兰州地区商业银行流动性风险管理研究

发布时间：2018-05-26 11:04

本文选题：商业银行 + 流动性风险　；参考：《兰州商学院》2012年硕士论文

【摘要】：随着我国商业银行业务规模的不断扩大，商业银行流动性风险管理问题已成为商业银行经营管理过程中的一个重要问题。近年来，我国银行业监督管理委员会颁布了一些政策性文件，提出要加强我国商业银行流动性风险管理。因此，，商业银行流动性风险管理问题不仅是商业银行亟需解决的问题，也是学术界需要加以研究的重要课题。在商业银行流动性风险管理日趋重要的背景下，本文运用理论分析与实证分析相结合的方法对兰州地区商业银行流动性风险管理进行研究。本文首先对商业银行流动性风险管理理论、商业银行流动性风险计量指标以及商业银行流动性风险管理方法进行理论概述。其次，本文从兰州地区商业银行流动性风险的影响因素、兰州地区商业银行流动性现状及流动性风险管理中可能存在的问题三个方面分析兰州地区商业银行流动性风险管理。在此基础上，本文基于相关数据，对工商银行、招商银行和兰州银行构建流动性风险度量模型，并在多元回归模型的基础上对招商银行和兰州银行进行流动性风险压力测试。最后，本文从微观和宏观两个层面对加强兰州地区商业银行流动性风险管理提出政策建议。以期对全面提升商业银行流动性风险管理水平具有借鉴意义。
[Abstract]:With the expansion of commercial bank business in China, liquidity risk management has become an important issue in the process of commercial bank management. In recent years, China's Banking Regulatory Commission has issued some policy documents, proposing to strengthen liquidity risk management of commercial banks in China. Therefore, the liquidity risk management of commercial banks is not only an urgent problem for commercial banks, but also an important subject for academic research. Under the background of the increasingly important liquidity risk management of commercial banks, this paper studies the liquidity risk management of commercial banks in Lanzhou area by combining theoretical analysis with empirical analysis. This paper firstly summarizes the theory of liquidity risk management of commercial banks, the measurement index of liquidity risk of commercial banks and the methods of liquidity risk management of commercial banks. Secondly, this paper analyzes the liquidity risk management of commercial banks in Lanzhou area from three aspects: the influencing factors of liquidity risk, the current liquidity situation and the possible problems in liquidity risk management of commercial banks in Lanzhou area. On this basis, based on the relevant data, this paper constructs a liquidity risk measurement model for ICBC, China Merchants Bank and Lanzhou Bank, and carries out liquidity risk stress tests on CMB and Lanzhou Bank on the basis of multiple regression model. Finally, this paper puts forward some policy suggestions on strengthening the liquidity risk management of commercial banks in Lanzhou from the micro and macro aspects. In order to improve the overall level of liquidity risk management of commercial banks have reference significance.
【学位授予单位】：兰州商学院
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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