【作者】 游博；

【导师】 杨有振；

【作者基本信息】 山西财经大学 ， 金融学， 2008， 硕士

【摘要】 随着WTO过渡期的结束,从2007年开始我国的银行业向国外全面开放,外资银行几乎享有与我国商业银行同等的权利。我国商业银行面对外资银行先进的技术、丰富的经验、优质的服务和卓越的管理受到极大的挑战。相对与外资银行先进的风险管理技术,我国商业银行抗风险能力较差、内部机制不健全、风险控制机制落后、资产损失率高等问题逐渐暴露出来。因此商业银行的风险管理问题在我国也越来越受到重视,但是对于商业银行风险管理的研究大多集中在信用风险和市场风险上,而对流动性风险管理的研究相对较少。面对银行业激烈的竞争和利率市场化进程的不断加快,流动性风险管理的需求显得尤为迫切,鉴于以上原因本文对我国商业银行流动性风险管理进行了论述。流动性风险是由于商业银行贷进借出的特殊性质决定的,经营商业银行就必须面对流动性风险,商业银行就是通过经营风险来盈利的。所以银行面临的不是承不承担风险的问题,而是承担多少风险的问题。商业银行经营管理的三个原则是安全性、流动性和盈利性,实质上在商业银行经营过程中流动性就是对安全性和盈利性权衡的结果。商业银行在我国金融体系中占有支柱地位,对国民经济的发展起着极重要的推动作用。但是由于商业银行的还受到信用风险、市场风险、利率风险等多中因素的影响,并且易受流动性传染效应的影响导致银行倒闭甚至出现金融危机对经济造成巨大的冲击,因此在我国流动性风险管理更为重要。本文首先分析了一般意义上流动性风险形成的原因,在此基础上对我国商业银行流动性风险的现状进行了分析,指出了我国商业银行流动性风险管理中存在的问题,然后通过对发达国家商业银行流动性风险的管理得到了启示,最后对我国商业银行流动性风险管理提出了相应的对策。希望通过本文,能为我国商业银行监管部门和经营者提供一些参考。更多还原

【Abstract】 With the end of the WTO transition period, beginning in 2007 China’s banking sector fully opened to foreign banks, they almost enjoy the same rights as China’s commercial banks. China’s commercial banks face severe chanllenges because of foreign banks’ advanced technology, rich experience, high-quality services and excellent management. Compared with advanced risk management technology of foreign banks, the problem of China’s commercial banks concering less able to fend off risks, internal mechanisms, risk control mechanisms behind the high rate of loss of assets gradually exposed. Therefore, commercial banks risk management in our country are been paid more and more attention, but most research focused on credit risk and market risk of commercial banks risk management, the study of liquidity risk management are relatively less. In the face of fierce competition and banking interest rate marketization process are accelerating, liquidity risk management is particularly concerable, this article focus on China’s commercial banks’ liquidity risk management.Liquidity risk is due to the special nature of enter-borrowed assets of commercial bank, operating on commercial banks have to face liquidity risk, in that they get profit by managing risks. So instead of facing the bank for non-risk, but the how much they have to settle. The three principles commercial bank’s management are safety, liquidity and profitability, in essence, the mobility of commercial banks in the course of business is the combination of safety and profit-making trade-offs. Commercial Bank of China in the financial system occupies a position of the pillars for the development of the national economy. However, due to commercial banks is also subjected to credit risk, market risk, interest rate risk, and vulnerable to contagion effect of the impact of bank failures or even lead to financial crisis on the economy, a huge impact in our liquidity risk management is even more important.This article first analyzes the formation of liquidity risk of on general sense, on this basis, study the current siuation of liquidity risk of China’s commercial banks, pointing out the problems of risk management in China’s commercial banks, then developed the corresponding countermeasures on liquidity management of China’s commercial banks through the experience in developed countried. This article hopes to be able to provide some reference to monitor China’s commercial banks and operators.更多还原