宏观审慎框架下商业银行流动性风险研究综述

发布时间：2018-04-13 04:24

本文选题：商业银行流动性风险 + 巴塞尔协议Ⅲ　；参考：《海南金融》2016年12期

【摘要】：本文着重梳理和总结金融危机以来微观审慎层面流动性风险管理和监管的相关研究成果,结果发现:首金融创新和金融市场的快速发展已经使得流动性风险的本质发生了改变,在这一过程中,商业银行往往容易忽视流动性风险的系统性特征;在微观审慎层面,当前大多数流动性监管和监测指标仍与完善的、与金融市场和宏观经济波动挂钩的动态监管指标相去较远。随着中国经济发展进入新常态,商业银行金融市场参与程度的提高,有必要在宏观审慎视角下考察商业银行的流动性风险。
[Abstract]:This paper reviews and summarizes the relevant research results of liquidity risk management and supervision at the microprudential level since the financial crisis. The results show that the first financial innovation and the rapid development of the financial market have changed the nature of liquidity risk.In this process, commercial banks tend to ignore the systemic characteristics of liquidity risk. At the microprudential level, most of the current liquidity supervision and monitoring indicators are still perfect.And financial markets and macroeconomic fluctuations linked to the dynamic regulatory indicators are far away.With the development of Chinese economy entering the new normal and the increase of the participation of commercial banks in the financial market, it is necessary to examine the liquidity risk of commercial banks from the perspective of macroprudential.
【作者单位】：工银金融租赁有限公司博士后科研工作站;对外经济贸易大学金融学院;
【分类号】：F832.33

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