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论文编号：	9659
作者编号：	2120152564
上传时间：	2017/12/8 12:43:07
中文题目：	城市商业银行同业业务流动性风险管理研究——以T银行为例
英文题目：	Research on Liquidity Risk Management of Urban Commercial Banks'''' Interbank Business——illustrated by the case of Bank of T
指导老师：	陈国欣
中文关键字：	同业业务；流动性风险；风险管理；城市商业银行
英文关键字：	interbank business; liquidity risk; risk management; city commercial banks
中文摘要：	近年来，随着我国在各领域进行深化改革工作的持续推进，以商业银行为代表的各类金融机构也在不断加大力度进行改革创新，各类金融机构间同业业务创新力度加码、业务合作规模与日俱增，但同时，部分商业银行同业业务过度发展，以规避监管为目的的盲目创新，造成同业链条过长、资金空转，放大流动性风险。在这样的宏观背景下，我国城市商业银行的资本金总额逐年增加，市场份额稳步扩张，已成为我国金融系统中兼具生机与活力的重要组成部分，做好城商行同业业务流动性风险趋势分析，进而完善城商行同业业务流动性风险管理体制、机制建设和工作方法，也逐渐成为现代商业银行管理关注的焦点。 以城商行为代表的各类中小型商业银行作为货币流通体系的重要一环，其负债来源不如大型银行稳定，且有相当规模的资金需要从大型银行处取得，其开展同业业务具有一定的特殊性，研究如何在监管允许的范围内，做好同业业务的流动性风险管理工作，具有相当重要的实际意义。另一方面，城商行自身资负结构的多元化转变，也对流动性风险管理水平提出了新要求，在内外部经济环境变化迅速的当下，实施有效的同业业务流动性风险管理，己成为我国城市商业银行贯彻全面风险管理工作的当务之急。 T银行作为一家在港股上市的城市商业银行，较能代表我国当前城市商业银行的发展路径及运营模式，其同业业务资产负债规模、同业业务经营种类、同业业务经营发展方向等均具有一定的代表性。因此，以T银行为例，对该类城市商业银行所开展的同业业务进行有关流动性风险管理工作的具体研究，具有一定的理论价值和现实意义。 本文研究的主要目的是分析城商行同业业务流动性风险趋势，进而完善城商行同业业务流动性风险管理体制、机制建设和工作方法。本文采用文献研究、实际调查以及定性分析的方法，在总结国内外相关流动性风险管理理论的基础上，深入调查研究了我国城市商业银行同业业务发展及和流动性管理情况，并针对T银行进行了个案研究，指出T银行当前同业业务流动性风险管理存在管理模式效率低下、管理方法较为落后、期限错配严重、同业负债集中度高、同业负债来源单一，可变现资产占比低等问题，并对这些问题成因进行深入剖析，进而提出采用制度化管理模式、采用经济方法、调整盈利模式、建立预警机制、改进监测技术等解决方案。
英文摘要：	With the promotion of China's deepening reform work in recent years, various types of financial institutions headed by commercial banks also devote to reform and innovation which leading to a more active and prosperous market atmosphere, but at the same time, the explosion of interbank business blurs the innovation purpose into avoiding regulation, resulting in long money chains, financial inefficiency, and larger liquidity risk. In this context, the total capital and market share of city commercial bank in China has increased year by year, becoming a vital part of China's financial system. Making analysis of city commercial bank’s liquidity risk trend, and then improving liquidity risk management mechanism have gradually become the focus of modern commercial bank management. As an important part of the money circulation system, the debt sources of city commercial bank are less stable than large banks, and even sometimes they have to get money from the large banks. So it has a great significance to study how to manage the liquidity risk within the regulatory permission. On the other hand, the diversified source of asset and debt in city commercial bank also put forward new requirements on the liquidity risk management level, in the external economic environment changes rapidly now, the implementation of risk management. With the rapid change of the economic environment, the effective liquidity risk control in the interbank business has become a urgent resolution to implement a comprehensive risk management work. As a H-share list company, Bank T is representative in asset scale, business types, developing trace and many other fields. Therefore, it has some theoretical and practical significance to take Bank T as an example and make a thorough research on the liquidity risk management. The main purpose of this paper is to analyze the trend of liquidity risk of interbank business, and then improve the liquidity risk management mechanism. This paper uses the method of literature summarize, practical investigation and qualitative analysis. Based on a summary of domestic and foreign liquidity risk management theory, this paper investigates the development of interbank business and the liquidity management of city commercial bank, and conducts a study case for Bank T, pointing out its deficiency such as low efficiency management, backward management methods, serious mismatched maturity, high liabilities concentration and little realizable assets. Then by deeply analyzing the causes of the problem, this paper put forward the proposal of taking institutional management, using market mans, adjusting profit-making model, establishing warning system, and improving monitoring techniques.
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