本文關(guān)鍵詞：中國民生銀行流動性風險實證研究　出處：《江西農(nóng)業(yè)大學》2012年碩士論文　論文類型：學位論文

  更多相關(guān)文章： 流動性風險 民生銀行 實證分析

【摘要】：在現(xiàn)代金融經(jīng)濟中,盈利性、流動性和安全性的有機統(tǒng)一是商業(yè)銀行經(jīng)營及管理過程中的三項基本原則。其中,流動性可以說是整個商業(yè)銀行體系的“命脈”。流動性風險成為商業(yè)銀行所面臨的最基本、最核心風險,它是商業(yè)銀行所有風險最終的表現(xiàn)形式。因此,它的影響直接危及到商業(yè)銀行的命運及整個金融體系的穩(wěn)定。 本文以商業(yè)銀行流動性風險為研究對象,以中國民生銀行(下稱：民生銀行)資產(chǎn)負債狀況為研究樣本,以中國人民銀行、中國銀監(jiān)會頒布的相關(guān)政策法規(guī)及監(jiān)管指標為參考,綜合運用了文獻研究法、數(shù)理統(tǒng)計法、定量分析法、比較分析法等研究手段,從資產(chǎn)負債管理角度研究了民生銀行自1996年成立至2011年以來的流動性狀況及影響因素,對流動性歷史波動表現(xiàn)出來的流動性風險問題進行了相應分析。其中,重點考察了金融危機前后民生銀行流動性歷史波動情況,并對其原因進行了分析；此外,還對影響流動性的測度指標間的關(guān)聯(lián)進行了初步的因果分析及灰度分析。在實證的基礎(chǔ)上,結(jié)合民生銀行目前流動性風險管理實際情況,總結(jié)出民生銀行在流動性風險管理中存在的問題；最后,對改善民生銀行流動性風險管理提出了宏觀政策監(jiān)管層面及微觀經(jīng)營管理層面的建議。
[Abstract]:In the modern financial economy, the organic unity of profitability, liquidity and security are the three basic principles in the process of commercial bank management and management. Liquidity can be said to be the lifeblood of the whole commercial banking system. Liquidity risk has become the most basic and core risk faced by commercial banks, and it is the ultimate manifestation of all risks in commercial banks. Its influence directly endangers the fate of commercial banks and the stability of the entire financial system. This paper takes the liquidity risk of commercial banks as the research object, taking the assets and liabilities of Minsheng Bank of China as the research sample, and the people's Bank of China. The relevant policies and regulations promulgated by China Banking Regulatory Commission and regulatory indicators for reference, comprehensive use of literature research, mathematical statistics, quantitative analysis, comparative analysis and other research means. From the perspective of asset liability management, this paper studies the liquidity status and influencing factors of Minsheng Bank since its establishment from 1996 to 2011. The paper makes a corresponding analysis on the liquidity risk of the historical fluctuation of liquidity. Among them, it focuses on the historical fluctuation of the liquidity of the people's livelihood bank before and after the financial crisis, and analyzes the reasons for it. In addition, the paper also carries on the preliminary causality analysis and the gray scale analysis to the correlation between the measure indexes which affect the liquidity. On the basis of the empirical analysis, combined with the actual situation of the current liquidity risk management of Minsheng Bank. Summarize the problems existing in the liquidity risk management of Minsheng Bank; Finally, some suggestions are put forward to improve the liquidity risk management of Minsheng Bank.
【學位授予單位】：江西農(nóng)業(yè)大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.2

【引證文獻】

相關(guān)博士學位論文 前1條

1 胡恒松;產(chǎn)融結(jié)合監(jiān)管問題及制度創(chuàng)新研究[D];中央民族大學;2013年

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本文編號：1424888