本文關(guān)鍵詞： 商業(yè)銀行 流動(dòng)性風(fēng)險(xiǎn) 流動(dòng)性風(fēng)險(xiǎn)管理　出處：《蘭州大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：商業(yè)銀行開展業(yè)務(wù)過程中面臨的最主要的一種風(fēng)險(xiǎn)即為流動(dòng)性風(fēng)險(xiǎn)。流動(dòng)性管理水平的高低與商業(yè)銀行能否持續(xù)良性發(fā)展密切相關(guān),流動(dòng)性短缺會(huì)引起商業(yè)銀行的經(jīng)營(yíng)危機(jī),但是長(zhǎng)期的流動(dòng)性過剩則會(huì)影響商業(yè)銀行的經(jīng)營(yíng)效益。如何合理確定商業(yè)銀行流動(dòng)性,在風(fēng)險(xiǎn)可控的同時(shí)實(shí)現(xiàn)利益最大化,一直是各個(gè)層面研究商業(yè)銀行風(fēng)險(xiǎn)管理的重中之重和難點(diǎn)所在。本文采用規(guī)范分析和實(shí)證分析相結(jié)合的方法,首先對(duì)商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)的相關(guān)概念、流動(dòng)性風(fēng)險(xiǎn)管理的經(jīng)典理論進(jìn)行了闡述,同時(shí)對(duì)國(guó)內(nèi)外學(xué)術(shù)界對(duì)于流動(dòng)性風(fēng)險(xiǎn)相關(guān)的研究文獻(xiàn)進(jìn)行了綜述,這是本文的研究理論基礎(chǔ)。實(shí)證分析方面,通過對(duì)泰隆銀行流動(dòng)性風(fēng)險(xiǎn)相關(guān)的各項(xiàng)靜態(tài)和動(dòng)態(tài)指標(biāo)與國(guó)內(nèi)同業(yè)的比較來(lái)計(jì)量潛在的流動(dòng)性風(fēng)險(xiǎn),并應(yīng)用聚類分析的方法將泰隆銀行主要流動(dòng)性指標(biāo)數(shù)據(jù)同國(guó)內(nèi)其他樣本銀行數(shù)據(jù)進(jìn)行比較,進(jìn)一步驗(yàn)證該銀行的流動(dòng)性狀況。隨后,文章詳細(xì)闡述了泰隆銀行現(xiàn)有的流動(dòng)性風(fēng)險(xiǎn)管理體系,涵蓋泰隆銀行流動(dòng)性風(fēng)險(xiǎn)管理概況,泰隆銀行流動(dòng)性風(fēng)險(xiǎn)管理的治理架構(gòu),泰隆銀行流動(dòng)性風(fēng)險(xiǎn)管理的策略、政策和程序,泰隆銀行流動(dòng)性風(fēng)險(xiǎn)的識(shí)別、計(jì)量、檢測(cè)和控制技術(shù),以及泰隆銀行流動(dòng)性管理信息系統(tǒng)。最后提出了泰隆銀行流動(dòng)性風(fēng)險(xiǎn)管理體系優(yōu)化的建議,涵蓋流動(dòng)性優(yōu)化的整體目標(biāo)和基本思路,優(yōu)化泰隆銀行流動(dòng)性風(fēng)險(xiǎn)管理組織結(jié)構(gòu),健全流動(dòng)性風(fēng)險(xiǎn)指標(biāo)體系,加強(qiáng)資產(chǎn)負(fù)債管理,完善流動(dòng)性風(fēng)險(xiǎn)監(jiān)測(cè)預(yù)警體系。
[Abstract]:Liquidity risk is one of the most important risks faced by commercial banks in the process of carrying out business. The level of liquidity management is closely related to the sustained and benign development of commercial banks, and the shortage of liquidity will lead to the management crisis of commercial banks. However, long-term excess liquidity will affect the operating efficiency of commercial banks. How to reasonably determine the liquidity of commercial banks, and realize the maximum benefits while the risks are controllable, It has always been the most important and difficult point to study the risk management of commercial banks at all levels. This paper adopts the method of combining normative analysis with empirical analysis, first of all, the related concepts of liquidity risk of commercial banks are discussed. The classical theory of liquidity risk management is expounded, and the literature on liquidity risk is summarized, which is the theoretical basis of this paper. The potential liquidity risk is measured by comparing the static and dynamic indicators related to the liquidity risk of Tyrone Bank with the domestic peers. The main liquidity index data of Tyrone Bank are compared with other domestic sample bank data by cluster analysis to further verify the liquidity status of the bank. This paper elaborates the current liquidity risk management system of Tyrone Bank, including the general situation of liquidity risk management, the governance structure of Talon Bank liquidity risk management, and the strategy of Talon Bank liquidity risk management. Policies and procedures, identification, measurement, detection and control of the liquidity risk of Tyrone Bank, as well as the liquidity Management Information system of Tyrone Bank. Finally, suggestions for optimizing the liquidity risk management system of Tyrone Bank are put forward. It covers the overall objective and basic idea of liquidity optimization, optimizes the organizational structure of liquidity risk management, improves the index system of liquidity risk, strengthens the management of assets and liabilities, and perfects the monitoring and warning system of liquidity risk.
【學(xué)位授予單位】：蘭州大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.33;F272.3

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