發(fā)布時(shí)間：2018-01-15 03:25

  本文關(guān)鍵詞：流動(dòng)性風(fēng)險(xiǎn)監(jiān)管下我國(guó)商業(yè)銀行盈利模式研究　出處：《山西財(cái)經(jīng)大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 流動(dòng)性風(fēng)險(xiǎn) 流動(dòng)性風(fēng)險(xiǎn)監(jiān)管 盈利模式

【摘要】：2008年波及全球的金融危機(jī),暴露了商業(yè)銀行原有的風(fēng)險(xiǎn)監(jiān)管漏洞,各國(guó)逐漸意識(shí)到流動(dòng)性風(fēng)險(xiǎn)監(jiān)管的重要性。2010年巴塞爾委員會(huì)出臺(tái)《巴塞爾協(xié)議Ⅲ》,將流動(dòng)性風(fēng)險(xiǎn)監(jiān)管放在重要位置,隨后又出臺(tái)《巴塞爾協(xié)議Ⅲ:流動(dòng)性風(fēng)險(xiǎn)計(jì)量、標(biāo)準(zhǔn)和監(jiān)控的國(guó)際框架》等一系列流動(dòng)性風(fēng)險(xiǎn)管理文件,全球商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)監(jiān)管進(jìn)入定量監(jiān)管的重要階段。隨著國(guó)際金融監(jiān)管,特別是流動(dòng)性風(fēng)險(xiǎn)監(jiān)管的加強(qiáng),我國(guó)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)監(jiān)管體系也發(fā)生轉(zhuǎn)變。中國(guó)銀監(jiān)會(huì)積極順應(yīng)國(guó)際監(jiān)管變化,相繼頒布《商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理指引》《商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理辦法(試行)》等監(jiān)管辦法,初步構(gòu)建和完善我國(guó)商業(yè)銀行流動(dòng)性監(jiān)管體系。同時(shí),從我國(guó)商業(yè)銀行盈利模式來(lái)看,由于利率市場(chǎng)化進(jìn)程加快、金融機(jī)構(gòu)競(jìng)爭(zhēng)加劇和金融監(jiān)管的加強(qiáng),我國(guó)商業(yè)銀行盈利模式面臨優(yōu)化轉(zhuǎn)變的壓力,盈利模式如何轉(zhuǎn)變已成為我國(guó)商業(yè)銀行發(fā)展中的重要命題�；谏鲜霰尘�,本研究運(yùn)用歷史分析法、實(shí)證分析法和比較分析法,從流動(dòng)性風(fēng)險(xiǎn)監(jiān)管著手,通過(guò)對(duì)當(dāng)前國(guó)際和國(guó)內(nèi)流動(dòng)性風(fēng)險(xiǎn)監(jiān)管的進(jìn)展以及如何影響銀行盈利模式等方面進(jìn)行研究,分析了流動(dòng)性風(fēng)險(xiǎn)監(jiān)管與銀行盈利模式研究的理論基礎(chǔ),側(cè)重分析當(dāng)前全新流動(dòng)性風(fēng)險(xiǎn)監(jiān)管指標(biāo)及其對(duì)我國(guó)商業(yè)銀行盈利模式的影響。以美國(guó)和瑞士?jī)蓚�(gè)發(fā)達(dá)國(guó)家為例,通過(guò)分析兩國(guó)商業(yè)銀行盈利模式發(fā)展歷程和發(fā)展特征,為我國(guó)商業(yè)銀行盈利模式轉(zhuǎn)型提供借鑒經(jīng)驗(yàn)。在國(guó)別分析的基礎(chǔ)上,進(jìn)而剖析我國(guó)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)監(jiān)管發(fā)展現(xiàn)狀和盈利模式現(xiàn)狀及特點(diǎn),以及兩者相關(guān)性分析,非利息收入占營(yíng)業(yè)收入比與流動(dòng)性比例基本呈正相關(guān)關(guān)系。通過(guò)面板數(shù)據(jù)分析方法,對(duì)我國(guó)16家上市商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)監(jiān)管與盈利模式的關(guān)系進(jìn)行實(shí)證分析,得出流動(dòng)性風(fēng)險(xiǎn)監(jiān)管對(duì)我國(guó)商業(yè)銀行非利息收入占比具有正向影響的結(jié)論。在短時(shí)間內(nèi),流動(dòng)性比例的變動(dòng)對(duì)非利息收入占比影響并不十分明顯。但隨著全球?qū)α鲃?dòng)性風(fēng)險(xiǎn)監(jiān)管的趨嚴(yán),監(jiān)管指標(biāo)亦將更加嚴(yán)格,長(zhǎng)期來(lái)看,中國(guó)商業(yè)銀行也將面臨流動(dòng)性監(jiān)管的壓力,商業(yè)銀行應(yīng)兼顧流動(dòng)性風(fēng)險(xiǎn)控制和盈利性的同時(shí),合理調(diào)整利差收入和非利差收入的比例,尋找適合商業(yè)銀行各階段發(fā)展的盈利模式。最后為我國(guó)商業(yè)銀行轉(zhuǎn)變盈利模式提出幾點(diǎn)建議,在引入最新流動(dòng)性風(fēng)險(xiǎn)監(jiān)管后,從銀行策略角度來(lái)看,我國(guó)商業(yè)銀行應(yīng)該快速轉(zhuǎn)變經(jīng)營(yíng)管理思路,借鑒他國(guó)管理經(jīng)驗(yàn),積極發(fā)展中間業(yè)務(wù)、債券投資和資產(chǎn)證券化等多元業(yè)務(wù),合理增加流動(dòng)資產(chǎn),建立動(dòng)態(tài)流動(dòng)監(jiān)管,適應(yīng)流動(dòng)監(jiān)管要求,創(chuàng)新開(kāi)發(fā)金融產(chǎn)品,防范風(fēng)險(xiǎn)提高盈利,關(guān)注流動(dòng)性與盈利性之間的關(guān)系,在滿足流動(dòng)性風(fēng)險(xiǎn)監(jiān)管指標(biāo)的同時(shí)實(shí)現(xiàn)盈利模式的轉(zhuǎn)變。從監(jiān)管策略角度來(lái)看,中國(guó)銀監(jiān)會(huì)應(yīng)加強(qiáng)流動(dòng)性動(dòng)態(tài)監(jiān)控,為商業(yè)銀行提供投資策略,同時(shí)要合理安排過(guò)渡期,為商業(yè)銀行調(diào)整盈利模式留足時(shí)間。
[Abstract]:In 2008 the global financial crisis, the original regulatory loopholes exposed to the risk of commercial bank, countries come to realize the importance of liquidity risk supervision in Basel.2010 Basel 3 Commission issued < >, the liquidity risk supervision in an important position, followed by a "Basel III: liquidity risk measurement standard, and the monitoring of the international framework > a series of liquidity risk management documents, the global commercial bank liquidity risk supervision into quantitative supervision of an important stage. With the international financial regulation, especially to strengthen the supervision of liquidity risk, liquidity risk supervision of commercial banks in China are also changing. China CBRC actively comply with international regulatory changes. Promulgated" measures of liquidity risk management of commercial bank liquidity risk management guidelines (Trial) > > of commercial banks and other regulatory measures, establish and perfect our preliminary Commercial bank's liquidity supervision system. At the same time, from the profit model of commercial banks in China, the market interest rates to accelerate the process, strengthen the intensifying competition among financial institutions and financial supervision, the profit pattern of commercial banks in China facing the optimization of pressure in the transformation, how to change the profit model has become an important proposition in the development of China's commercial banks. Based on the above background, this research uses the method of historical analysis, empirical analysis and comparative analysis, starting from the liquidity risk supervision, through the research progress on the current international and domestic liquidity risk supervision and how to affect the bank profit model, analyzed the theoretical basis of research on the profit model of liquidity risk supervision and banking. Focus on the analysis of the current new liquidity risk supervision index and its impact on the profit pattern of commercial banks in China. In the United States and Switzerland in two developed countries as an example Through the analysis of the commercial bank, the profit model of the development process and development characteristics, providing a reference for China's commercial banks profit model transformation. Based on the analysis of the country, and then analyzes the development of China's commercial banks liquidity risk supervision situation and profit model status and characteristics, and analysis of the correlation between non interest income to total operating income. Ratio and liquidity ratio of positive relation. Through the panel data analysis, the empirical analysis of the relationship between China's listed 16 commercial banks liquidity risk supervision and profit model, the liquidity risk supervision on interest income has positive influence the conclusion of China's commercial banks. In a short period of time, flow the ratio of the change of the proportion of non interest income effect is not very obvious. But with the global liquidity risk of tighter regulation, regulatory indicators will also be more strict, Long term, commercial banks will face China liquidity regulatory pressure, commercial banks should take into account the liquidity risk control and profitability at the same time, reasonable adjustment of interest income and non interest income ratio for each stage of the development of the commercial bank profit model. Finally proposes some suggestions to the transformation of China's commercial banks profit model. In the introduction of the new liquidity risk supervision, banks from the strategic point of view, China's commercial banks should quickly change management ideas, drawing on the management experience of other countries, and actively develop intermediary business, investment in bonds and asset securitization and other diversified business, a reasonable increase in current assets, the establishment of dynamic flow regulation, flow meet regulatory requirements, innovation the development of financial products, to prevent the risk of increase profits and paying attention to the relationship between liquidity and profitability, in order to meet the liquidity risk control indicators and profitability Changing the mode of supervision. From the strategy point of view, China CBRC should strengthen liquidity monitoring, provides investment strategy for the commercial bank, and to make reasonable arrangements for the transitional period, the commercial banks to adjust the profit pattern of sufficient time.

【學(xué)位授予單位】：山西財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.33;F830.42

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