YZ农村商业银行流动性风险管理研究

发布时间：2018-03-16 20:38

本文选题：YZ农村商业银行　切入点：流动性风险　出处：《扬州大学》2017年硕士论文　论文类型：学位论文

【摘要】：近年来,随着国内金融改革稳步推进、金融市场发展持续加快,以及金融创新不断涌现,商业银行的经营环境、业务模式、资金来源等均发生了明显变化,商业银行的流动性风险管理所面临的挑战日趋增大。突发的罕见“钱荒”现象以及银行间市场流动性紧张等情形,都充分暴露出目前我国商业银行流动性管理方面仍然存在较为严重的问题。因此,加强流动性风险管理,保持合理的流动性已成为商业银行,尤其是地方法人商业银行必须面对的重要而又紧迫的课题。本文以农村中小法人商业银行中的典型代表——YZ农村商业银行为调查研究对象,通过对该银行进行全面流动性风险管理调研,发现该银行流动性风险管理中存在的问题,找到原因,并提出合理的改进建议,进一步提高YZ农村商业银行自身的流动性风险管理能力,也为YZ地区其他同类型商业银行起一定的参考引导作用。本文首先从流动性风险管理理论、流动性风险计量指标的概念出发,通过文献分析和比较分析等方法,全面分析了商业银行常用的流动性风险管理方法,并对各种流动性风险管理方法进行了优劣比较。其次通过对YZ农村商业银行进行现场调研和非现场数据收集,并依托当地人民银行和银监局等管理机构相关数据库、现场检查结果等,进一步对该银行进行了流动性风险指标分析比较、流动性风险管理做法阐述和流动性压力测试实证分析等。通过各项分析,发现YZ农村商业银行在流动性风险管理方面总体情况较好,但是也存在许多有待改进的地方。虽然近五年来,YZ农村商业银行的各项流动性风险监测指标均未突破银行监管机构的最低要求,但相比同地区同类型的其他商业银行,YZ农村商业银行的多项流动性风险指标低于同地区同类型商业银行的平均水平。同时调查研究发现,该行存在着流动性内控制度管理、流动性监测指标体系不够完善,流动性风险预警监测手段比较落后,显著竞争优势的产品缺失等问题,并针对问题分析原因。最后,根据分析调查结果,针对YZ农村商业银行目前流动性风险管理所存在的问题,分析产生问题的原因,并对YZ农村商业银行提出了应进一步提高员工流动性风险管理水平和意识,探索设立独立的流动性风险管理部门,积极主动优化期限错配情况,丰富流动性计量方法和手段等建议。力求改善该银行流动性风险管理现状,全面提高经营竞争实力。
[Abstract]:In recent years, with the steady progress of the domestic financial reform, the development of the financial market continues to accelerate, as well as the continuous emergence of financial innovation, the business environment, business models and sources of funds of commercial banks have all undergone obvious changes. The challenges faced by commercial banks in liquidity risk management are increasing day by day. The rare phenomenon of "money shortage" and the tight liquidity in the interbank market, etc. Therefore, strengthening liquidity risk management and maintaining reasonable liquidity have become commercial banks. Especially the important and urgent subject that the local legal person commercial bank must face. This paper takes YZ rural commercial bank as the research object, taking the typical representative of the rural small and medium-sized legal person commercial bank as the research object. Through the comprehensive liquidity risk management investigation of the bank, the problems in liquidity risk management of the bank are found, the reasons are found, and reasonable improvement suggestions are put forward. To further improve the liquidity risk management ability of YZ rural commercial banks, it also plays a certain reference role for other commercial banks of the same type in YZ area. Based on the concept of liquidity risk measurement index, this paper analyzes the common liquidity risk management methods of commercial banks through literature analysis and comparative analysis. Secondly, through the field investigation and off-site data collection of YZ Rural Commercial Bank, and relying on the local people's Bank and Banking Regulatory Bureau and other management agencies related databases, Based on the results of the on-site inspection, the bank is further analyzed and compared with the liquidity risk indicators, the liquidity risk management practices and the empirical analysis of the liquidity stress test. It is found that YZ Rural Commercial Bank has a good overall liquidity risk management. However, there are still many areas for improvement. Although in the past five years, none of the liquidity risk monitoring indicators of YZ rural commercial banks have exceeded the minimum requirements of bank regulators. However, compared with other commercial banks of the same type in the same area, many liquidity risk indexes of YZ rural commercial banks are lower than the average level of the same type of commercial banks in the same area. The liquidity monitoring index system is not perfect, the early warning monitoring means of liquidity risk are relatively backward, the products with significant competitive advantage are missing, and the reasons are analyzed. Finally, according to the analysis results, In view of the problems existing in the current liquidity risk management of YZ Rural Commercial Bank, this paper analyzes the causes of the problems, and puts forward to YZ Rural Commercial Bank that the level and consciousness of employee liquidity risk management should be further improved. This paper explores the establishment of an independent liquidity risk management department, actively optimizes the term mismatch situation, enriches the liquidity measurement methods and means, and tries to improve the current liquidity risk management situation of the bank and enhance the management competitive strength in an all-round way.
【学位授予单位】：扬州大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F272.3;F832.35

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