金融创新对商业银行流动性管理的影响研究

发布时间：2018-03-02 18:35

本文选题：流动性风险　切入点：金融创新　出处：《山西财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：安全性、流动性和盈利性是商业银行赖以生存的基础，尤其是流动性更是商业银行的生命线。此次风靡全球的“次贷危机”在表明流动性风险势头的强劲的同时也警示了流动性短缺在资本市场正常情况下不会对商业银行有很大影响，但一旦发生极端情况引起部分影响因素发生重大转变，流动性危机就很可能成为银行倒闭的主要风险。因此，保持适当的流动性是商业银行立信于客户、立身于市场的根本。商业银行只有保有较为充足的流动性才能实现在满足提款者要求和贷款者贷款需求的同时确保其安全性和盈利性。但是并不是流动性越多越好，过多的流动性，会导致资源闲置和效益下降；而流动性的不足，可能会使商业银行在付出较高代价来补充流动性的同时丧失了客户对其的信任，导致业务萎缩，严重时甚至会引起客户挤提，诱发金融危机。本文通过对商业银行流动性管理和金融创新相关理论的分析，综合运用管理学、运筹学、统计学、金融工程学、计量经济学以及经济学等多门学科知识以流动性管理为核心，从金融创新的角度构建了商业银行流动性风险的全面管理机制，旨在能够为商业银行的流动性风险的管理提供一定的理论借鉴。本文以流动性管理为主线，从金融创新的角度对商业银行流动性管理进行了深入的探究。首先，本文在阐述了商业银行流动性与金融创新相关理论的基础上，分析了金融创新与流动性风险之间的逻辑联系，提出金融创新是解决商业银行流动性管理问题的重要手段，这是研究的前提；其次，分别从体制、技术、工具和市场四个方面系统地研究了商业银行流动性的管理创新路径，并给出流动性管理的一般策略；第三，通过建立评价指标体系，运用因子分析的方法对反映我国商业银行流动性管理水平的实际数据进行了分析和评价，，在因子分析的基础上使用计量经济学建模方法构建多元回归模型进行实证分析，在对实证结果系统分析的基础上提出了完善我国商业银行流动性管理的发展策略和具体建议。
[Abstract]:Security, liquidity and profitability are the basis for the survival of commercial banks. In particular, liquidity is the lifeline of commercial banks. The "subprime mortgage crisis", which has swept the world, not only shows the strong momentum of liquidity risk, but also warns that liquidity shortages will not affect business under normal circumstances in capital markets. The banks have a lot of influence, But in the event of a major change in some of the factors affecting extreme situations, the liquidity crisis is likely to be the main risk of bank failure. Standing at the root of the market. Commercial banks must have more liquidity to ensure their safety and profitability while meeting withdrawers' requirements and lenders' loan needs. But it is not that the more liquidity, the better. Too much liquidity will lead to idle resources and reduced efficiency, and the lack of liquidity may make commercial banks pay a higher price to replenish liquidity while losing the trust of customers, leading to business shrinkage. This paper analyzes the theory of liquidity management and financial innovation of commercial banks, and makes comprehensive use of management, operational research, statistics and financial engineering. Taking liquidity management as the core knowledge of econometrics and economics, the comprehensive management mechanism of liquidity risk of commercial banks is constructed from the angle of financial innovation. The purpose is to provide some theoretical reference for the management of liquidity risk of commercial banks. This paper takes liquidity management as the main line, and probes into the liquidity management of commercial banks from the perspective of financial innovation. Firstly, this paper expounds the relevant theories of liquidity and financial innovation of commercial banks. This paper analyzes the logical relationship between financial innovation and liquidity risk, and points out that financial innovation is an important means to solve the liquidity management problem of commercial banks, which is the premise of the study. The paper systematically studies the innovative ways of liquidity management in commercial banks from four aspects: tools and markets, and gives the general strategy of liquidity management. Thirdly, through the establishment of evaluation index system, This paper analyzes and evaluates the actual data reflecting the level of liquidity management of commercial banks in China by using the method of factor analysis. On the basis of factor analysis, it uses econometrics modeling method to construct multiple regression models for empirical analysis. Based on the systematic analysis of the empirical results, this paper puts forward the development strategies and concrete suggestions for perfecting the liquidity management of commercial banks in China.
【学位授予单位】：山西财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F830.3

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