天津渤海银行流动性风险管理研究
发布时间：2018-07-27 12:45
【摘要】：随着经济全球化，国内金融市场与国外金融市场同步是不可避免的趋势。就目前来看，中国银行业的流动性风险之所以不突出的一个重要原因是国家信用的强力支撑，但随着全球经济的融合，国家信用的逐步退出，商业银行的流行性风险管理必须得到重视。同时，近年来，中国商业银行迅猛发展，银行之间竞争激烈，各银行不再满足于传统的存贷款业务，各种金融工具不断创新，丰富多彩的中间业务得到发展，为了商业银行的稳定经营，流动性风险管理就显得尤为重要。流动性（Liquidity）是指资产能够以一个合理的价格顺利变现的能力，它是一种所投资的时间尺度（卖出它所需多长时间）和价格尺度（与公平市场价格相比的折扣）之间的关系。而商业银行流动性风险是指商业银行无法提供足额资金来应付资产增加需求，或履行到期债务的相关风险。随着经济的不断发展，金融市场越来越繁荣，金融工具得到不断的创新，从20世纪80年代开始，国外的学者逐步关注商业银行的流动性风险，并相继提出各种相关理论。同时，近年来，中国商业银行迅猛发展，银行之间竞争激烈，各银行不再满足于传统的存贷款业务，各种金融工具不断创新，丰富多彩的中间业务得到发展，为了商业银行的稳定经营，流动性风险管理就显得尤为重要。众所周知，中国是一个发展中的经济大国，商业银行的流动性风险管理并不成熟，国内金融市场的发展也与国外不尽相同，在借鉴吸收国外商业银行流动性风险管理经验的同时，要结合中国的国情与实际情况，总结出符合我国适用的商业银行流动性风险管理办法。由此可见，研究国内外商业银行流动性风险管理理论，分析我国商业银行流动性风险管理现状，总结国外研究经验得出适合中国国情的管理办法，对我国商业银行流动性风险管理具有重要意义。本论文通过介绍流动性，流动性风险以及流动性风险管理等相关概念，总结出流动性风险的特征，并结合流动性风险管理的相关理论，分析了商业银行进行流动性管理的必要性。同时，运用国际上统一且适合我国银监会规定的度量指标，以天津渤海银行为案例，进行分析。通过数据，，分析渤海银行的流动性现状以及流动性风险管理概况。结合渤海银行的实际情况，针对分析出的相关问题，分别从事前，事中，事后三方面提出适合其加强流动性风险管理的几条建议。
[Abstract]:With the economic globalization, it is inevitable that the domestic financial market and the foreign financial market synchronize. At present, one of the important reasons why the liquidity risk of China's banking industry is not prominent is the strong support of state credit, but with the integration of the global economy, the gradual withdrawal of state credit, The epidemic risk management of commercial banks must be paid attention to. At the same time, in recent years, with the rapid development of Chinese commercial banks, the competition between banks is fierce, the banks are no longer satisfied with the traditional deposit and loan business, various financial instruments are constantly innovating, and the rich and colorful intermediary business has been developed. For the stable operation of commercial banks, liquidity risk management is particularly important. Liquidity (Liquidity) refers to the ability of assets to realize smoothly at a reasonable price. It is the relationship between the time scale of investment (how long it takes to sell it) and the price scale (discount compared with fair market price). The liquidity risk of commercial banks refers to the risk that commercial banks can not provide sufficient funds to meet the increased demand for assets or fulfill the maturing debts. With the development of economy, the financial market is more and more prosperous, and the financial instruments have been innovated constantly. Since the 1980s, foreign scholars have gradually paid attention to the liquidity risk of commercial banks, and put forward various related theories one after another. At the same time, in recent years, with the rapid development of Chinese commercial banks, the competition between banks is fierce, the banks are no longer satisfied with the traditional deposit and loan business, various financial instruments are constantly innovating, and the rich and colorful intermediary business has been developed. For the stable operation of commercial banks, liquidity risk management is particularly important. As we all know, China is a developing economic country, the liquidity risk management of commercial banks is not mature, and the development of domestic financial market is different from that of foreign countries. While drawing lessons from the experience of foreign commercial banks' liquidity risk management, it is necessary to sum up the appropriate liquidity risk management methods of commercial banks in accordance with China's national conditions and actual conditions. It can be seen that, by studying the theory of liquidity risk management of commercial banks at home and abroad, analyzing the current situation of liquidity risk management of commercial banks in China, and summing up the experience of foreign research, we can find out the management methods suitable for China's national conditions. It is of great significance to the liquidity risk management of commercial banks in China. By introducing the concepts of liquidity, liquidity risk and liquidity risk management, this paper summarizes the characteristics of liquidity risk, and combines the theory of liquidity risk management. This paper analyzes the necessity of liquidity management in commercial banks. At the same time, using the international unified and suitable measurement index stipulated by China Banking Regulatory Commission, taking the Bohai Bank of Tianjin as a case, the paper makes an analysis. Through the data, the paper analyzes the liquidity status and liquidity risk management of Bohai Bank. According to the actual situation of Bohai Bank, this paper puts forward some suggestions on how to strengthen liquidity risk management before, during and after the analysis of the relevant problems.
【学位授予单位】：天津商业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F830.42
[Abstract]:With the economic globalization, it is inevitable that the domestic financial market and the foreign financial market synchronize. At present, one of the important reasons why the liquidity risk of China's banking industry is not prominent is the strong support of state credit, but with the integration of the global economy, the gradual withdrawal of state credit, The epidemic risk management of commercial banks must be paid attention to. At the same time, in recent years, with the rapid development of Chinese commercial banks, the competition between banks is fierce, the banks are no longer satisfied with the traditional deposit and loan business, various financial instruments are constantly innovating, and the rich and colorful intermediary business has been developed. For the stable operation of commercial banks, liquidity risk management is particularly important. Liquidity (Liquidity) refers to the ability of assets to realize smoothly at a reasonable price. It is the relationship between the time scale of investment (how long it takes to sell it) and the price scale (discount compared with fair market price). The liquidity risk of commercial banks refers to the risk that commercial banks can not provide sufficient funds to meet the increased demand for assets or fulfill the maturing debts. With the development of economy, the financial market is more and more prosperous, and the financial instruments have been innovated constantly. Since the 1980s, foreign scholars have gradually paid attention to the liquidity risk of commercial banks, and put forward various related theories one after another. At the same time, in recent years, with the rapid development of Chinese commercial banks, the competition between banks is fierce, the banks are no longer satisfied with the traditional deposit and loan business, various financial instruments are constantly innovating, and the rich and colorful intermediary business has been developed. For the stable operation of commercial banks, liquidity risk management is particularly important. As we all know, China is a developing economic country, the liquidity risk management of commercial banks is not mature, and the development of domestic financial market is different from that of foreign countries. While drawing lessons from the experience of foreign commercial banks' liquidity risk management, it is necessary to sum up the appropriate liquidity risk management methods of commercial banks in accordance with China's national conditions and actual conditions. It can be seen that, by studying the theory of liquidity risk management of commercial banks at home and abroad, analyzing the current situation of liquidity risk management of commercial banks in China, and summing up the experience of foreign research, we can find out the management methods suitable for China's national conditions. It is of great significance to the liquidity risk management of commercial banks in China. By introducing the concepts of liquidity, liquidity risk and liquidity risk management, this paper summarizes the characteristics of liquidity risk, and combines the theory of liquidity risk management. This paper analyzes the necessity of liquidity management in commercial banks. At the same time, using the international unified and suitable measurement index stipulated by China Banking Regulatory Commission, taking the Bohai Bank of Tianjin as a case, the paper makes an analysis. Through the data, the paper analyzes the liquidity status and liquidity risk management of Bohai Bank. According to the actual situation of Bohai Bank, this paper puts forward some suggestions on how to strengthen liquidity risk management before, during and after the analysis of the relevant problems.
【学位授予单位】：天津商业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F830.42
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