流动性变化与商业银行战略调整

发布时间：2018-04-14 07:18

本文选题：流动性风险管理 + 商业银行　；参考：《银行家》2014年04期

【摘要】：正编者按:过去一年,过度依赖同业业务扩充规模、银行业资产负债期限错配、银行资产流动性减低等风险威胁着银行体系的安全稳定。银行间市场出现的阶段性流动性紧张、市场利率快速上升现象暴露了我国银行流动性风险管理存在的问题,流动性问题也越来越受到管理层的重视。近年来,银行同业业务规模快速膨胀。数据显示,商业银行从2006年到2013年同业员债比从6.6%上升到13.4%,一些银行同业资产占总资产的比例甚至超过1/3。而各类银行理财产品更是如雨后春笋般"野蛮生长"。流动性作为商业银行的生命线,不仅关平商业银行的生死存亡,而且对整个国家乃至全球经济的稳定都至关重要。事实上,经过2013年几次阶段性流动性偏紧的状况以后,央行也在不断地推出创新的管理工具来管理流动性。比如2013年推出的用SL0(短期流动性调节工具)和SLF(常设借贷便利)等来调节流动性。而外汇占款同样是影响流动性的关键因素,根据理论及经验,外汇占款应该与流动性是正相关的关系,但是近期却出现了与之相悖的现象,二者之间的关系出现了紊乱。究竟2014年流动性将何去何从,本期特别关注栏目特发表几篇券商研究员的分析文章,以飨读者。
[Abstract]:Editor's note: over the past year, risks such as over-reliance on the expansion of interbank operations, maturities mismatch of bank assets and liabilities, and reduced liquidity in banks have threatened the security and stability of the banking system.The phase liquidity is tight in the interbank market, and the phenomenon of market interest rate rising rapidly has exposed the problems of liquidity risk management in China's banks, and the liquidity problem has been paid more and more attention by the management.In recent years, the scale of interbank business expands rapidly.The ratio of interbank debt rose from 6.6% to 13.4% between 2006 and 2013, with some interbank assets accounting for more than a third of total assets, according to the data.And all kinds of banking products are like bamboo shoots, "savage growth."Liquidity, as the lifeline of commercial banks, is not only vital to the survival of Guan Ping commercial banks, but also to the stability of the whole country and even the global economy.In fact, after several periods of tight liquidity in 2013, the central bank is also rolling out innovative management tools to manage liquidity.In 2013, for example, SL0 (short term liquidity Adjustment tool) and SLF (standing loan facilities) were introduced to regulate liquidity.According to the theory and experience, the foreign exchange occupation should be a positive correlation with liquidity, but recently there has been a contrary phenomenon, and the relationship between the two has been disordered.After all, where will liquidity go in 2014, this issue special attention column special published a few brokerage researcher's analysis article, in order to provide dinner to readers.
【分类号】：F832.5;F832.33

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