《巴塞尔协议Ⅲ》视角下我国的商业银行流动性风险管理研究

发布时间：2018-01-04 01:32

  本文关键词：《巴塞尔协议Ⅲ》视角下我国的商业银行流动性风险管理研究　出处：《首都经济贸易大学》2013年硕士论文　论文类型：学位论文

  更多相关文章： 商业银行 流动性风险 巴塞尔协议Ⅲ

【摘要】：流动性是商业银行日常经营活动的“生命线”，，因此，流动性短缺会导致金融机构出现流动性风险甚至流动性危机，从而遭受极大损失甚至是破产。因此流动性风险管理一直都是金融机构风险管理的重要的内容。 2007年爆发的全球金融危机表明流动性风险在银行面临的各种风险中处于第一线的位置，管理难度非常大。流动性风险监管的缺失被认为是《巴塞尔协议Ⅰ》和《巴塞尔协议Ⅱ》中一个重大缺陷。因此，《巴塞尔协议Ⅲ》中首次创建了全球统一的、可计量的流动性监管标准，突出了流动性风险监管的重要性。 本文在此背景下，从宏观和微观两个角度，通过分析金融危机与流动性风险的关系，强调了流动性风险管理的重要性。论文的主要研究内容包括了以下几个方面 1、本文具体分析了《巴塞尔协议Ⅲ》出台的背景，指出了金融危机与流动性风险的关系，强调了研究流动性风险管理的重要意义。 2、论文介绍了国内外对流动性及流动性风险管理的现状，对流动性和流动性风险管理等相关概念进行了充分阐述，归纳总结了流动性风险管理的发展历程，并从动态和静态两方面提出了流动性风险管理的衡量指标，引入了巴塞尔委员会对流动性监管的最新规定。 3、从宏观与微观角度出发，对我国商业银行流动性管理现状进行了详尽分析。文章采用了我国商业银行近十年间的各项数据，通过各种图标及指标分析，描述我国商业银行的流动性现状。在此基础上，从多个角度考察了我国商业银行的流动性风险管理状况，提出了当前我国商业银行在风险管理方面存在的诸多问题。 4、结合《巴塞尔协议Ⅲ》中的流动性指标，分析实施《巴塞尔协议Ⅲ》对我国商业银行的影响。并从流动性风险的管理者、监管者、以及其他方面给提出相关政策建议。
[Abstract]:Liquidity is the "lifeline" of commercial banks' daily operation activities. Therefore, liquidity shortage will lead to liquidity risk or even liquidity crisis in financial institutions. Therefore, liquidity risk management has always been an important part of risk management of financial institutions. The global financial crisis that broke out in 2007 shows that liquidity risk is at the forefront of all kinds of risks faced by banks. It is very difficult to manage. The lack of liquidity risk regulation is considered to be a major defect in Basel I and Basel II. Therefore, Basel III is the first time to create a global uniform. Measurable liquidity regulatory standards highlight the importance of liquidity risk regulation. Under this background, this paper analyzes the relationship between financial crisis and liquidity risk from macro and micro perspectives. The importance of liquidity risk management is emphasized. The main contents of this paper include the following aspects 1. This paper analyzes the background of Basel III, points out the relationship between financial crisis and liquidity risk, and emphasizes the importance of liquidity risk management. 2. The paper introduces the current situation of liquidity and liquidity risk management at home and abroad, expounds the concepts of liquidity and liquidity risk management, and summarizes the development of liquidity risk management. The paper also puts forward the measure index of liquidity risk management from both dynamic and static aspects, and introduces the latest regulation of liquidity regulation of Basel Committee. 3, from the macro and micro point of view, the current situation of liquidity management of commercial banks in China is analyzed in detail. The paper adopts the various data of China's commercial banks in the past ten years, and analyzes the various icons and indicators. This paper describes the current liquidity situation of commercial banks in China. On this basis, it examines the liquidity risk management situation of commercial banks in China from several angles. This paper puts forward many problems existing in risk management of commercial banks in our country. 4. Based on the liquidity index of Basel III, this paper analyzes the influence of Basel 鈪

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