercial banks’ liquidity and real estate prices have long-term and stable relationship, actually reveals the liquidity of the currency market and the development of the real estate industry also has a corresponding relationship, because commercial Bank is an important part of China’s financial system, has the pivotal status in the currency as well as capital market,If commercial Bank puts money into the market, so markets’ liquidity will strengthen and liquidity of commercial bank itself will abate, in other words, the commercial banks’ liquidity and markets’liquidity is complementary relationship,having an inverse effect between them.Finally, on the basis of theoretical analysis and empirical test, I put forward the corresponding countermeasures and Suggestions, I think the government should perfect the relevant regulations of the bank as well as real estate industry, strengthen the monitoring of commercial Banks’ liquidity,develop the capital market vigorously, standardize the order of the real estate market; Commercial Bank should pay more attention to monitoring the commercial banks’ liquidity, to strengthening the real estate credit management; Real estate enterprises should broaden the financing channels, strengthening internal management to have rational development.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial organizations, banks > Commercial banks ( specialized banks )
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