本文關(guān)鍵詞：我國(guó)銀行流動(dòng)性風(fēng)險(xiǎn)管理實(shí)證研究　出處：《東北師范大學(xué)》2012年碩士論文　論文類(lèi)型：學(xué)位論文

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【摘要】：當(dāng)前，次貸危機(jī)成為學(xué)術(shù)界的熱點(diǎn)問(wèn)題，次貸危機(jī)主要是由于次級(jí)債抵押市場(chǎng)過(guò)度膨脹，破壞了住房按揭貸款的信用質(zhì)量，2007年，正是這一危機(jī)導(dǎo)致美國(guó)爆發(fā)嚴(yán)重的金融危機(jī)，最終波及全球金融市場(chǎng)。此次危機(jī)，從本質(zhì)來(lái)講，主要是由于金融機(jī)構(gòu)為避免損失，采用信用緊縮，最終導(dǎo)致銀行流動(dòng)性創(chuàng)造能力大幅下降造成。由此可以得出結(jié)論，銀行在為經(jīng)濟(jì)提供流動(dòng)性，促進(jìn)經(jīng)濟(jì)增長(zhǎng)的同時(shí)也聚集了大量的風(fēng)險(xiǎn)，銀行流動(dòng)性是一把“雙刃劍”，如何管理好銀行流動(dòng)性，防范風(fēng)險(xiǎn)對(duì)我國(guó)銀行業(yè)而言具有深刻的現(xiàn)實(shí)意義。本文共分為五個(gè)部分：第一章，緒論，包括：對(duì)本文研究背景與研究意義、國(guó)內(nèi)外文獻(xiàn)綜述、研究方法及步驟；第二章，我國(guó)銀行流動(dòng)性研究的邏輯起點(diǎn)，包括：銀行流動(dòng)性概念界定、流動(dòng)性管理的必要性、銀行流動(dòng)性風(fēng)險(xiǎn)的影響因素及銀行流動(dòng)性分析；第三章，我國(guó)銀行流動(dòng)性風(fēng)險(xiǎn)管理的現(xiàn)狀分析，包括：銀行流動(dòng)性管理現(xiàn)狀、存在的問(wèn)題及常用的流動(dòng)性管理策略；第四章，加強(qiáng)我國(guó)銀行流動(dòng)性風(fēng)險(xiǎn)管理的政策建議，包括：創(chuàng)造良好的外部監(jiān)管環(huán)境，督促?lài)?guó)有銀行細(xì)化流動(dòng)性管理、實(shí)施資產(chǎn)負(fù)債比例管理，關(guān)注流動(dòng)性趨勢(shì)變化、消化不良資產(chǎn)，保全信貸資產(chǎn)的流動(dòng)性、合理追求利潤(rùn)最大化，，科學(xué)保持安全性、流動(dòng)性與效益性原則、及時(shí)針對(duì)不同流動(dòng)性的需求采取不同的彌補(bǔ)措施、開(kāi)發(fā)新的金融產(chǎn)品，鞏固與擴(kuò)大高端客戶(hù)、發(fā)揮大部分銀行資產(chǎn)質(zhì)量較好的優(yōu)勢(shì)，爭(zhēng)取盡快獲得建立貸款二級(jí)市場(chǎng)的資格、合理推進(jìn)資產(chǎn)負(fù)債規(guī)模的擴(kuò)大與結(jié)構(gòu)調(diào)整，與資本充足率保持應(yīng)有的平衡等八個(gè)方面進(jìn)行了分析。第五章為工商銀行流動(dòng)性風(fēng)險(xiǎn)管理的實(shí)證分析。
[Abstract]:At present, the subprime crisis has become a hot issue in academic circles, the subprime crisis is mainly due to the excessive expansion of the subprime mortgage market, destroyed the housing mortgage credit quality, in 2007, it is this crisis led to the outbreak of severe financial crisis, eventually spread to the global financial market. The crisis, in essence, is mainly due to in order to avoid the loss of financial institutions, the credit crunch, eventually lead to liquidity creation resulting in a sharp decline. It can be concluded that banks in providing liquidity to the economy, promoting economic growth at the same time also gathered a lot of risk, bank liquidity is a "double-edged sword", how to manage bank liquidity that risk has profound practical significance to China's banking industry. This paper is divided into five parts: the first chapter, the introduction, this paper includes: the research background and research significance, the domestic International literature review, research methods and steps; the second chapter, including the logic starting point, research on the liquidity of banks in China: the concept of bank liquidity definition, necessity of liquidity management, bank liquidity factors and analysis of bank liquidity risk; the third chapter, analysis the status quo of China's bank liquidity risk management including: the status quo of bank liquidity management, the existing problems and the common liquidity management strategy; the fourth chapter, strengthen our country bank liquidity risk management policy recommendations, including: to create a good external regulation environment, supervision of state-owned banks to refine the liquidity management, the implementation of asset liability management, attention to changes in liquidity trends, digestion the preservation of non-performing assets, liquidity of credit assets, the rational pursuit of profit maximization, the science of maintaining safety, liquidity and efficiency principle, timely according to different liquidity needs to take The same remedy, the development of new financial products, consolidate and expand the high-end customers, the quality of bank assets play the most advantage, for the establishment of the market of two level loan qualification as soon as possible, promote the reasonable expansion and structure adjustment of the scale of assets and liabilities, should maintain the balance of capital adequacy ratio is analyzed in eight aspects. The fifth chapter is the empirical analysis of commercial bank liquidity risk management.

【學(xué)位授予單位】：東北師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.3

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