本文選題：民生銀行 + 流動性風(fēng)險��； 參考：《電子科技大學(xué)》2012年碩士論文

【摘要】：流動性是現(xiàn)代商業(yè)銀行賴以生存的基礎(chǔ),也是商業(yè)銀行經(jīng)營的基本原則之一。流動性管理則是協(xié)調(diào)盈利性和安全性,防范和化解銀行支付風(fēng)險的重要手段,也是商業(yè)銀行經(jīng)營的核心內(nèi)容之一。流動性風(fēng)險由于形成的原因更加廣泛和復(fù)雜,通常被視為一種綜合性風(fēng)險,對其進行風(fēng)險管理的難度較大。一般而言,對流動性風(fēng)險管理除了應(yīng)當做好流動性安排之外,還應(yīng)當有效管理其他各類主要風(fēng)險。因此,流動性風(fēng)險管理水平體現(xiàn)了商業(yè)銀行的整體經(jīng)營狀況和風(fēng)險應(yīng)對能力。流動性問題解決不好,銀行就可能面臨流動性危機。尤其相比其他金融機構(gòu),商業(yè)銀行的流動性風(fēng)險更具破壞性,由于流動性危機造成的恐慌和擠兌風(fēng)險可能引發(fā)經(jīng)濟、金融危機和社會動蕩。因此,無論是國家還是商業(yè)銀行自身,都必須高度重視流動性管理問題。作為改革開放的重要成果之一,中小商業(yè)銀行是我國銀行金融機構(gòu)的重要組成部分,在金融體系中發(fā)揮了越來越重要的作用。近年來,中小銀行的中間業(yè)務(wù)發(fā)展很快,但大部分業(yè)務(wù)仍是資產(chǎn)負債業(yè)務(wù),較容易受到利率波動的影響,加之中小商業(yè)銀行資產(chǎn)規(guī)模相對較小、結(jié)構(gòu)比較單一、資產(chǎn)與負債期限錯配等因素,使得其在利率市場化的條件下面臨較大的流動性風(fēng)險,也使得其流動性管理的模式有別于國有大型商業(yè)銀行。而隨著中小銀行對金融市場依存度的不斷提高,在未來利率市場化改革的背景下,流動性管理問題成為我國中小銀行面臨的主要問題,在管理思路、管理方法方面面臨創(chuàng)新。同時,金融危機以來,商業(yè)銀行面臨的流動性問題大大凸顯,2011年10月12日,銀監(jiān)會發(fā)布《商業(yè)銀行流動性風(fēng)險管理辦法(試行)》,明確了對于銀行流動性監(jiān)管的四個主要指標,凸顯了國家對商業(yè)銀行流動性管理的重視。在此背景下,本文選取了民生銀行這個代表性案例,依據(jù)其公布的年度財務(wù)報告,考察了其流動性狀況,并提出了相關(guān)的政策和建議。首先,本文對流動性管理進行了理論回顧,對流動性管理問題進行了系統(tǒng)梳理。其次,通過分析民生銀行等我國中小商業(yè)銀行面臨的流動性風(fēng)險,計算其流動性缺口,分析其面臨流動性風(fēng)險的原因。再次,結(jié)合民生銀行等中小商業(yè)銀行流動性管理的現(xiàn)狀,基于對當前監(jiān)管部門設(shè)立的流動性管理指標體系的科學(xué)性、合理性和適用性的討論,綜合考察民生銀行的流動性管理問題。最后,結(jié)合全文,提出改進民生銀行流動性管理的政策建議,對中小商業(yè)銀行流動性管理指標體系的完善思路進行總結(jié)。本文主要的結(jié)論是:雖然外部環(huán)境對民生銀行的流動性產(chǎn)生了不利影響,但導(dǎo)致其流動性風(fēng)險的主因在于自身長期發(fā)展中積累的問題和矛盾,即公司業(yè)務(wù)比重過大,個人業(yè)務(wù)比重偏低,導(dǎo)致其一方面缺乏穩(wěn)定的長期資金來源,另一方面中長期的貸款增長過快,使得資產(chǎn)與負債不匹配,從而誘發(fā)了較大的流動性風(fēng)險。在應(yīng)對這些風(fēng)險的策略方面,本文提出了大力發(fā)展中間業(yè)務(wù)、轉(zhuǎn)變經(jīng)營方式和盈利模式,同時積極發(fā)展零售銀行業(yè)務(wù)等建議。同時,近年來民生銀行的流動性管理水平逐步提高,但仍存在較大問題。民生銀行在各個時間段都存在流動性缺口,存在大額的不穩(wěn)定性存款是民生銀行面臨流動性壓力的主因,由于這部分不穩(wěn)定性存款未得到充分利用,銀行的盈利能力得到限制。整體來看,民生銀行的風(fēng)險控制框架比較完善,但由于資金管理范圍過窄、流動性風(fēng)險定期報告制度不完善、技術(shù)措施有待健全等原因,其流動性管理的現(xiàn)狀并不樂觀,還存在諸多不足。改進民生銀行的流動性管理要從操作層面、政策層面和體制層面進行努力,核心在于加強流動性管理框架設(shè)計,并增強執(zhí)行能力。與以往研究相比,本文的創(chuàng)新之處在于:第一,以財務(wù)數(shù)據(jù)為基礎(chǔ),運用各種方法進行研究,結(jié)合2003-2011年的數(shù)據(jù),并結(jié)合銀行業(yè)平均水平進行分析,較為系統(tǒng)地梳理了民生銀行等中小商業(yè)銀行所面臨的流動性風(fēng)險的演變及其流動性管理的現(xiàn)狀,總結(jié)了其流動性風(fēng)險的成因和特性。第二,在衡量流動性風(fēng)險時,不僅使用了我國通用的流動性衡量指標,還引入了國外的相關(guān)指標,并基于中小商業(yè)銀行的特殊性,對民生銀行等中小商業(yè)銀行的流動性管理指標體系進行重新構(gòu)建,而現(xiàn)有文獻對此研究較少。第三,在對民生銀行應(yīng)對流動性風(fēng)險的案例分析中,使用了流動性缺口法進行了分時段分析,同時,充分結(jié)合當前的一些流行的理論和當前針對流動性管理指標設(shè)定的不同思路,對民生銀行的流動性流動性管理指標體系進行綜合考察和案例分析,以系統(tǒng)研究我國中小商業(yè)銀行流動性管理所面臨的問題和策略。
[Abstract]:Liquidity is the basis of the existence of modern commercial banks and one of the basic principles of commercial banks. Liquidity management is an important means to coordinate profitability and security, guard against and defuse the risk of bank payment. It is also one of the core contents of commercial banks. Liquidity risk is more extensive and complex because of the reasons for its formation. It is usually considered as a comprehensive risk, and it is difficult to manage the risk. Generally speaking, in addition to the liquidity arrangement, the liquidity risk management should also effectively manage the other major risks. Therefore, the level of liquidity risk management reflects the overall business situation and risk coping ability of commercial banks. When liquidity problems are not well solved, banks may face liquidity crisis. In particular, the liquidity risk of commercial banks is more destructive than other financial institutions, because the panic and run risks caused by liquidity crisis may lead to economic, financial and social unrest. Therefore, both the country and the commercial banks themselves must be high. As one of the important achievements of the reform and opening up, the medium and small commercial banks are an important part of the banking financial institutions of China, and play a more and more important role in the financial system. In recent years, the intermediate business of small and medium-sized banks has developed rapidly, but the large part of the business is still the asset liability business, which is easier to receive. The influence of interest rate fluctuation, as well as the relatively small size of the small and medium-sized commercial banks, the relatively single structure of the assets, the mismatch between the assets and the debt maturity, makes them face a large liquidity risk under the conditions of the interest rate marketization, and also makes the model of liquidity management different from the large commercial banks in the country. In the background of the market dependence, liquidity management has become the main problem for small and medium banks in China under the background of the future interest rate market reform. In the case of the financial crisis, the liquidity problem of commercial banks has been greatly highlighted. In October 12, 2011, the CBRC issued < The liquidity risk management method (Trial) of commercial banks (Trial) defines four main indicators for liquidity supervision of banks and highlights the importance of the state to the liquidity management of commercial banks. Under this background, this paper selects the representative case of Minsheng Bank and examines its liquidity status according to the annual financial report published. The relevant policies and suggestions are given. First, this paper makes a theoretical review of the liquidity management and systematically combs the problem of liquidity management. Secondly, through the analysis of the liquidity risks faced by small and medium commercial banks in China, such as Minsheng Bank and so on, the liquidity gap is calculated and the reasons for liquidity risk are analyzed. The current situation of liquidity management of small and medium commercial banks, such as banks, is based on the scientificity, rationality and applicability of the liquidity management index system set up by the current regulatory authorities, and a comprehensive investigation of the liquidity management of the Minsheng Bank. Finally, combining the full text, the paper puts forward the policy suggestions for improving the liquidity management of the Minsheng Bank, and the medium and small business. The main conclusions of this paper are as follows: Although the external environment has a negative impact on the liquidity of Minsheng Bank, the main cause of its liquidity risk is the problems and contradictions accumulated in its long-term development, that is, the proportion of the business business is too large and the proportion of individual business is low. On the one hand, it lacks a stable long-term source of funds, on the other hand, the medium and long term loans are growing too fast, which makes the assets and liabilities mismatched, and thus induces a large liquidity risk. In the strategy of dealing with these risks, this paper proposes to develop intermediate business, change management mode and profit model, and develop retail actively. At the same time, the liquidity management level of Minsheng Bank has been improved gradually in recent years, but there are still big problems. The Minsheng Bank has a liquidity gap in every time period, and the large amount of unstable deposit is the main reason for the liquidity pressure of the Minsheng Bank, because this part of the unstable deposit is not fully profitable. As a whole, the risk control framework of Minsheng Bank is relatively perfect, but due to the narrow scope of capital management, imperfect liquidity risk reporting system and technical measures to be improved, the current situation of liquidity management is not optimistic and there are many shortcomings. The core of sexual management should be from the operational level, policy level and system level, the core of which is to strengthen the design of the liquidity management framework and enhance the executive ability. The average level is analyzed. The evolution of liquidity risk and the current situation of liquidity management in small and medium commercial banks, such as Minsheng Bank, are systematically combed, and the causes and characteristics of liquidity risk are summarized. Second, when measuring liquidity risk, it not only uses the general liquidity measurement index in China, but also introduces foreign countries. Related indicators, and based on the particularity of small and medium commercial banks, it reconstructs the liquidity management index system of small and medium commercial banks, such as Minsheng Bank, and the existing literature is less. Third, in the case analysis of the liquidity risk of Minsheng Bank, it makes use of the liquidity gap method to analyze the time period, at the same time, In order to systematically study the problems and strategies for the liquidity management of the small and medium commercial banks in China, a comprehensive investigation and case analysis of the liquidity liquidity management index system of Minsheng Bank is carried out in the light of the current popular theories and different thoughts on the current setting of liquidity management indicators.
【學(xué)位授予單位】：電子科技大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.2

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