民生银行的流动性管理研究

发布时间：2018-06-20 00:14

本文选题：民生银行 + 流动性风险　；参考：《电子科技大学》2012年硕士论文

【摘要】：流动性是现代商业银行赖以生存的基础,也是商业银行经营的基本原则之一。流动性管理则是协调盈利性和安全性,防范和化解银行支付风险的重要手段,也是商业银行经营的核心内容之一。流动性风险由于形成的原因更加广泛和复杂,通常被视为一种综合性风险,对其进行风险管理的难度较大。一般而言,对流动性风险管理除了应当做好流动性安排之外,还应当有效管理其他各类主要风险。因此,流动性风险管理水平体现了商业银行的整体经营状况和风险应对能力。流动性问题解决不好,银行就可能面临流动性危机。尤其相比其他金融机构,商业银行的流动性风险更具破坏性,由于流动性危机造成的恐慌和挤兑风险可能引发经济、金融危机和社会动荡。因此,无论是国家还是商业银行自身,都必须高度重视流动性管理问题。作为改革开放的重要成果之一,中小商业银行是我国银行金融机构的重要组成部分,在金融体系中发挥了越来越重要的作用。近年来,中小银行的中间业务发展很快,但大部分业务仍是资产负债业务,较容易受到利率波动的影响,加之中小商业银行资产规模相对较小、结构比较单一、资产与负债期限错配等因素,使得其在利率市场化的条件下面临较大的流动性风险,也使得其流动性管理的模式有别于国有大型商业银行。而随着中小银行对金融市场依存度的不断提高,在未来利率市场化改革的背景下,流动性管理问题成为我国中小银行面临的主要问题,在管理思路、管理方法方面面临创新。同时,金融危机以来,商业银行面临的流动性问题大大凸显,2011年10月12日,银监会发布《商业银行流动性风险管理办法(试行)》,明确了对于银行流动性监管的四个主要指标,凸显了国家对商业银行流动性管理的重视。在此背景下,本文选取了民生银行这个代表性案例,依据其公布的年度财务报告,考察了其流动性状况,并提出了相关的政策和建议。首先,本文对流动性管理进行了理论回顾,对流动性管理问题进行了系统梳理。其次,通过分析民生银行等我国中小商业银行面临的流动性风险,计算其流动性缺口,分析其面临流动性风险的原因。再次,结合民生银行等中小商业银行流动性管理的现状,基于对当前监管部门设立的流动性管理指标体系的科学性、合理性和适用性的讨论,综合考察民生银行的流动性管理问题。最后,结合全文,提出改进民生银行流动性管理的政策建议,对中小商业银行流动性管理指标体系的完善思路进行总结。本文主要的结论是:虽然外部环境对民生银行的流动性产生了不利影响,但导致其流动性风险的主因在于自身长期发展中积累的问题和矛盾,即公司业务比重过大,个人业务比重偏低,导致其一方面缺乏稳定的长期资金来源,另一方面中长期的贷款增长过快,使得资产与负债不匹配,从而诱发了较大的流动性风险。在应对这些风险的策略方面,本文提出了大力发展中间业务、转变经营方式和盈利模式,同时积极发展零售银行业务等建议。同时,近年来民生银行的流动性管理水平逐步提高,但仍存在较大问题。民生银行在各个时间段都存在流动性缺口,存在大额的不稳定性存款是民生银行面临流动性压力的主因,由于这部分不稳定性存款未得到充分利用,银行的盈利能力得到限制。整体来看,民生银行的风险控制框架比较完善,但由于资金管理范围过窄、流动性风险定期报告制度不完善、技术措施有待健全等原因,其流动性管理的现状并不乐观,还存在诸多不足。改进民生银行的流动性管理要从操作层面、政策层面和体制层面进行努力,核心在于加强流动性管理框架设计,并增强执行能力。与以往研究相比,本文的创新之处在于:第一,以财务数据为基础,运用各种方法进行研究,结合2003-2011年的数据,并结合银行业平均水平进行分析,较为系统地梳理了民生银行等中小商业银行所面临的流动性风险的演变及其流动性管理的现状,总结了其流动性风险的成因和特性。第二,在衡量流动性风险时,不仅使用了我国通用的流动性衡量指标,还引入了国外的相关指标,并基于中小商业银行的特殊性,对民生银行等中小商业银行的流动性管理指标体系进行重新构建,而现有文献对此研究较少。第三,在对民生银行应对流动性风险的案例分析中,使用了流动性缺口法进行了分时段分析,同时,充分结合当前的一些流行的理论和当前针对流动性管理指标设定的不同思路,对民生银行的流动性流动性管理指标体系进行综合考察和案例分析,以系统研究我国中小商业银行流动性管理所面临的问题和策略。
[Abstract]:Liquidity is the basis of the existence of modern commercial banks and one of the basic principles of commercial banks. Liquidity management is an important means to coordinate profitability and security, guard against and defuse the risk of bank payment. It is also one of the core contents of commercial banks. Liquidity risk is more extensive and complex because of the reasons for its formation. It is usually considered as a comprehensive risk, and it is difficult to manage the risk. Generally speaking, in addition to the liquidity arrangement, the liquidity risk management should also effectively manage the other major risks. Therefore, the level of liquidity risk management reflects the overall business situation and risk coping ability of commercial banks. When liquidity problems are not well solved, banks may face liquidity crisis. In particular, the liquidity risk of commercial banks is more destructive than other financial institutions, because the panic and run risks caused by liquidity crisis may lead to economic, financial and social unrest. Therefore, both the country and the commercial banks themselves must be high. As one of the important achievements of the reform and opening up, the medium and small commercial banks are an important part of the banking financial institutions of China, and play a more and more important role in the financial system. In recent years, the intermediate business of small and medium-sized banks has developed rapidly, but the large part of the business is still the asset liability business, which is easier to receive. The influence of interest rate fluctuation, as well as the relatively small size of the small and medium-sized commercial banks, the relatively single structure of the assets, the mismatch between the assets and the debt maturity, makes them face a large liquidity risk under the conditions of the interest rate marketization, and also makes the model of liquidity management different from the large commercial banks in the country. In the background of the market dependence, liquidity management has become the main problem for small and medium banks in China under the background of the future interest rate market reform. In the case of the financial crisis, the liquidity problem of commercial banks has been greatly highlighted. In October 12, 2011, the CBRC issued < The liquidity risk management method (Trial) of commercial banks (Trial) defines four main indicators for liquidity supervision of banks and highlights the importance of the state to the liquidity management of commercial banks. Under this background, this paper selects the representative case of Minsheng Bank and examines its liquidity status according to the annual financial report published. The relevant policies and suggestions are given. First, this paper makes a theoretical review of the liquidity management and systematically combs the problem of liquidity management. Secondly, through the analysis of the liquidity risks faced by small and medium commercial banks in China, such as Minsheng Bank and so on, the liquidity gap is calculated and the reasons for liquidity risk are analyzed. The current situation of liquidity management of small and medium commercial banks, such as banks, is based on the scientificity, rationality and applicability of the liquidity management index system set up by the current regulatory authorities, and a comprehensive investigation of the liquidity management of the Minsheng Bank. Finally, combining the full text, the paper puts forward the policy suggestions for improving the liquidity management of the Minsheng Bank, and the medium and small business. The main conclusions of this paper are as follows: Although the external environment has a negative impact on the liquidity of Minsheng Bank, the main cause of its liquidity risk is the problems and contradictions accumulated in its long-term development, that is, the proportion of the business business is too large and the proportion of individual business is low. On the one hand, it lacks a stable long-term source of funds, on the other hand, the medium and long term loans are growing too fast, which makes the assets and liabilities mismatched, and thus induces a large liquidity risk. In the strategy of dealing with these risks, this paper proposes to develop intermediate business, change management mode and profit model, and develop retail actively. At the same time, the liquidity management level of Minsheng Bank has been improved gradually in recent years, but there are still big problems. The Minsheng Bank has a liquidity gap in every time period, and the large amount of unstable deposit is the main reason for the liquidity pressure of the Minsheng Bank, because this part of the unstable deposit is not fully profitable. As a whole, the risk control framework of Minsheng Bank is relatively perfect, but due to the narrow scope of capital management, imperfect liquidity risk reporting system and technical measures to be improved, the current situation of liquidity management is not optimistic and there are many shortcomings. The core of sexual management should be from the operational level, policy level and system level, the core of which is to strengthen the design of the liquidity management framework and enhance the executive ability. The average level is analyzed. The evolution of liquidity risk and the current situation of liquidity management in small and medium commercial banks, such as Minsheng Bank, are systematically combed, and the causes and characteristics of liquidity risk are summarized. Second, when measuring liquidity risk, it not only uses the general liquidity measurement index in China, but also introduces foreign countries. Related indicators, and based on the particularity of small and medium commercial banks, it reconstructs the liquidity management index system of small and medium commercial banks, such as Minsheng Bank, and the existing literature is less. Third, in the case analysis of the liquidity risk of Minsheng Bank, it makes use of the liquidity gap method to analyze the time period, at the same time, In order to systematically study the problems and strategies for the liquidity management of the small and medium commercial banks in China, a comprehensive investigation and case analysis of the liquidity liquidity management index system of Minsheng Bank is carried out in the light of the current popular theories and different thoughts on the current setting of liquidity management indicators.
【学位授予单位】：电子科技大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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