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论文编号：	7760
作者编号：	2120132546
上传时间：	2015/12/4 22:37:51
中文题目：	浦东发展银行流动性风险管理研究
英文题目：	The Research on Liquidity Risk Management of Pudong Development Bank
指导老师：	黄福广
中文关键字：	浦发银行；流动性风险；期限错配；资产质量；利率风险
英文关键字：	SPD bank; liquidity risk; the unmatched period of assets and liabilities; assets quality; Interest risk
中文摘要：	流动性是一家银行赖以生存和发展的生命线，与银行的盈利性和安全性都息息相关。2013年1月巴塞尔监管委员会对巴塞尔协议III对流动性监管指标和银行流动性管理方法做出了全面修订，也是其第一次把流动性风险管理与银行资本管理放到了同等重要的位置。这些都说明，银行的流动性风险问题在危机时刻不仅关乎到银行本身能否良性运转，更可能对整个金融体系以及社会经济产生重大的影响。尤其在利率市场化的步伐逐步加快、金融脱媒以及互联网金融迅猛发展的大背景下，本着要守住不发生大规模金融风险的底线，这对商业银行流动性风险评估以及流动性风险管理将会提出更高的要求。也是本文选题的现实意义和理论意义所在。 浦发银行作为股份制银行的代表，近些年来无论在业务规模还是利润增长方面，都取得了突飞猛进的发展。本文以浦发银行为研究对象，以流动性风险管理理论和方法为基础，通过研究浦发银行流动性风险现状，指出其在流动性管理方面存在的问题和暴露出来的潜在风险，并重点分析了期限错配、资产质量、货币政策、利率等内外部因素对银行流动性的影响，最后力图提出有针对性的流动性风险管理对策和建议。
英文摘要：	Liquidity is the lifeline of a bank relies for survival and development, and the bank's profitability and security are closely linked. In January 2013 the Basel committee of Basel III regulation index about liquidity and Banks' liquidity management has made the revision, as well as the first put the liquidity risk management and capital management to the equally important position. In times of crisis, the bank to the bank's liquidity risk problem is not just about itself can be benign operation, is more likely to have a great impact on the entire banking system, as well as social and economic. Especially in the pace of market-oriented interest rate has been accelerating gradually, financial disintermediation and financial backdrop of the rapid development of Internet, the liquidity of commercial Banks liquidity risk assessment and risk management will be put forward higher requirements. This is also this article expatiates the realistic meaning and theory meaning. Based on the Shanghai Pudong development bank as the research object, Shanghai Pudong development bank, as the representative of the joint-stock Banks in terms of business scale and profit growth in recent years, have achieved rapid development. However, as the interest rate liberalization gradually and the impact of the Internet financial liquidity risk management of commercial Banks put forward higher requirements. In this paper, on the basis of the liquidity risk management theory and methods, Shanghai Pudong development bank liquidity risk by the present research situation and points out its problems and exposed in the liquidity management of potential risks, and analyses the term mismatch, asset quality, monetary policy, interest rates and other internal and external factors impact on Banks' liquidity. Finally attempts to put forward targeted liquidity risk management countermeasures and Suggestions.
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