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  本文選題：流動性風(fēng)險　切入點：資產(chǎn)證券化　出處：《東北財經(jīng)大學(xué)》2013年碩士論文

【摘要】：商業(yè)銀行負債結(jié)構(gòu),有著十分豐富的內(nèi)涵,既有量的結(jié)構(gòu),也有質(zhì)的結(jié)構(gòu),它對資金來源的流動性和穩(wěn)定性以及負債成本和風(fēng)險有著重大的意義。它不僅決定著負債的規(guī)模和性質(zhì),也決定著資產(chǎn)的規(guī)模和投向,甚至決定著一家銀行的命運。 20世紀80年代以來,金融業(yè)競爭加劇,金融創(chuàng)新產(chǎn)品層出不窮,商業(yè)銀行也不得不考慮如何面對由金融業(yè)同質(zhì)化所帶來銀行業(yè)地位的下降。加之非銀行金融機構(gòu)也向社會公眾提供相似甚至比銀行也更有吸引力的服務(wù),導(dǎo)致資金的來源競爭非常激烈,這給商業(yè)銀行的負債業(yè)務(wù)帶來了極大的挑戰(zhàn)。因此,商業(yè)銀行通過不斷地進行金融創(chuàng)新以及積極發(fā)展主動負債業(yè)務(wù),以滿足客戶的需求并穩(wěn)定銀行的資金來源。我國的商業(yè)銀行起步晚,正在逐步的從傳統(tǒng)的存款業(yè)務(wù)到負債多元化轉(zhuǎn)化,轉(zhuǎn)化取得一些進展,但是仍有諸多問題需要我們正視。從整體角度分析,負債品種單一化、同質(zhì)化現(xiàn)象嚴重,缺乏創(chuàng)新動力,防范風(fēng)險手段單一,亟需商業(yè)銀行審視自身的負債結(jié)構(gòu)優(yōu)化問題,不斷調(diào)整自身負債結(jié)構(gòu),提高收益水平和管理效率。 文章以負債結(jié)構(gòu)對負債流動性風(fēng)險的影響為契點,依托相關(guān)負債結(jié)構(gòu)指標,試圖建立衡量負債結(jié)構(gòu)合理化的標準體系,建立體系的基礎(chǔ)之上,選取工農(nóng)中建為樣本,對樣本銀行進行指標分析,進而發(fā)現(xiàn)我國商業(yè)銀行負債結(jié)構(gòu)的問題,以及問題背后的原因,針對該問題提出相適應(yīng)的對策建議。 本文采用統(tǒng)計分析中定性分析和定量分析結(jié)合的方法對樣本銀行進行指標分析,作為我國原來的四大商業(yè)銀行,工農(nóng)中建具有較好的代表性,故本文選取工商銀行、建設(shè)銀行、中國銀行和農(nóng)業(yè)銀行作為我國商業(yè)銀行整體狀態(tài)的代表。文章通過對工農(nóng)中建四個銀行進行指標分析,對照通用的國際標準分析得出我國商業(yè)銀行面臨以下問題：第一,活期存款占比上升,銀行存款活期化趨勢明顯。第二,被動負債占比明顯高于75%,靈活性降低,風(fēng)險控制能力下降。第三,核心負債比率高于60%,基本符合指標要求,但是,計算口徑不一仍是需要改正和審視的問題。第四,核心存款余額有上升趨勢,利率市場化下需要我們進一步加強核心存款余額的管理,增強風(fēng)險控制能力。 面對越來越趨勢明顯的利率市場化,銀行負債結(jié)構(gòu)的不合理性或可能成為銀行業(yè)天空的達摩斯之劍,引發(fā)銀行業(yè)危機。為此,本文提出以下相應(yīng)對策：第一,優(yōu)化銀行負債數(shù)量結(jié)構(gòu),從思想上改觀銀行從業(yè)人員的認識,從規(guī)模上與銀行自身資產(chǎn)水平適應(yīng)；第二,優(yōu)化銀行負債質(zhì)量結(jié)構(gòu),降低負債成本,實現(xiàn)銀行利潤最大化：第三,加強制度改革,提高監(jiān)管水平,為銀行業(yè)的改革提供一個穩(wěn)定的平臺；第四,加強金融創(chuàng)新,發(fā)展證券化道路,真正做到盤活存量、用好增量,促進銀行合理調(diào)整資金使用方向；第五,改善銀行宏觀環(huán)境,通過完善金融市場,減少商業(yè)銀行面臨的市場風(fēng)險和信用風(fēng)險,輔助性的降低負債流動性風(fēng)險,增強銀行應(yīng)變能力。 國內(nèi)外對負債結(jié)構(gòu)優(yōu)化研究很多,多數(shù)以定性分析和前瞻性研究為主,對負債結(jié)構(gòu)指標體系的構(gòu)建和整合較少,本文的創(chuàng)新點在于定性與定量相結(jié)合對負債結(jié)構(gòu)進行研究。定量是指對部分指標給出具體的數(shù)值標準,定性是指部分指標的整體衡量和判斷。對數(shù)據(jù)采用圖表論證也是本文的創(chuàng)新之一,但是,由于樣本容量有限,因此,部分論證不是很充分,這是本文的不足之處。
[Abstract]:The liability structure of commercial banks, has a very rich content, both the amount of structure, but also of the structure, it is of great significance to the sources of funding liquidity and stability as well as the cost of debt and risk. It not only determines the size and nature of the liability, but also determines the size of the assets and investment, even a bank determines the fate.
Since 1980s, increased competition in the financial sector, financial product innovation of commercial banks also have to emerge in an endless stream, consider how to face the decline of the financial industry homogenization brought about by the banking industry status. In addition to non bank financial institutions also provide similar and even more attractive than banks to the public service, leading to funding source of competition is very fierce, the business to bank liabilities business has brought great challenges. Therefore, commercial banks through the ongoing financial innovation and actively develop active debt business, to meet the needs of customers and stable sources of funds for banks. The Commercial Bank of our country started late, is gradually from the traditional deposit liabilities to diversified transformation, some progress transformation however, there are still many problems need us to face. From the overall point of liabilities of the single variety, homogenization phenomenon is serious, lack of Lack of innovation power and prevention of risk means are single. It is urgent for commercial banks to examine their own debt structure optimization problems, constantly adjust their debt structure, improve profitability and management efficiency.
The impact of debt structure on debt liquidity risk as a turning point, relying on the related debt structure indicators, trying to establish a standard system to measure the debt structure rationalization, based on system foundation, selection of workers and peasants in the construction of the sample, the sample bank index analysis, and found that the debt structure of commercial banks in our country, and the reasons behind the problem, puts forward some countermeasures and suggestions to solve the problem of adaptation.
This paper uses the method of qualitative analysis and quantitative analysis combined with statistical analysis of index analysis of the sample banks, as China's original four large commercial banks, workers and peasants in the construction of a good representative, so this paper selected the industrial and commercial bank, construction bank, Chinese bank and Agricultural Bank of China's commercial banks as a representative of the whole state. This article through to the workers and peasants in the construction of four banks index analysis, comparison of the general international standard for the analysis of China's commercial banks are facing the following problems: first, demand deposits accounted for the rising trend of bank deposits significantly. Second, passive debt was significantly higher than the proportion of 75%, reducing the flexibility, decreased ability to control risk. Third. The core of the debt ratio is higher than 60%, basically meet the requirements, but not a still need to correct the calculation caliber and examine the problem. Fourth, core deposits have increased interest rates. In the market, we need to further strengthen the management of the balance of the core deposit, and enhance the ability of risk control.
In the face of increasingly obvious trend of interest rate marketization, the unreasonable structure of bank debt or the banking industry may become the sky of the swords of Moss, a banking crisis caused. Therefore, this paper puts forward the following countermeasures: first, optimize the number of bank debt structure, from the thought to view the employees of the bank, from the scale and the bank's own assets level adjustment; second, optimize the quality of bank debt structure, reduce the cost of debt, the bank profit maximization: Third, strengthen system reform, improve the level of supervision, to provide a stable platform for the reform of the banking sector; fourth, strengthen financial innovation, the development of securitization Road, truly revitalize the stock, use the incremental, to promote the rational use of funds to adjust the direction of the bank; fifth, improve the bank macro environment, through the improvement of the financial market, commercial banks reduce market risk and credit risk, It helps to reduce the liquidity risk of debt and enhance the bank's resilience.
At home and abroad on the debt structure optimization research, the majority of the qualitative analysis and prospective research, to construct and integrate less debt structure of the index system, the innovation of this paper lies in the combination of qualitative and quantitative research on the debt structure. Quantitative refers to give specific numerical standards on the part of qualitative indicators, refers to the overall measure and judging index. One of the innovation of the data using charts is the argument but, due to the limited sample size, therefore, part of the argument is not very good, this is the inadequacy of the paper.

【學(xué)位授予單位】：東北財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.2

【參考文獻】

相關(guān)期刊論文 前3條

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本文編號：1676215