A银行流动性风险管理研究

发布时间：2018-02-11 04:11

本文关键词： 流动性风险管理同业拆借流动性缓冲　出处：《内蒙古大学》2017年硕士论文　论文类型：学位论文

【摘要】：流动性风险管理在商业银行日常经营过程中的重要性日渐凸显出来,但是我国商业银行在流动性风险管理方面也很快暴露出诸多不足之处。爆发于2013年的两次"钱荒"事件就是其中问题的集中体现。"钱荒"使得市场对原本流动性的预期发生了改变,宽松的流动性有了新的变化,相对于金融机构而言,预示着流动性风险管理发生重大转变,而不仅仅只是对银行业资金面的考验。自金融系统诞生以来,流动性风险管理便一直贯穿于商业银行的整个经营过程之中,是当今全世界范围内金融领域中悬而未决的几大难题之一。如果商业银行不能妥善解决流动性风险管理问题,便会产生支付危机,进而危及商业银行的生存,因此如何应对流动性风险成为商业银行风险管理工作的重大挑战。正是在这样的背景下,本文作者对我国中小商业银行之一——A银行的流动性风险管理进行深入的剖析,对A银行如何提升应对流动性风险管理能力提出了些许建议,但愿本文能在A银行丰富其流动性风险管理方面具有参考价值。影响A银行流动性风险管理的因素众多,包括资产与负债在量与期限上的结构错配、资本金不够充足、盈利较低较低、央行货币政策的变化、外部经营环境的突变以及其他偶然性因素等等。但是,A银行流动性风险管理的本质就是通过对其资产负债结构的合理配置,从而达到资产和负债流动性的有效管理,最终将流动性风险控制在合理的范围之内。
[Abstract]:Liquidity risk management is becoming more and more important in the daily operation of commercial banks. However, the liquidity risk management of commercial banks in our country also exposed many shortcomings quickly. The two "money shortage" events that broke out in 2013 are the concentrated embodiment of the problems. "money shortage" makes the market to the original liquidity. There was a change in expectations, New changes in easy liquidity have heralded a major shift in liquidity risk management relative to financial institutions, not just a test of the financial sector. Since the birth of the financial system, Liquidity risk management has been running through the whole business process of commercial banks, which is one of the outstanding problems in the financial field all over the world. If commercial banks can not properly solve the liquidity risk management problem, Therefore, how to deal with liquidity risk becomes a major challenge to the risk management of commercial banks. The author makes an in-depth analysis of liquidity risk management of Bank A, one of the small and medium-sized commercial banks in China, and puts forward some suggestions on how to improve the ability of Bank A to deal with liquidity risk management. I hope this paper can be of reference value in enriching liquidity risk management of Bank A. there are many factors that affect liquidity risk management of Bank A, including the structural mismatch of assets and liabilities in quantity and maturity, and insufficient capital. Lower profits, changes in the central bank's monetary policy, sudden changes in the external operating environment, and other accidental factors. But the essence of liquidity risk management in Bank A is through the rational allocation of its asset-liability structure. In order to achieve effective management of liquidity of assets and liabilities, liquidity risk is controlled within a reasonable range.
【学位授予单位】：内蒙古大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2

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