發(fā)布時(shí)間：2018-07-27 12:45

【摘要】：隨著經(jīng)濟(jì)全球化，國(guó)內(nèi)金融市場(chǎng)與國(guó)外金融市場(chǎng)同步是不可避免的趨勢(shì)。就目前來(lái)看，中國(guó)銀行業(yè)的流動(dòng)性風(fēng)險(xiǎn)之所以不突出的一個(gè)重要原因是國(guó)家信用的強(qiáng)力支撐，但隨著全球經(jīng)濟(jì)的融合，國(guó)家信用的逐步退出，商業(yè)銀行的流行性風(fēng)險(xiǎn)管理必須得到重視。同時(shí)，近年來(lái)，中國(guó)商業(yè)銀行迅猛發(fā)展，銀行之間競(jìng)爭(zhēng)激烈，各銀行不再滿足于傳統(tǒng)的存貸款業(yè)務(wù)，各種金融工具不斷創(chuàng)新，豐富多彩的中間業(yè)務(wù)得到發(fā)展，為了商業(yè)銀行的穩(wěn)定經(jīng)營(yíng)，流動(dòng)性風(fēng)險(xiǎn)管理就顯得尤為重要。流動(dòng)性（Liquidity）是指資產(chǎn)能夠以一個(gè)合理的價(jià)格順利變現(xiàn)的能力，它是一種所投資的時(shí)間尺度（賣(mài)出它所需多長(zhǎng)時(shí)間）和價(jià)格尺度（與公平市場(chǎng)價(jià)格相比的折扣）之間的關(guān)系。而商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)是指商業(yè)銀行無(wú)法提供足額資金來(lái)應(yīng)付資產(chǎn)增加需求，或履行到期債務(wù)的相關(guān)風(fēng)險(xiǎn)。隨著經(jīng)濟(jì)的不斷發(fā)展，金融市場(chǎng)越來(lái)越繁榮，金融工具得到不斷的創(chuàng)新，從20世紀(jì)80年代開(kāi)始，國(guó)外的學(xué)者逐步關(guān)注商業(yè)銀行的流動(dòng)性風(fēng)險(xiǎn)，并相繼提出各種相關(guān)理論。同時(shí)，近年來(lái)，中國(guó)商業(yè)銀行迅猛發(fā)展，銀行之間競(jìng)爭(zhēng)激烈，各銀行不再滿足于傳統(tǒng)的存貸款業(yè)務(wù)，各種金融工具不斷創(chuàng)新，豐富多彩的中間業(yè)務(wù)得到發(fā)展，為了商業(yè)銀行的穩(wěn)定經(jīng)營(yíng)，流動(dòng)性風(fēng)險(xiǎn)管理就顯得尤為重要。眾所周知，中國(guó)是一個(gè)發(fā)展中的經(jīng)濟(jì)大國(guó)，商業(yè)銀行的流動(dòng)性風(fēng)險(xiǎn)管理并不成熟，國(guó)內(nèi)金融市場(chǎng)的發(fā)展也與國(guó)外不盡相同，在借鑒吸收國(guó)外商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理經(jīng)驗(yàn)的同時(shí)，要結(jié)合中國(guó)的國(guó)情與實(shí)際情況，總結(jié)出符合我國(guó)適用的商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理辦法。由此可見(jiàn)，研究國(guó)內(nèi)外商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理理論，分析我國(guó)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理現(xiàn)狀，總結(jié)國(guó)外研究經(jīng)驗(yàn)得出適合中國(guó)國(guó)情的管理辦法，對(duì)我國(guó)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理具有重要意義。本論文通過(guò)介紹流動(dòng)性，流動(dòng)性風(fēng)險(xiǎn)以及流動(dòng)性風(fēng)險(xiǎn)管理等相關(guān)概念，總結(jié)出流動(dòng)性風(fēng)險(xiǎn)的特征，并結(jié)合流動(dòng)性風(fēng)險(xiǎn)管理的相關(guān)理論，分析了商業(yè)銀行進(jìn)行流動(dòng)性管理的必要性。同時(shí)，運(yùn)用國(guó)際上統(tǒng)一且適合我國(guó)銀監(jiān)會(huì)規(guī)定的度量指標(biāo)，以天津渤海銀行為案例，進(jìn)行分析。通過(guò)數(shù)據(jù)，，分析渤海銀行的流動(dòng)性現(xiàn)狀以及流動(dòng)性風(fēng)險(xiǎn)管理概況。結(jié)合渤海銀行的實(shí)際情況，針對(duì)分析出的相關(guān)問(wèn)題，分別從事前，事中，事后三方面提出適合其加強(qiáng)流動(dòng)性風(fēng)險(xiǎn)管理的幾條建議。
[Abstract]:With the economic globalization, it is inevitable that the domestic financial market and the foreign financial market synchronize. At present, one of the important reasons why the liquidity risk of China's banking industry is not prominent is the strong support of state credit, but with the integration of the global economy, the gradual withdrawal of state credit, The epidemic risk management of commercial banks must be paid attention to. At the same time, in recent years, with the rapid development of Chinese commercial banks, the competition between banks is fierce, the banks are no longer satisfied with the traditional deposit and loan business, various financial instruments are constantly innovating, and the rich and colorful intermediary business has been developed. For the stable operation of commercial banks, liquidity risk management is particularly important. Liquidity (Liquidity) refers to the ability of assets to realize smoothly at a reasonable price. It is the relationship between the time scale of investment (how long it takes to sell it) and the price scale (discount compared with fair market price). The liquidity risk of commercial banks refers to the risk that commercial banks can not provide sufficient funds to meet the increased demand for assets or fulfill the maturing debts. With the development of economy, the financial market is more and more prosperous, and the financial instruments have been innovated constantly. Since the 1980s, foreign scholars have gradually paid attention to the liquidity risk of commercial banks, and put forward various related theories one after another. At the same time, in recent years, with the rapid development of Chinese commercial banks, the competition between banks is fierce, the banks are no longer satisfied with the traditional deposit and loan business, various financial instruments are constantly innovating, and the rich and colorful intermediary business has been developed. For the stable operation of commercial banks, liquidity risk management is particularly important. As we all know, China is a developing economic country, the liquidity risk management of commercial banks is not mature, and the development of domestic financial market is different from that of foreign countries. While drawing lessons from the experience of foreign commercial banks' liquidity risk management, it is necessary to sum up the appropriate liquidity risk management methods of commercial banks in accordance with China's national conditions and actual conditions. It can be seen that, by studying the theory of liquidity risk management of commercial banks at home and abroad, analyzing the current situation of liquidity risk management of commercial banks in China, and summing up the experience of foreign research, we can find out the management methods suitable for China's national conditions. It is of great significance to the liquidity risk management of commercial banks in China. By introducing the concepts of liquidity, liquidity risk and liquidity risk management, this paper summarizes the characteristics of liquidity risk, and combines the theory of liquidity risk management. This paper analyzes the necessity of liquidity management in commercial banks. At the same time, using the international unified and suitable measurement index stipulated by China Banking Regulatory Commission, taking the Bohai Bank of Tianjin as a case, the paper makes an analysis. Through the data, the paper analyzes the liquidity status and liquidity risk management of Bohai Bank. According to the actual situation of Bohai Bank, this paper puts forward some suggestions on how to strengthen liquidity risk management before, during and after the analysis of the relevant problems.
【學(xué)位授予單位】：天津商業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33;F830.42

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