HRB銀行流動性風(fēng)險管理研究
發(fā)布時間：2018-10-17 19:28
【摘要】：流動性風(fēng)險管理是現(xiàn)階段所有銀行面臨的一個重要課題。商業(yè)銀行是企業(yè)法人性質(zhì),作為經(jīng)營貨幣的特殊法人,商業(yè)銀行的風(fēng)險無規(guī)律、復(fù)雜、對經(jīng)濟影響較為滯后的特點,決定了商業(yè)銀行與一般的企業(yè)在風(fēng)險管理上有很大差異。商業(yè)銀行充足的流動性等同于商業(yè)銀行的生存之本,商業(yè)銀行如果出現(xiàn)流動性不足,那將很大可能面臨流動性風(fēng)險,即在較短的時間里無法以較合理的價格出售資產(chǎn)或者以較低的價格獲得負(fù)債,將對商業(yè)銀行經(jīng)營信用的商業(yè)銀行無疑是滅頂之災(zāi),對當(dāng)?shù)亟?jīng)濟的影響也會產(chǎn)生連環(huán)效應(yīng)。所以,在新形勢下,商業(yè)銀行的流動性管理理念需要與時俱進,不斷革新。本文對商業(yè)銀行的流動性風(fēng)險管理理論進行深入探討,并結(jié)合HRB銀行的實際狀況,對該行流動性風(fēng)險管理存在的主要問題進行研究。本研究通過個案研究法、文獻資料分析、理論與實際相結(jié)合的案例分析法,在閱讀國內(nèi)外經(jīng)典資料的基礎(chǔ)上,一方面,借鑒國內(nèi)外學(xué)者對商業(yè)銀行流動性風(fēng)險的研究方法,另一方面,本文結(jié)合管理學(xué)與經(jīng)濟學(xué)知識,綜合運用在商業(yè)銀行流動性風(fēng)險管理的研究中,有所創(chuàng)新。本文在研究過程中將數(shù)據(jù)與圖表相結(jié)合,對HRB銀行的流動性風(fēng)險進行深入的分析,并借鑒國內(nèi)外學(xué)者對商業(yè)銀行流動性風(fēng)險的論點和思路,全面、客觀地分析HRB銀行在流動性風(fēng)險管理中存在的問題。同時,分析HRB銀行流動性風(fēng)險管理中積累的經(jīng)驗,結(jié)合HRB銀行流動性風(fēng)險管理的實際情況,在此基礎(chǔ)上,提出改進對流動性風(fēng)險管理的建議,并立足于HRB銀行流動性風(fēng)險管理實際情況,提出相應(yīng)的保障條件。本研究通過對商業(yè)銀行流動性風(fēng)險管理中遇到的共性進行著手,對流動性風(fēng)險的防控存在的問題提出可行的建議,以便以后更有效的識別和應(yīng)對此類風(fēng)險,提高商業(yè)銀行運行的質(zhì)量,為HRB銀行的穩(wěn)健經(jīng)營提供參考。
[Abstract]:Liquidity risk management is an important subject for all banks at this stage. The commercial bank is the enterprise legal person nature, as the special legal person that manages the currency, the commercial bank's risk is irregular, complex, the influence on the economy is lagged, decided the commercial bank and the general enterprise have the very big difference in the risk management. The sufficient liquidity of commercial banks is equivalent to the survival of commercial banks. If there is insufficient liquidity in commercial banks, they will probably face liquidity risks. That is, it is impossible to sell assets at a reasonable price or obtain liabilities at a lower price in a short period of time, which will undoubtedly destroy the commercial banks operating credit, and will also have a series of effects on the local economy. Therefore, under the new situation, the liquidity management concept of commercial banks needs to keep pace with the times and innovate constantly. In this paper, the theory of liquidity risk management of commercial banks is discussed in depth, and the main problems in liquidity risk management of HRB bank are studied in combination with the actual situation of the bank. Through case study, literature analysis, case analysis of theory and practice, on the basis of reading the classical materials at home and abroad, on the one hand, draw lessons from domestic and foreign scholars on the liquidity risk research methods of commercial banks. On the other hand, combined with the knowledge of management and economics, this paper makes some innovations in the research of liquidity risk management of commercial banks. In the course of the research, this paper combines the data with the chart, analyzes the liquidity risk of HRB bank deeply, and draws lessons from the arguments and ideas of domestic and foreign scholars on the liquidity risk of commercial bank. This paper analyzes objectively the problems existing in liquidity risk management of HRB bank. At the same time, this paper analyzes the experience accumulated in the liquidity risk management of HRB bank, combines with the actual situation of liquidity risk management in HRB bank, and puts forward some suggestions to improve the liquidity risk management. Based on the actual situation of liquidity risk management in HRB bank, the corresponding guarantee conditions are put forward. This study starts with the commonness of liquidity risk management in commercial banks, and puts forward feasible suggestions on the prevention and control of liquidity risk, so as to identify and deal with such risks more effectively in the future. Improve the operation quality of commercial banks, and provide reference for the steady operation of HRB Bank.
【學(xué)位授予單位】：哈爾濱商業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33
本文編號：2277719
[Abstract]:Liquidity risk management is an important subject for all banks at this stage. The commercial bank is the enterprise legal person nature, as the special legal person that manages the currency, the commercial bank's risk is irregular, complex, the influence on the economy is lagged, decided the commercial bank and the general enterprise have the very big difference in the risk management. The sufficient liquidity of commercial banks is equivalent to the survival of commercial banks. If there is insufficient liquidity in commercial banks, they will probably face liquidity risks. That is, it is impossible to sell assets at a reasonable price or obtain liabilities at a lower price in a short period of time, which will undoubtedly destroy the commercial banks operating credit, and will also have a series of effects on the local economy. Therefore, under the new situation, the liquidity management concept of commercial banks needs to keep pace with the times and innovate constantly. In this paper, the theory of liquidity risk management of commercial banks is discussed in depth, and the main problems in liquidity risk management of HRB bank are studied in combination with the actual situation of the bank. Through case study, literature analysis, case analysis of theory and practice, on the basis of reading the classical materials at home and abroad, on the one hand, draw lessons from domestic and foreign scholars on the liquidity risk research methods of commercial banks. On the other hand, combined with the knowledge of management and economics, this paper makes some innovations in the research of liquidity risk management of commercial banks. In the course of the research, this paper combines the data with the chart, analyzes the liquidity risk of HRB bank deeply, and draws lessons from the arguments and ideas of domestic and foreign scholars on the liquidity risk of commercial bank. This paper analyzes objectively the problems existing in liquidity risk management of HRB bank. At the same time, this paper analyzes the experience accumulated in the liquidity risk management of HRB bank, combines with the actual situation of liquidity risk management in HRB bank, and puts forward some suggestions to improve the liquidity risk management. Based on the actual situation of liquidity risk management in HRB bank, the corresponding guarantee conditions are put forward. This study starts with the commonness of liquidity risk management in commercial banks, and puts forward feasible suggestions on the prevention and control of liquidity risk, so as to identify and deal with such risks more effectively in the future. Improve the operation quality of commercial banks, and provide reference for the steady operation of HRB Bank.
【學(xué)位授予單位】：哈爾濱商業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33
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