文档介绍：摘要
长期以来,我国商业银行流动性风险问题一直未引起人们的普遍关注。但是随着金融体制由计划向市场的逐步接轨,我国商业银行在量上快速扩张的同时,在质上的诸多问题开始渐渐暴露出来,其中不良资产膨胀、经营管理不善、资产种类单一及筹资渠道狭窄等问题在不同程度上加剧了我国商业银行流动性风险的沉积。再看我国现阶段商业银行流动性风险管理的现状,虽然政府当局和金融机构已经采取了多种措施来解决金融问题,化解金融风险,但是,我国商业银行流动性风险管理方面让然存在着很多不足,我国商业银行流动性风险管理还处在成长阶段。所以怎样发展和完善流动性风险已经成为商业银行面临的主要问题之一。本文将从从银行的外部经营环境和银行的内控机制等等方面来研究商业银行的流动性风险管理。
关键词:商业银行,流动性风险,管理
ABSTRACT
For a long time, China'mercial banks to liquidity risk has not attracted people's attention. But with the financial system from a planned to a market of the gradual integration, China'mercial banks, while the rapid expansion of quantity, the quality was beginning on the exposed many issues, including expansion of non-performing assets, poor management, asset types and sources of financing single Narrow issues in varying degrees, increased the risk of liquidity mercial banks in China's deposition. Look at the liquidity mercial banks in China at this stage the status of risk management, although the government authorities and financial institutions have taken various measures to solve the financial problems, reduce financial risk, however, China'mercial banks to liquidity risk management, however there are many Lack mercial bank liquidity risk management is still in the growth stage. So how to develop and improve the liquidity risk faced mercial banks has e one of the main problems. This paper will be from the bank's external business environment and internal control mechanisms within the bank, etc., to study mercial bank liquidity risk management.
Key words: commercial bank,liquidity risk ,management
目录
摘要 I
ABSTRACT II
引言 1
一、流动性风险管理理论概述 2
(一)流动性、流动性风险的内涵 2
(二)商业银行流动性风险的成因分析 2
(三)西方商业银行流动性风险管理的演变过程 4
二、我国商业银行流动性风险管理的现状 6
(一)商业银行流动性风险的总体评价 6
(二)我国商业银行“流动性过剩”现状分析 10
(三)商业银行流动性风险管理的现状 12
三、我国商业银行流动性风险管理中存在的问题及原因分析 13
(一)商业银行流动性风险管理观念落后,管理不足 13
(二)商业银行缺乏对流动性风险的动态监控和预警机制 14
(三)不良贷款率高,资产比例不协调,结构失衡 14
(四)金融环境不完善,金融效率低下 14
四、防范我国商业银行流动性风险的措施建议 15
(一)内部加强流动性风险管理 15
(二)完善和发展我国金融市场 17
参考文献 19
致谢 21
引言