S商业银行流动性风险管理对策研究

发布时间：2018-07-12 17:34

本文选题：S商业银行 + 商业银行流动性　；参考：《安徽大学》2014年硕士论文

【摘要】：流动性风险不仅关系到某家商业银行的安危,对整个银行系统乃至整个国家甚至全球经济的稳定都可能产生重大影响。在商业银行的经营过程中,流动性风险一直存在,伴随着金融业的进一步开放,金融机构之间的相互影响越来越大,其抗风险能力亟需加强,因此提高流动性风险管理水平非常必要。2013年6月20日当天,隔夜Shibor飙升578.40个基点,升至13.4440%的历史新高,此次“钱荒”事件的出现,其根本原因在于流动性不能流动。因此在当前经济形势下,对商业银行流动性风险管理现状及流动性风险形成的原因、影响因素进行分析,并寻找与其实际情况相适应的流动性风险管理对策,对于提高商业银行流动性风险管理水平、改善流动性风险现状、促进银行业稳定发展都具有一定的现实意义。本文在研究过程中将理论与实际相结合,首先通过文献资料归纳法,对国内外学者的有关研究成果以及流动性风险管理理论的发展进行了归纳和总结,然后通过定性分析与定量分析相结合的方法对S商业银行流动性风险管理现状进行了分析。研究结论：S商业银行业务经营总体稳健,所有选取的指标在整个统计期间都严格控制在监管标准线以内,其历年来流动性风险总体较好,不仅流动性风险管理水平稳步提高,而且流动性风险也得到了较为有效的控制,但这并不意味着S商业银行已经不存在发生流动性危机的可能,从根本上说,流动性风险是银行体系与生俱来的问题,其流动性风险仍然存在改善的空间。本文章节安排如下：全文共分七章,第一章绪论部分主要介绍本文的研究背景及研究意义,并简要介绍了国内外学者有关流动性风险的研究成果,第二章阐述了流动性风险管理的基本理论,第三章分析了S商业银行流动性风险管理的现状,第四章通过借鉴国内外主要商业银行流动性风险管理的经验,总结出一些启示,第五章分析了S商业银行流动性风险产生的原因及其影响因素,第六章提出了完善S商业银行流动性风险管理的相关对策,第七章作出研究结论和展望。
[Abstract]:Liquidity risk is not only related to the safety of a commercial bank, but also has a significant impact on the stability of the whole banking system, even the whole country and even the global economy. In the process of commercial banks' operation, liquidity risk exists all the time. With the further opening of the financial industry, the mutual influence between financial institutions is becoming more and more great, and the ability of resisting risks needs to be strengthened. On June 20, 2013, Shibor soared 578.40 basis points to a record high of 13.4440 percent. Therefore, under the current economic situation, the paper analyzes the current situation of liquidity risk management of commercial banks and the reasons for the formation of liquidity risk, and analyzes the influencing factors, and looks for the liquidity risk management countermeasures suitable for its actual situation. It is of practical significance to improve the level of liquidity risk management of commercial banks, improve the current situation of liquidity risk and promote the stable development of banking industry. In this paper, the theory and practice are combined in the course of the research. Firstly, through the method of literature and data induction, the research results of domestic and foreign scholars and the development of liquidity risk management theory are summarized and summarized. Then the paper analyzes the current situation of liquidity risk management in S commercial bank by combining qualitative analysis with quantitative analysis. The conclusion of the study is that the business operation of the commercial bank of: s is generally stable, all the selected indexes are strictly controlled within the regulatory standard line during the whole statistical period, the liquidity risk is generally good in the past years, and not only the level of liquidity risk management has been steadily improved, And liquidity risk has also been more effectively controlled, but this does not mean that there is no longer the possibility of a liquidity crisis in S commercial banks. Fundamentally speaking, liquidity risk is an inherent problem in the banking system. There is still room for improvement in liquidity risk. The chapter is divided into seven chapters. The first chapter mainly introduces the research background and significance of this paper, and briefly introduces the research results of domestic and foreign scholars on liquidity risk. The second chapter expounds the basic theory of liquidity risk management, the third chapter analyzes the current situation of S commercial bank liquidity risk management, the fourth chapter summarizes some enlightenment by drawing lessons from the experience of liquidity risk management of major commercial banks at home and abroad. The fifth chapter analyzes the causes of liquidity risk of S commercial bank and its influencing factors, the sixth chapter puts forward the relevant countermeasures to improve the liquidity risk management of S commercial bank, and the seventh chapter makes the research conclusions and prospects.
【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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