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论文编号：	6919
作者编号：	2120123064
上传时间：	2014/12/8 13:19:12
中文题目：	我国商业银行流动性风险管理研究——以T商业银行为例
英文题目：	Commercial Bank Liquidity Risk Management -To T commercial bank, for an example
指导老师：	王全喜
中文关键字：	商业银行;流动性;流动性风险管理
英文关键字：	Commercial banks; Liquidity ; Liquidity risk management
中文摘要：	摘 要目前，我国的金融市场依旧处于不断改革的进程中，受利率市场化、金融脱媒、互联网金融等金融创新和新政策的不断冲击，商业银行除了对于盈利性的追求，在实现安全经营、保持流动性平稳等方面应该予以更高的重视。2013年的620钱荒事件，反映出银行对金融创新带来的流动性风险认识不足，缺乏切实有效的流动性管理手段和方法，过度依赖同业负债，为商业银行流动性风险管理带来挑战。基于流动性风险管理现状，我国商业银行在经营过程中对流动性风险认识不足且管理比较随性，缺乏对流动性风险的刚性约束。随着金融市场利率市场化的发展趋势越来越显著，银行资产负债表的结构调整显示出其由传统存贷款等业务，已经将发展重点向同业业务和理财业务方向转移。而在这种新形势下，商业银行对流动性风险及其形成的原因认识不足，反应的滞后性和缺乏科学性使得其面临的流动性风险也随之增加。正因为此，本文对我国商业银行流动性风险进行了研究。本文主要采用文献分析法总结了国内外的流动性风险研究理论，特别引入同业市场流动性分析框架；在该理论框架基础上，阐述了当前我国商业银行流动性风险管理的状况以及造成这种管理现状的原因；使用案例分析法、定性分析法、定量分析法等方法对T银行流动性风险管理的状况进行了分析，针对其现存的流动性管理方面的问题，提出合理改善的建议，以期在指导商业银行的经营管理实践中具有一定现实意义。本文基于对T银行流动性风险的管理现状、形成原因分析，提出制定内部资产转移定价机制、建立分项指标管理机制、积极参与实施流动性创新业务品种、建立健全流动性风险预警机制等改进措施，意在为T银行的经营管理活动产生应用价值，提高T银行的流动性风险意识、完善其流动性风险管理手段，提高其流动性风险管理效果，降低突发事件对该行流动性风险方面的冲击。 关键词：商业银行 流动性 流动性风险管理
英文摘要：	Abstract At present, China's financial market is still in the ongoing reform process, under the interest rate marketization, disintermediation, Internet banking and other financial innovations and the impact of the new policy, in addition to the pursuit of profitability, the commercial banks should pay more attention to security management and how to maintain a stable liquidity. The 620 money shortage event of 2013, reflected contempt for commercial banks ' liquidity risk management and related lack of management tools, the event in the new financial environment for banks, conservative management challenges. Therefore, commercial bank should put the liquidity risk management in the first place. Based on the current situation, the Chinese commercial banks are lack of knowledge of liquidity risk and lack of rigid constraints on liquidity risk. With the development of marketization of interest rates，the balance sheets reflect the commercial banks has been shifted the focus from traditional deposit and lending business to trade operations and financing business. Under the new situation, commercial banks ' liquidity risk and lack of knowledge, unscientific reaction lag and makes its liquidity risk also increases. Because of this, the liquidity risk of the commercial banks was studied in this essay. This essay used literature analysis method to summary both at home and abroad of liquidity risk research theory, special introduced peer market liquidity analysis framework. Based on liquidity risk management theory framework, this essay described China commercial banks’ liquidity risk management of status and the formation of the reasons. Using case analysis method, and qualitative analysis method, and quantitative analysis method, method analysis described liquidity risk management status of T-bank, for the liquidity management problem of T-Bank, proposed reasonable improved of recommends, in order to play a role in the development of China’s commercial banks’ liquidity risk management practices. This essay based on on t bank liquidity risk of management status, and formed causes analysis, proposed developed internal assets transfer pricing mechanism, and established points items indicators management mechanism, and active participation implementation liquidity innovation business varieties, and established sound liquidity risk warning mechanism, improved measures, intended to for T-Bank of operating management activities produced application value, improve T-Bank of liquidity risk consciousness, and perfect its liquidity risk management means, improve its liquidity risk management effect, reduced burst event on the line liquidity risk aspects of impact. Key words: Commercial banks; Liquidity ; Liquidity risk management
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