本文選題：流動性管理 + 流動性過剩　； 參考：《江西財經(jīng)大學(xué)》2014年碩士論文

【摘要】：流動性風(fēng)險被視為商業(yè)銀行"最致命的風(fēng)險",對商業(yè)銀行的穩(wěn)健運營和經(jīng)濟(jì)金融體系的安全穩(wěn)定都會產(chǎn)生重要影響。2013年6月的"錢荒"使得流動性一直相對充裕的中國銀行體系直面流動性風(fēng)險的巨大挑戰(zhàn),商業(yè)銀行的流動性管理問題再一次成為學(xué)術(shù)界和實務(wù)界廣泛熱議的話題。"錢荒"的產(chǎn)生固然有各種各樣的原因,但整體而言離不開利率市場化的大背景。隨著利率市場化的不斷推進(jìn),市場逐步成為資金配置的主要手段,利率也逐漸由資金的需求和供給決定,商業(yè)銀行負(fù)債穩(wěn)定性顯著降低,資產(chǎn)證券化步伐加快,商業(yè)銀行資產(chǎn)負(fù)債期限結(jié)構(gòu)管理和準(zhǔn)確預(yù)測現(xiàn)金流的難度都在加大。銀行體系的流動性過剩和流動性不足可能會頻繁出現(xiàn)和相互轉(zhuǎn)換,流動性風(fēng)險發(fā)生的概率大大提高。在現(xiàn)階段我國金融市場化改革的大背景下,流動性過剩和流動性不足產(chǎn)生的原因是極為復(fù)雜的,既有商業(yè)銀行自身的因素,也受到宏觀經(jīng)濟(jì)金融形勢、金融行業(yè)體制、產(chǎn)業(yè)結(jié)構(gòu)、財政和貨幣政策等多方面的影響。流動性過剩和流動性不足對商業(yè)銀行經(jīng)營管理產(chǎn)生了不同影響,并對其流動性管理提出了更高要求。互聯(lián)網(wǎng)金融的興起為我們觀察利率市場化推進(jìn)過程中的商業(yè)銀行流動性管理提供了一個有利窗口�；ヂ�(lián)網(wǎng)金融正以獨特的方式推動著利率市場化最后也是最為艱難的環(huán)節(jié)——存款利率的市場化�；ヂ�(lián)網(wǎng)金融蓬勃發(fā)展使商業(yè)銀行存款顯著減少,存款結(jié)構(gòu)趨于活期化,存款穩(wěn)定性降低,資產(chǎn)流動性管理難度增加。與此同時,互聯(lián)網(wǎng)金融體系內(nèi)部的流動性風(fēng)險也容易擴(kuò)散到商業(yè)銀行體系,對商業(yè)銀行的流動性管理造成一定挑戰(zhàn)。在流動性急劇變化的背景下,商業(yè)銀行的流動性風(fēng)險日益成為一種綜合性風(fēng)險,其影響也不局限于銀行體系而日益對實體經(jīng)濟(jì)產(chǎn)生巨大沖擊。加強(qiáng)商業(yè)銀行的流動性管理需要政府部門、監(jiān)管當(dāng)局和商業(yè)銀行自身多方聯(lián)動,共同推進(jìn)。就商業(yè)銀行自身而言,要不斷增強(qiáng)流動性管理的意識,提高主動管理流動性的能力,建立多元化的負(fù)債管理結(jié)構(gòu),增強(qiáng)流動性管理的技術(shù)手段。對于監(jiān)管當(dāng)局而言,要加快流動性監(jiān)管制度改革,設(shè)置更加科學(xué)合理的流動性監(jiān)管指標(biāo),引導(dǎo)商業(yè)銀行健全流動性風(fēng)險管理體系,充分發(fā)揮金融監(jiān)管部際聯(lián)席會議作用。政府部門則應(yīng)當(dāng)盡快推動實現(xiàn)利率市場化,加快推出存款保險制度,同時強(qiáng)化金融領(lǐng)域的深化改革,推進(jìn)金融市場體系建設(shè)。各方共同努力,提高商業(yè)銀行流動性管理水平,提升金融體系抵御流動性風(fēng)險的能力。
[Abstract]:Liquidity risk is regarded as the "deadliest risk" for commercial banks, which will have an important impact on the sound operation of commercial banks and the safety and stability of the economic and financial system. The "money shortage" in June 2013 has made liquidity relatively abundant China's banking system faces the huge challenge of liquidity risk, Once again, the liquidity management of commercial banks has become a hot topic in academic and practical circles. " Although there are various reasons for the emergence of the money shortage, the overall interest rate marketization can not be separated from the background. With the development of interest rate marketization, the market gradually becomes the main means of capital allocation, the interest rate is determined by the demand and supply of funds, the stability of commercial banks' liabilities is reduced significantly, and the pace of asset securitization is accelerated. The management of term structure of assets and liabilities of commercial banks and the difficulty of accurately predicting cash flow are becoming more and more difficult. The excess liquidity and illiquidity of the banking system may occur frequently and change with each other, and the probability of liquidity risk will be greatly increased. Under the background of the current financial marketization reform in China, the causes of excess liquidity and lack of liquidity are extremely complicated, both commercial banks themselves and the macroeconomic and financial situation, the financial industry system, Industrial structure, fiscal and monetary policy and other aspects of the impact. Excess liquidity and insufficient liquidity have different effects on the management of commercial banks, and put forward higher requirements for liquidity management. The rise of Internet finance provides a favorable window for us to observe the liquidity management of commercial banks in the process of interest rate marketization. Internet finance is pushing the interest rate marketization in a unique way. With the rapid development of Internet finance, the deposits of commercial banks have been reduced significantly, the structure of deposits has tended to be current, the stability of deposits has decreased, and the management of assets liquidity has become more difficult. At the same time, the liquidity risk within the Internet financial system is easy to spread to the commercial banking system, which poses a certain challenge to the liquidity management of commercial banks. Under the background of the rapid change of liquidity, the liquidity risk of commercial banks is becoming a kind of comprehensive risk day by day, and its influence is not limited to the banking system and has a great impact on the real economy day by day. To strengthen the liquidity management of commercial banks, government departments, regulatory authorities and commercial banks themselves need to work together to promote liquidity management. As far as commercial banks are concerned, they should constantly strengthen their awareness of liquidity management, improve their ability to actively manage liquidity, establish a diversified structure of debt management, and strengthen the technical means of liquidity management. For the regulatory authorities, it is necessary to speed up the reform of the liquidity supervision system, set up more scientific and reasonable liquidity supervision indicators, guide commercial banks to improve the liquidity risk management system, and give full play to the role of the inter-ministerial joint meeting on financial supervision. Government departments should push forward the marketization of interest rate, accelerate the introduction of deposit insurance system, strengthen the deepening reform of financial field, and promote the construction of financial market system. All parties work together to improve the liquidity management level of commercial banks and enhance the ability of the financial system to withstand liquidity risks.
【學(xué)位授予單位】：江西財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33

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本文編號：1982554