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论文编号：	10445
作者编号：	2120163056
上传时间：	2018/12/6 15:05:07
中文题目：	TRC银行流动性风险管理研究
英文题目：	Research on TRC Bank Liquidity Risk Management
指导老师：	张晓农
中文关键字：	商业银行;流动性风险;期限错配;现金流管理;风险管理
英文关键字：	Commercial Bank; Liquidity Risk ; Maturity Mismatch; Cash Flow Management; Risk Management
中文摘要：	我国经济正处于转变发展方式、优化经济结构、转换增长动力的战略攻关期，面对日益错综复杂的国际国内经济金融环境和历次金融危机带来的教训，防范化解金融风险已经作为现阶段国家金融工作的重点。在此背景下，金融监管政策密集出台，监管部门对金融机构的监管力度空前加大。 2008年全球范围的金融危机使全球主要经济体金融监管体系落后和商业银行流动性管理缺失等问题浮出水面。伴随着我国金融市场化改革、金融产品创新和金融市场开放等政策的加速推进，国内商业银行的经营环境已经发生深刻变化，其流动性管理压力日趋增加。搭建全面风险管理框架，提升流动性风险管理水平，实现“规模银行”向“价值银行”转型已经成为近年来国内商业银行的一项重要的战略性工作。 商业银行经营管理是流动性、安全性和效益性的协调统一。合理安排流动性、实现流动性和盈利性的均衡是摆在所有商业银行面前的课题。相较国有大型、股份制商业银行雄厚的资本实力和丰富的资源禀赋，地方性中小银行在经营管理方面的基础相对薄弱。本文在已有研究的基础上，以TRC银行为案例研究对象，针对该行期限错配严重、业务结构失衡、应急管理不足、管控流程和内控制度缺失等问题，提出如何进一步完善该行流动性风险管理体系的解决方案。具体来说，从治理结构、组织架构、管理策略、政策流程的框架角度到流动性风险的识别、计量、监测、控制等方法论角度参照监管要求和内部管理需要进行分析并提出应对措施，旨在为地方性中小商业银行搭建符合监管要求、实现流动性安全的管理框架提供有价值的参考。
英文摘要：	China's economy is in the midst of a strategic research period of transforming the development mode, optimizing the economic structure, and transforming the growth momentum. Facing the increasingly complicated international and domestic economic and financial environment and the lessons of previous financial crises, preventing and resolving financial risks has become the current stage of national financial work. the key of. In this context, financial regulatory policies have been intensively introduced, and the supervision of financial institutions by the regulatory authorities has been unprecedented. The global financial crisis in 2008 brought out the problems of the backward financial supervision system of major economies in the world and the lack of liquidity management of commercial banks. With the acceleration of China's financial marketization reform, financial product innovation and financial market opening, the operating environment of domestic commercial banks has undergone profound changes, and its liquidity management pressure is increasing. Building a comprehensive risk management framework, improving the level of liquidity risk management, and realizing the transformation of “scale banks” to “value banks” has become a strategic task for domestic commercial banks in recent years. The management of commercial banks is the harmonization of liquidity, safety and efficiency. Reasonable arrangements for liquidity, balance between liquidity and profitability are the issues facing all commercial banks. Compared with the capital strength and resource endowment of state-owned and joint-stock commercial banks, local small and medium-sized banks have relatively weak operational management. Based on the existing research, this paper takes TRC Bank as the case study object, and proposes how to further improve the bank's liquidity in view of the bank's long maturity mismatch, business structure imbalance, insufficient emergency management, control process and lack of internal control. A solution to the risk management system. Specifically, it analyzes and proposes countermeasures from the perspectives of governance structure, organizational structure, management strategy, policy process, identification, measurement, detection, and control of liquidity risk with reference to regulatory requirements and internal management needs. The aim is to provide a valuable reference for local small and medium commercial banks to establish a regulatory framework that meets regulatory requirements and achieves liquidity security.
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