我国银行流动性风险管理实证研究

发布时间：2018-01-02 06:22

本文关键词：我国银行流动性风险管理实证研究　出处：《东北师范大学》2012年硕士论文　论文类型：学位论文

【摘要】：当前，次贷危机成为学术界的热点问题，次贷危机主要是由于次级债抵押市场过度膨胀，破坏了住房按揭贷款的信用质量，2007年，正是这一危机导致美国爆发严重的金融危机，最终波及全球金融市场。此次危机，从本质来讲，主要是由于金融机构为避免损失，采用信用紧缩，最终导致银行流动性创造能力大幅下降造成。由此可以得出结论，银行在为经济提供流动性，促进经济增长的同时也聚集了大量的风险，银行流动性是一把“双刃剑”，如何管理好银行流动性，防范风险对我国银行业而言具有深刻的现实意义。本文共分为五个部分：第一章，绪论，包括：对本文研究背景与研究意义、国内外文献综述、研究方法及步骤；第二章，我国银行流动性研究的逻辑起点，包括：银行流动性概念界定、流动性管理的必要性、银行流动性风险的影响因素及银行流动性分析；第三章，我国银行流动性风险管理的现状分析，包括：银行流动性管理现状、存在的问题及常用的流动性管理策略；第四章，加强我国银行流动性风险管理的政策建议，包括：创造良好的外部监管环境，督促国有银行细化流动性管理、实施资产负债比例管理，关注流动性趋势变化、消化不良资产，保全信贷资产的流动性、合理追求利润最大化，，科学保持安全性、流动性与效益性原则、及时针对不同流动性的需求采取不同的弥补措施、开发新的金融产品，巩固与扩大高端客户、发挥大部分银行资产质量较好的优势，争取尽快获得建立贷款二级市场的资格、合理推进资产负债规模的扩大与结构调整，与资本充足率保持应有的平衡等八个方面进行了分析。第五章为工商银行流动性风险管理的实证分析。
[Abstract]:At present, the subprime crisis has become a hot issue in academic circles, the subprime crisis is mainly due to the excessive expansion of the subprime mortgage market, destroyed the housing mortgage credit quality, in 2007, it is this crisis led to the outbreak of severe financial crisis, eventually spread to the global financial market. The crisis, in essence, is mainly due to in order to avoid the loss of financial institutions, the credit crunch, eventually lead to liquidity creation resulting in a sharp decline. It can be concluded that banks in providing liquidity to the economy, promoting economic growth at the same time also gathered a lot of risk, bank liquidity is a "double-edged sword", how to manage bank liquidity that risk has profound practical significance to China's banking industry. This paper is divided into five parts: the first chapter, the introduction, this paper includes: the research background and research significance, the domestic International literature review, research methods and steps; the second chapter, including the logic starting point, research on the liquidity of banks in China: the concept of bank liquidity definition, necessity of liquidity management, bank liquidity factors and analysis of bank liquidity risk; the third chapter, analysis the status quo of China's bank liquidity risk management including: the status quo of bank liquidity management, the existing problems and the common liquidity management strategy; the fourth chapter, strengthen our country bank liquidity risk management policy recommendations, including: to create a good external regulation environment, supervision of state-owned banks to refine the liquidity management, the implementation of asset liability management, attention to changes in liquidity trends, digestion the preservation of non-performing assets, liquidity of credit assets, the rational pursuit of profit maximization, the science of maintaining safety, liquidity and efficiency principle, timely according to different liquidity needs to take The same remedy, the development of new financial products, consolidate and expand the high-end customers, the quality of bank assets play the most advantage, for the establishment of the market of two level loan qualification as soon as possible, promote the reasonable expansion and structure adjustment of the scale of assets and liabilities, should maintain the balance of capital adequacy ratio is analyzed in eight aspects. The fifth chapter is the empirical analysis of commercial bank liquidity risk management.

【学位授予单位】：东北师范大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.3

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