本文關(guān)鍵詞：中國(guó)民生銀行流動(dòng)性風(fēng)險(xiǎn)實(shí)證研究　出處：《江西農(nóng)業(yè)大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

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【摘要】：在現(xiàn)代金融經(jīng)濟(jì)中,盈利性、流動(dòng)性和安全性的有機(jī)統(tǒng)一是商業(yè)銀行經(jīng)營(yíng)及管理過(guò)程中的三項(xiàng)基本原則。其中,流動(dòng)性可以說(shuō)是整個(gè)商業(yè)銀行體系的“命脈”。流動(dòng)性風(fēng)險(xiǎn)成為商業(yè)銀行所面臨的最基本、最核心風(fēng)險(xiǎn),它是商業(yè)銀行所有風(fēng)險(xiǎn)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(yùn)及整個(gè)金融體系的穩(wěn)定。 本文以商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)為研究對(duì)象,以中國(guó)民生銀行(下稱：民生銀行)資產(chǎn)負(fù)債狀況為研究樣本,以中國(guó)人民銀行、中國(guó)銀監(jiān)會(huì)頒布的相關(guān)政策法規(guī)及監(jiān)管指標(biāo)為參考,綜合運(yùn)用了文獻(xiàn)研究法、數(shù)理統(tǒng)計(jì)法、定量分析法、比較分析法等研究手段,從資產(chǎn)負(fù)債管理角度研究了民生銀行自1996年成立至2011年以來(lái)的流動(dòng)性狀況及影響因素,對(duì)流動(dòng)性歷史波動(dòng)表現(xiàn)出來(lái)的流動(dòng)性風(fēng)險(xiǎn)問(wèn)題進(jìn)行了相應(yīng)分析。其中,重點(diǎn)考察了金融危機(jī)前后民生銀行流動(dòng)性歷史波動(dòng)情況,并對(duì)其原因進(jìn)行了分析；此外,還對(duì)影響流動(dòng)性的測(cè)度指標(biāo)間的關(guān)聯(lián)進(jìn)行了初步的因果分析及灰度分析。在實(shí)證的基礎(chǔ)上,結(jié)合民生銀行目前流動(dòng)性風(fēng)險(xiǎn)管理實(shí)際情況,總結(jié)出民生銀行在流動(dòng)性風(fēng)險(xiǎn)管理中存在的問(wèn)題；最后,對(duì)改善民生銀行流動(dòng)性風(fēng)險(xiǎn)管理提出了宏觀政策監(jiān)管層面及微觀經(jīng)營(yíng)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(xué)位授予單位】：江西農(nóng)業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.2

【引證文獻(xiàn)】

相關(guān)博士學(xué)位論文 前1條

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

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本文編號(hào)：1424888