Local government debt and commercial bank liquidity creation

被引：0
|
作者：
He, Zhimin [1 ]
Chen, Weiye [1 ]
Chen, Minghui [2 ]
He, Shuping [3 ]
机构：
[1] Jiangxi Univ Finance & Econ, Sch Publ Finance & Publ Adm, Nanchang, Jiangxi, Peoples R China
[2] Nanchang Inst Sci &Technol, Sch Econ & Management, Nanchang, Jiangxi, Peoples R China
[3] Nankai Univ, Sch Econ, Tianjin, Peoples R China
来源：
FINANCE RESEARCH LETTERS | 2025年 / 80卷
关键词：
Local government debt; Bank liquidity creation; Liquidity risk; Non-performing loans risk; BONDS;
D O I：
10.1016/j.frl.2025.107317
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The concentration of local government debt in commercial banks raises the risk of broader financial issues. Analyzing data from Chinese commercial banks between 2011 and 2022, we find that local government debt reduces liquidity creation by increasing liquidity risk and nonperforming loans. This negative effect is more significant in banks with less green credit and those in smaller cities.
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页数：7
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