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    大連海事大學李宗源老師學術講座通知

    來源:人事與師資工作辦公室 作者:吳頔 發布時間:2021-10-27 09:21:55 點擊數:

    李宗源, 博士畢業于澳門大學工商管理專業金融方向。主要研究領域包括:銀行、風險管理、房地產金融?,F在大連海事大學擔任助理教授。


    時間:113日(星期三)上午9:00-10:30

    地點:管樓216


    講座題目:Interbank Borrowing and Bank Liquidity Risk


    講座摘要:To avoid illiquidity spillovers and basis risk in swaps, interbank lenders are especially cautious about whether interbank borrowers can meet their claims. This paper is about examining whether the incentive of interbank lenders to penalize risky borrowers can reduce the liquidity risk-taking of borrowers. We find that interbank borrowers, especially small and medium banks, manage their liquidity risks more prudently than their counterparts. This phenomenon is especially significant for borrowers with high information asymmetry, low liquidity buffers and high funding gaps. Our results suggest that interbank exposure reduces the asset, funding, and off-balance sheet liquidity risks of small and medium borrowing banks, and can therefore supplement regulatory liquidity requirements, which target only the largest banks.


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