本文關(guān)鍵詞：《巴塞爾協(xié)議Ⅲ》視角下我國的商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理研究　出處：《首都經(jīng)濟(jì)貿(mào)易大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

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【摘要】：流動(dòng)性是商業(yè)銀行日常經(jīng)營活動(dòng)的“生命線”，，因此，流動(dòng)性短缺會(huì)導(dǎo)致金融機(jī)構(gòu)出現(xiàn)流動(dòng)性風(fēng)險(xiǎn)甚至流動(dòng)性危機(jī)，從而遭受極大損失甚至是破產(chǎn)。因此流動(dòng)性風(fēng)險(xiǎn)管理一直都是金融機(jī)構(gòu)風(fēng)險(xiǎn)管理的重要的內(nèi)容。 2007年爆發(fā)的全球金融危機(jī)表明流動(dòng)性風(fēng)險(xiǎn)在銀行面臨的各種風(fēng)險(xiǎn)中處于第一線的位置，管理難度非常大。流動(dòng)性風(fēng)險(xiǎn)監(jiān)管的缺失被認(rèn)為是《巴塞爾協(xié)議Ⅰ》和《巴塞爾協(xié)議Ⅱ》中一個(gè)重大缺陷。因此，《巴塞爾協(xié)議Ⅲ》中首次創(chuàng)建了全球統(tǒng)一的、可計(jì)量的流動(dòng)性監(jiān)管標(biāo)準(zhǔn)，突出了流動(dòng)性風(fēng)險(xiǎn)監(jiān)管的重要性。 本文在此背景下，從宏觀和微觀兩個(gè)角度，通過分析金融危機(jī)與流動(dòng)性風(fēng)險(xiǎn)的關(guān)系，強(qiáng)調(diào)了流動(dòng)性風(fēng)險(xiǎn)管理的重要性。論文的主要研究內(nèi)容包括了以下幾個(gè)方面 1、本文具體分析了《巴塞爾協(xié)議Ⅲ》出臺(tái)的背景，指出了金融危機(jī)與流動(dòng)性風(fēng)險(xiǎn)的關(guān)系，強(qiáng)調(diào)了研究流動(dòng)性風(fēng)險(xiǎn)管理的重要意義。 2、論文介紹了國內(nèi)外對(duì)流動(dòng)性及流動(dòng)性風(fēng)險(xiǎn)管理的現(xiàn)狀，對(duì)流動(dòng)性和流動(dòng)性風(fēng)險(xiǎn)管理等相關(guān)概念進(jìn)行了充分闡述，歸納總結(jié)了流動(dòng)性風(fēng)險(xiǎn)管理的發(fā)展歷程，并從動(dòng)態(tài)和靜態(tài)兩方面提出了流動(dòng)性風(fēng)險(xiǎn)管理的衡量指標(biāo)，引入了巴塞爾委員會(huì)對(duì)流動(dòng)性監(jiān)管的最新規(guī)定。 3、從宏觀與微觀角度出發(fā)，對(duì)我國商業(yè)銀行流動(dòng)性管理現(xiàn)狀進(jìn)行了詳盡分析。文章采用了我國商業(yè)銀行近十年間的各項(xiàng)數(shù)據(jù)，通過各種圖標(biāo)及指標(biāo)分析，描述我國商業(yè)銀行的流動(dòng)性現(xiàn)狀。在此基礎(chǔ)上，從多個(gè)角度考察了我國商業(yè)銀行的流動(dòng)性風(fēng)險(xiǎn)管理狀況，提出了當(dāng)前我國商業(yè)銀行在風(fēng)險(xiǎn)管理方面存在的諸多問題。 4、結(jié)合《巴塞爾協(xié)議Ⅲ》中的流動(dòng)性指標(biāo)，分析實(shí)施《巴塞爾協(xié)議Ⅲ》對(duì)我國商業(yè)銀行的影響。并從流動(dòng)性風(fēng)險(xiǎn)的管理者、監(jiān)管者、以及其他方面給提出相關(guān)政策建議。
[Abstract]:Liquidity is the "lifeline" of commercial banks' daily operation activities. Therefore, liquidity shortage will lead to liquidity risk or even liquidity crisis in financial institutions. Therefore, liquidity risk management has always been an important part of risk management of financial institutions. The global financial crisis that broke out in 2007 shows that liquidity risk is at the forefront of all kinds of risks faced by banks. It is very difficult to manage. The lack of liquidity risk regulation is considered to be a major defect in Basel I and Basel II. Therefore, Basel III is the first time to create a global uniform. Measurable liquidity regulatory standards highlight the importance of liquidity risk regulation. Under this background, this paper analyzes the relationship between financial crisis and liquidity risk from macro and micro perspectives. The importance of liquidity risk management is emphasized. The main contents of this paper include the following aspects 1. This paper analyzes the background of Basel III, points out the relationship between financial crisis and liquidity risk, and emphasizes the importance of liquidity risk management. 2. The paper introduces the current situation of liquidity and liquidity risk management at home and abroad, expounds the concepts of liquidity and liquidity risk management, and summarizes the development of liquidity risk management. The paper also puts forward the measure index of liquidity risk management from both dynamic and static aspects, and introduces the latest regulation of liquidity regulation of Basel Committee. 3, from the macro and micro point of view, the current situation of liquidity management of commercial banks in China is analyzed in detail. The paper adopts the various data of China's commercial banks in the past ten years, and analyzes the various icons and indicators. This paper describes the current liquidity situation of commercial banks in China. On this basis, it examines the liquidity risk management situation of commercial banks in China from several angles. This paper puts forward many problems existing in risk management of commercial banks in our country. 4. Based on the liquidity index of Basel III, this paper analyzes the influence of Basel 鈪

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