浙江泰隆商业银行流动性风险管理优化研究

发布时间：2018-02-14 04:49

本文关键词： 商业银行流动性风险流动性风险管理　出处：《兰州大学》2017年硕士论文　论文类型：学位论文

【摘要】：商业银行开展业务过程中面临的最主要的一种风险即为流动性风险。流动性管理水平的高低与商业银行能否持续良性发展密切相关,流动性短缺会引起商业银行的经营危机,但是长期的流动性过剩则会影响商业银行的经营效益。如何合理确定商业银行流动性,在风险可控的同时实现利益最大化,一直是各个层面研究商业银行风险管理的重中之重和难点所在。本文采用规范分析和实证分析相结合的方法,首先对商业银行流动性风险的相关概念、流动性风险管理的经典理论进行了阐述,同时对国内外学术界对于流动性风险相关的研究文献进行了综述,这是本文的研究理论基础。实证分析方面,通过对泰隆银行流动性风险相关的各项静态和动态指标与国内同业的比较来计量潜在的流动性风险,并应用聚类分析的方法将泰隆银行主要流动性指标数据同国内其他样本银行数据进行比较,进一步验证该银行的流动性状况。随后,文章详细阐述了泰隆银行现有的流动性风险管理体系,涵盖泰隆银行流动性风险管理概况,泰隆银行流动性风险管理的治理架构,泰隆银行流动性风险管理的策略、政策和程序,泰隆银行流动性风险的识别、计量、检测和控制技术,以及泰隆银行流动性管理信息系统。最后提出了泰隆银行流动性风险管理体系优化的建议,涵盖流动性优化的整体目标和基本思路,优化泰隆银行流动性风险管理组织结构,健全流动性风险指标体系,加强资产负债管理,完善流动性风险监测预警体系。
[Abstract]:Liquidity risk is one of the most important risks faced by commercial banks in the process of carrying out business. The level of liquidity management is closely related to the sustained and benign development of commercial banks, and the shortage of liquidity will lead to the management crisis of commercial banks. However, long-term excess liquidity will affect the operating efficiency of commercial banks. How to reasonably determine the liquidity of commercial banks, and realize the maximum benefits while the risks are controllable, It has always been the most important and difficult point to study the risk management of commercial banks at all levels. This paper adopts the method of combining normative analysis with empirical analysis, first of all, the related concepts of liquidity risk of commercial banks are discussed. The classical theory of liquidity risk management is expounded, and the literature on liquidity risk is summarized, which is the theoretical basis of this paper. The potential liquidity risk is measured by comparing the static and dynamic indicators related to the liquidity risk of Tyrone Bank with the domestic peers. The main liquidity index data of Tyrone Bank are compared with other domestic sample bank data by cluster analysis to further verify the liquidity status of the bank. This paper elaborates the current liquidity risk management system of Tyrone Bank, including the general situation of liquidity risk management, the governance structure of Talon Bank liquidity risk management, and the strategy of Talon Bank liquidity risk management. Policies and procedures, identification, measurement, detection and control of the liquidity risk of Tyrone Bank, as well as the liquidity Management Information system of Tyrone Bank. Finally, suggestions for optimizing the liquidity risk management system of Tyrone Bank are put forward. It covers the overall objective and basic idea of liquidity optimization, optimizes the organizational structure of liquidity risk management, improves the index system of liquidity risk, strengthens the management of assets and liabilities, and perfects the monitoring and warning system of liquidity risk.
【学位授予单位】：兰州大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F272.3

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