本文選題：YZ農(nóng)村商業(yè)銀行　切入點(diǎn)：流動性風(fēng)險(xiǎn)　出處：《揚(yáng)州大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：近年來,隨著國內(nèi)金融改革穩(wěn)步推進(jìn)、金融市場發(fā)展持續(xù)加快,以及金融創(chuàng)新不斷涌現(xiàn),商業(yè)銀行的經(jīng)營環(huán)境、業(yè)務(wù)模式、資金來源等均發(fā)生了明顯變化,商業(yè)銀行的流動性風(fēng)險(xiǎn)管理所面臨的挑戰(zhàn)日趨增大。突發(fā)的罕見“錢荒”現(xiàn)象以及銀行間市場流動性緊張等情形,都充分暴露出目前我國商業(yè)銀行流動性管理方面仍然存在較為嚴(yán)重的問題。因此,加強(qiáng)流動性風(fēng)險(xiǎn)管理,保持合理的流動性已成為商業(yè)銀行,尤其是地方法人商業(yè)銀行必須面對的重要而又緊迫的課題。本文以農(nóng)村中小法人商業(yè)銀行中的典型代表——YZ農(nóng)村商業(yè)銀行為調(diào)查研究對象,通過對該銀行進(jìn)行全面流動性風(fēng)險(xiǎn)管理調(diào)研,發(fā)現(xiàn)該銀行流動性風(fēng)險(xiǎn)管理中存在的問題,找到原因,并提出合理的改進(jìn)建議,進(jìn)一步提高YZ農(nóng)村商業(yè)銀行自身的流動性風(fēng)險(xiǎn)管理能力,也為YZ地區(qū)其他同類型商業(yè)銀行起一定的參考引導(dǎo)作用。本文首先從流動性風(fēng)險(xiǎn)管理理論、流動性風(fēng)險(xiǎn)計(jì)量指標(biāo)的概念出發(fā),通過文獻(xiàn)分析和比較分析等方法,全面分析了商業(yè)銀行常用的流動性風(fēng)險(xiǎn)管理方法,并對各種流動性風(fēng)險(xiǎn)管理方法進(jìn)行了優(yōu)劣比較。其次通過對YZ農(nóng)村商業(yè)銀行進(jìn)行現(xiàn)場調(diào)研和非現(xiàn)場數(shù)據(jù)收集,并依托當(dāng)?shù)厝嗣胥y行和銀監(jiān)局等管理機(jī)構(gòu)相關(guān)數(shù)據(jù)庫、現(xiàn)場檢查結(jié)果等,進(jìn)一步對該銀行進(jìn)行了流動性風(fēng)險(xiǎn)指標(biāo)分析比較、流動性風(fēng)險(xiǎn)管理做法闡述和流動性壓力測試實(shí)證分析等。通過各項(xiàng)分析,發(fā)現(xiàn)YZ農(nóng)村商業(yè)銀行在流動性風(fēng)險(xiǎn)管理方面總體情況較好,但是也存在許多有待改進(jìn)的地方。雖然近五年來,YZ農(nóng)村商業(yè)銀行的各項(xiàng)流動性風(fēng)險(xiǎn)監(jiān)測指標(biāo)均未突破銀行監(jiān)管機(jī)構(gòu)的最低要求,但相比同地區(qū)同類型的其他商業(yè)銀行,YZ農(nóng)村商業(yè)銀行的多項(xiàng)流動性風(fēng)險(xiǎn)指標(biāo)低于同地區(qū)同類型商業(yè)銀行的平均水平。同時(shí)調(diào)查研究發(fā)現(xiàn),該行存在著流動性內(nèi)控制度管理、流動性監(jiān)測指標(biāo)體系不夠完善,流動性風(fēng)險(xiǎn)預(yù)警監(jiān)測手段比較落后,顯著競爭優(yōu)勢的產(chǎn)品缺失等問題,并針對問題分析原因。最后,根據(jù)分析調(diào)查結(jié)果,針對YZ農(nóng)村商業(yè)銀行目前流動性風(fēng)險(xiǎn)管理所存在的問題,分析產(chǎn)生問題的原因,并對YZ農(nóng)村商業(yè)銀行提出了應(yīng)進(jìn)一步提高員工流動性風(fēng)險(xiǎn)管理水平和意識,探索設(shè)立獨(dú)立的流動性風(fēng)險(xiǎn)管理部門,積極主動優(yōu)化期限錯(cuò)配情況,豐富流動性計(jì)量方法和手段等建議。力求改善該銀行流動性風(fēng)險(xiǎn)管理現(xiàn)狀,全面提高經(jīng)營競爭實(shí)力。
[Abstract]:In recent years, with the steady progress of the domestic financial reform, the development of the financial market continues to accelerate, as well as the continuous emergence of financial innovation, the business environment, business models and sources of funds of commercial banks have all undergone obvious changes. The challenges faced by commercial banks in liquidity risk management are increasing day by day. The rare phenomenon of "money shortage" and the tight liquidity in the interbank market, etc. Therefore, strengthening liquidity risk management and maintaining reasonable liquidity have become commercial banks. Especially the important and urgent subject that the local legal person commercial bank must face. This paper takes YZ rural commercial bank as the research object, taking the typical representative of the rural small and medium-sized legal person commercial bank as the research object. Through the comprehensive liquidity risk management investigation of the bank, the problems in liquidity risk management of the bank are found, the reasons are found, and reasonable improvement suggestions are put forward. To further improve the liquidity risk management ability of YZ rural commercial banks, it also plays a certain reference role for other commercial banks of the same type in YZ area. Based on the concept of liquidity risk measurement index, this paper analyzes the common liquidity risk management methods of commercial banks through literature analysis and comparative analysis. Secondly, through the field investigation and off-site data collection of YZ Rural Commercial Bank, and relying on the local people's Bank and Banking Regulatory Bureau and other management agencies related databases, Based on the results of the on-site inspection, the bank is further analyzed and compared with the liquidity risk indicators, the liquidity risk management practices and the empirical analysis of the liquidity stress test. It is found that YZ Rural Commercial Bank has a good overall liquidity risk management. However, there are still many areas for improvement. Although in the past five years, none of the liquidity risk monitoring indicators of YZ rural commercial banks have exceeded the minimum requirements of bank regulators. However, compared with other commercial banks of the same type in the same area, many liquidity risk indexes of YZ rural commercial banks are lower than the average level of the same type of commercial banks in the same area. The liquidity monitoring index system is not perfect, the early warning monitoring means of liquidity risk are relatively backward, the products with significant competitive advantage are missing, and the reasons are analyzed. Finally, according to the analysis results, In view of the problems existing in the current liquidity risk management of YZ Rural Commercial Bank, this paper analyzes the causes of the problems, and puts forward to YZ Rural Commercial Bank that the level and consciousness of employee liquidity risk management should be further improved. This paper explores the establishment of an independent liquidity risk management department, actively optimizes the term mismatch situation, enriches the liquidity measurement methods and means, and tries to improve the current liquidity risk management situation of the bank and enhance the management competitive strength in an all-round way.
【學(xué)位授予單位】：揚(yáng)州大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F272.3;F832.35

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