【学术讲座】大连海事大学李宗源老师学术讲座通知

李宗源, 博士毕业于澳门大学工商管理专业金融方向。主要研究领域包括:银行、风险管理、房地产金融。现在大连海事大学担任助理教授。

 

时间:11月3日(星期三)上午9:00-10:30

地点:管楼216

 

讲座题目:Interbank Borrowing and Bank Liquidity Risk

 

讲座摘要: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.

 

欢迎感兴趣的老师和同学参加。

 

哈尔滨工业大学经济与管理学院

人事与师资办公室

2021年10月27日