本文選題：商業(yè)銀行流動性風(fēng)險 + 巴塞爾協(xié)議Ⅲ　； 參考：《海南金融》2016年12期

【摘要】：本文著重梳理和總結(jié)金融危機(jī)以來微觀審慎層面流動性風(fēng)險管理和監(jiān)管的相關(guān)研究成果,結(jié)果發(fā)現(xiàn):首金融創(chuàng)新和金融市場的快速發(fā)展已經(jīng)使得流動性風(fēng)險的本質(zhì)發(fā)生了改變,在這一過程中,商業(yè)銀行往往容易忽視流動性風(fēng)險的系統(tǒng)性特征;在微觀審慎層面,當(dāng)前大多數(shù)流動性監(jiān)管和監(jiān)測指標(biāo)仍與完善的、與金融市場和宏觀經(jīng)濟(jì)波動掛鉤的動態(tài)監(jiān)管指標(biāo)相去較遠(yuǎn)。隨著中國經(jīng)濟(jì)發(fā)展進(jìn)入新常態(tài),商業(yè)銀行金融市場參與程度的提高,有必要在宏觀審慎視角下考察商業(yè)銀行的流動性風(fēng)險。
[Abstract]:This paper reviews and summarizes the relevant research results of liquidity risk management and supervision at the microprudential level since the financial crisis. The results show that the first financial innovation and the rapid development of the financial market have changed the nature of liquidity risk.In this process, commercial banks tend to ignore the systemic characteristics of liquidity risk. At the microprudential level, most of the current liquidity supervision and monitoring indicators are still perfect.And financial markets and macroeconomic fluctuations linked to the dynamic regulatory indicators are far away.With the development of Chinese economy entering the new normal and the increase of the participation of commercial banks in the financial market, it is necessary to examine the liquidity risk of commercial banks from the perspective of macroprudential.
【作者單位】： 工銀金融租賃有限公司博士后科研工作站;對外經(jīng)濟(jì)貿(mào)易大學(xué)金融學(xué)院;
【分類號】：F832.33

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