HRB银行流动性风险管理研究
发布时间：2018-10-17 19:28
【摘要】：流动性风险管理是现阶段所有银行面临的一个重要课题。商业银行是企业法人性质,作为经营货币的特殊法人,商业银行的风险无规律、复杂、对经济影响较为滞后的特点,决定了商业银行与一般的企业在风险管理上有很大差异。商业银行充足的流动性等同于商业银行的生存之本,商业银行如果出现流动性不足,那将很大可能面临流动性风险,即在较短的时间里无法以较合理的价格出售资产或者以较低的价格获得负债,将对商业银行经营信用的商业银行无疑是灭顶之灾,对当地经济的影响也会产生连环效应。所以,在新形势下,商业银行的流动性管理理念需要与时俱进,不断革新。本文对商业银行的流动性风险管理理论进行深入探讨,并结合HRB银行的实际状况,对该行流动性风险管理存在的主要问题进行研究。本研究通过个案研究法、文献资料分析、理论与实际相结合的案例分析法,在阅读国内外经典资料的基础上,一方面,借鉴国内外学者对商业银行流动性风险的研究方法,另一方面,本文结合管理学与经济学知识,综合运用在商业银行流动性风险管理的研究中,有所创新。本文在研究过程中将数据与图表相结合,对HRB银行的流动性风险进行深入的分析,并借鉴国内外学者对商业银行流动性风险的论点和思路,全面、客观地分析HRB银行在流动性风险管理中存在的问题。同时,分析HRB银行流动性风险管理中积累的经验,结合HRB银行流动性风险管理的实际情况,在此基础上,提出改进对流动性风险管理的建议,并立足于HRB银行流动性风险管理实际情况,提出相应的保障条件。本研究通过对商业银行流动性风险管理中遇到的共性进行着手,对流动性风险的防控存在的问题提出可行的建议,以便以后更有效的识别和应对此类风险,提高商业银行运行的质量,为HRB银行的稳健经营提供参考。
[Abstract]:Liquidity risk management is an important subject for all banks at this stage. The commercial bank is the enterprise legal person nature, as the special legal person that manages the currency, the commercial bank's risk is irregular, complex, the influence on the economy is lagged, decided the commercial bank and the general enterprise have the very big difference in the risk management. The sufficient liquidity of commercial banks is equivalent to the survival of commercial banks. If there is insufficient liquidity in commercial banks, they will probably face liquidity risks. That is, it is impossible to sell assets at a reasonable price or obtain liabilities at a lower price in a short period of time, which will undoubtedly destroy the commercial banks operating credit, and will also have a series of effects on the local economy. Therefore, under the new situation, the liquidity management concept of commercial banks needs to keep pace with the times and innovate constantly. In this paper, the theory of liquidity risk management of commercial banks is discussed in depth, and the main problems in liquidity risk management of HRB bank are studied in combination with the actual situation of the bank. Through case study, literature analysis, case analysis of theory and practice, on the basis of reading the classical materials at home and abroad, on the one hand, draw lessons from domestic and foreign scholars on the liquidity risk research methods of commercial banks. On the other hand, combined with the knowledge of management and economics, this paper makes some innovations in the research of liquidity risk management of commercial banks. In the course of the research, this paper combines the data with the chart, analyzes the liquidity risk of HRB bank deeply, and draws lessons from the arguments and ideas of domestic and foreign scholars on the liquidity risk of commercial bank. This paper analyzes objectively the problems existing in liquidity risk management of HRB bank. At the same time, this paper analyzes the experience accumulated in the liquidity risk management of HRB bank, combines with the actual situation of liquidity risk management in HRB bank, and puts forward some suggestions to improve the liquidity risk management. Based on the actual situation of liquidity risk management in HRB bank, the corresponding guarantee conditions are put forward. This study starts with the commonness of liquidity risk management in commercial banks, and puts forward feasible suggestions on the prevention and control of liquidity risk, so as to identify and deal with such risks more effectively in the future. Improve the operation quality of commercial banks, and provide reference for the steady operation of HRB Bank.
【学位授予单位】：哈尔滨商业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33
本文编号：2277719
[Abstract]:Liquidity risk management is an important subject for all banks at this stage. The commercial bank is the enterprise legal person nature, as the special legal person that manages the currency, the commercial bank's risk is irregular, complex, the influence on the economy is lagged, decided the commercial bank and the general enterprise have the very big difference in the risk management. The sufficient liquidity of commercial banks is equivalent to the survival of commercial banks. If there is insufficient liquidity in commercial banks, they will probably face liquidity risks. That is, it is impossible to sell assets at a reasonable price or obtain liabilities at a lower price in a short period of time, which will undoubtedly destroy the commercial banks operating credit, and will also have a series of effects on the local economy. Therefore, under the new situation, the liquidity management concept of commercial banks needs to keep pace with the times and innovate constantly. In this paper, the theory of liquidity risk management of commercial banks is discussed in depth, and the main problems in liquidity risk management of HRB bank are studied in combination with the actual situation of the bank. Through case study, literature analysis, case analysis of theory and practice, on the basis of reading the classical materials at home and abroad, on the one hand, draw lessons from domestic and foreign scholars on the liquidity risk research methods of commercial banks. On the other hand, combined with the knowledge of management and economics, this paper makes some innovations in the research of liquidity risk management of commercial banks. In the course of the research, this paper combines the data with the chart, analyzes the liquidity risk of HRB bank deeply, and draws lessons from the arguments and ideas of domestic and foreign scholars on the liquidity risk of commercial bank. This paper analyzes objectively the problems existing in liquidity risk management of HRB bank. At the same time, this paper analyzes the experience accumulated in the liquidity risk management of HRB bank, combines with the actual situation of liquidity risk management in HRB bank, and puts forward some suggestions to improve the liquidity risk management. Based on the actual situation of liquidity risk management in HRB bank, the corresponding guarantee conditions are put forward. This study starts with the commonness of liquidity risk management in commercial banks, and puts forward feasible suggestions on the prevention and control of liquidity risk, so as to identify and deal with such risks more effectively in the future. Improve the operation quality of commercial banks, and provide reference for the steady operation of HRB Bank.
【学位授予单位】：哈尔滨商业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33
【参考文献】
相关期刊论文 前10条
1 王国志;刘艳梅;;中国上市商业银行流动性风险影响因素实证研究[J];燕山大学学报(哲学社会科学版);2014年03期
2 刘志清;;中国式“钱荒”的解析和政策选择[J];国际金融;2014年03期
3 曾刚;李广子;;商业银行流动性影响因素研究[J];金融监管研究;2013年10期
4 白云飞;;对“钱荒”问题的一个冷思考——基于货币流动性的角度[J];上海金融学院学报;2013年04期
5 沈沛龙;王晓婷;;银行流动性风险评级与风险测度——基于随机流动比率模型的分析[J];金融论坛;2013年08期
6 翟光宇;;存贷比监管指标是否应该放松——基于中国上市银行2007—2012年的季度数据分析[J];经济理论与经济管理;2013年06期
7 童磊;彭建刚;;基于宏观经济因子冲击的商业银行流动性压力测试研究[J];湖南科技大学学报(社会科学版);2013年03期
8 敬志勇;王周伟;范利民;;中国商业银行流动性危机预警研究:基于风险共担型流动性创造均衡分析[J];金融经济学研究;2013年02期
9 朱元倩;;流动性风险压力测试的理论与实践[J];金融评论;2012年02期
10 卢智明;;巴塞尔协议Ⅲ对我国商业银行流动性监管的影响及启示[J];市场周刊(理论研究);2012年01期
，本文编号：2277719
本文链接：https://www.wllwen.com/jingjilunwen/huobiyinxinglunwen/2277719.html
