我国国有商业银行流动性风险评价体系研究

发布时间：2018-01-01 22:30

本文关键词：我国国有商业银行流动性风险评价体系研究　出处：《黑龙江大学》2012年硕士论文　论文类型：学位论文

【摘要】：商业银行主要是通过提高盈利能力来增强自身实力的，在流动性和盈利性之间存在矛盾的情况下商业银行就会产生流动性风险。而流动性又是银行赖以生存的基础，所以银行必须保持充足的流动性，这样才能满足日常经营活动的需要，才能持续发展下去。但就目前情况来看，我国商业银行的流动性状况并不是很乐观，，在某些方面还存在着风险。本文正是基于前面的考虑，通过理论与实际相结合，对我国商业银行流动性的情况进行分析。首先对我国商业银行从2003年至2011年9月的流动性状况进行分析，在此基础上选取6个指标来建立流动性风险评价体系，并运用熵值法给这6个指标赋权重，最终得出各商业银行的评价值。对评价结果进行分析得出如下结论：从评价指标来看，大部分样本银行流动性状况还算稳定，某些银行仍要加强管理，资产负债率普遍偏高，应引起注意。本文最后针对这种情况提出几条建议。
[Abstract]:Commercial banks are mainly to enhance their own strength through improved profitability, between liquidity and profitability of commercial banks will exist contradictory situation of liquidity risk. The liquidity is the basis for the survival of the bank, so the bank must maintain adequate liquidity, so as to meet the needs of the daily business activities, continue the development of talents. But the current situation, China's commercial banks liquidity situation is not very optimistic, in some areas there are still risks.
This paper is based on the consideration above, through the combination of theory and practice, to our country commercial bank liquidity is analyzed. This paper makes a theoretical analysis on China's commercial banks from 2003 to September 2011, the liquidity situation, on this basis to establish liquidity risk evaluation system including 6 indexes, and uses entropy method to weights of these 6 indicators, finally obtains the evaluation of the commercial banks. The evaluation results were analyzed to draw a conclusion from the evaluation indicators, the liquidity situation of most of the sample banks is fairly stable, some banks still need to strengthen the management, asset liability ratio is generally high, should pay attention to. This paper finally puts forward several suggestions for this the situation.

【学位授予单位】：黑龙江大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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