發(fā)布時(shí)間：2018-04-30 18:53

  本文選題：城市商業(yè)銀行 + 流動(dòng)性風(fēng)險(xiǎn)��； 參考：《中國海洋大學(xué)》2012年碩士論文

【摘要】：2007年9月美國爆發(fā)的次貸危機(jī)，使美國部分銀行出現(xiàn)巨額虧損甚至倒閉，迅速波及全球其他國家，并最終演變成了一場全球性的金融風(fēng)暴。在危機(jī)沖擊下，全球金融市場陷入流動(dòng)性短缺困境，給全球金融穩(wěn)定和經(jīng)濟(jì)可持續(xù)發(fā)展帶來了嚴(yán)峻挑戰(zhàn)。同時(shí)，2010年以來，在通貨膨脹壓力居高不下、歐美日實(shí)施量化寬松貨幣政策的背景下，我國中央銀行開始實(shí)施穩(wěn)健貨幣政策，我國商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理能力受到嚴(yán)峻考驗(yàn)，面臨的外部宏觀和內(nèi)部微觀環(huán)境日益嚴(yán)峻和復(fù)雜。在這種背景下，國內(nèi)外學(xué)者研究商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理的問題再次迅速升溫，如何加強(qiáng)商業(yè)銀行的流動(dòng)性風(fēng)險(xiǎn)管理，也是仁者見仁、智者見智。 本文采用理論與實(shí)證相結(jié)合的研究方法，對商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理從理論依據(jù)上進(jìn)行詳細(xì)闡述，，對當(dāng)前城市商業(yè)銀行潛在的流動(dòng)性風(fēng)險(xiǎn)進(jìn)行識別，對商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)進(jìn)行評估和計(jì)量，并結(jié)合實(shí)證結(jié)論提出加強(qiáng)城市商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理的相關(guān)結(jié)論。實(shí)證部分，選取一家樣本城市商業(yè)銀行—LS銀行，利用聚類分析法和因子分析法，通過對搜集的流動(dòng)性風(fēng)險(xiǎn)指標(biāo)時(shí)間序列數(shù)據(jù)處理，與部分上市銀行流動(dòng)性風(fēng)險(xiǎn)進(jìn)行橫向比較，對其自身2008年以來流動(dòng)性風(fēng)險(xiǎn)狀況進(jìn)行縱向比較分析，進(jìn)一步驗(yàn)證城市商業(yè)銀行潛在的流動(dòng)性風(fēng)險(xiǎn)及管理不足。論文中大量的數(shù)據(jù)資料均根據(jù)權(quán)威統(tǒng)計(jì)資料進(jìn)行計(jì)算，增強(qiáng)了論文的嚴(yán)謹(jǐn)度和可信度，提高了文章的說服力。 本文可能的創(chuàng)新之處在于在研究過程中采用聚類分析和因子分析方法對目前極具代表性的城市商業(yè)銀行的流動(dòng)性風(fēng)險(xiǎn)管理實(shí)踐進(jìn)行實(shí)證分析，具有較強(qiáng)的理論價(jià)值和現(xiàn)實(shí)應(yīng)用價(jià)值，為商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理理論提供了一個(gè)較好的實(shí)證案例；同時(shí)，運(yùn)用大量數(shù)據(jù)，通過計(jì)量分析，對比了當(dāng)前我國城市商業(yè)銀行與其他銀行流動(dòng)性風(fēng)險(xiǎn)的現(xiàn)狀，較為全面地提出了完善城市商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理的政策建議。 本文共六部分：第一部分是導(dǎo)論，介紹論文的選題背景和研究意義、相關(guān)問題的國內(nèi)外研究現(xiàn)狀、本文的結(jié)構(gòu)框架及創(chuàng)新和不足之處等；第二部分為商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理綜述，主要介紹流動(dòng)性風(fēng)險(xiǎn)管理的相關(guān)概念，分析流動(dòng)性風(fēng)險(xiǎn)的成因、分類，闡述流動(dòng)性風(fēng)險(xiǎn)管理主要理論，介紹了衡量流動(dòng)性風(fēng)險(xiǎn)主要評價(jià)方法等；第三部分是風(fēng)險(xiǎn)識別部分，以山東省城市商業(yè)銀行數(shù)據(jù)為例，對當(dāng)前城市商業(yè)銀行潛在的流動(dòng)性風(fēng)險(xiǎn)進(jìn)行識別和分析，并對當(dāng)前城市商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)成因從管理角度進(jìn)行探討；第四部分為城市商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)的實(shí)證計(jì)量部分，利用多家銀行時(shí)間序列數(shù)據(jù)，通過計(jì)量分析模型，對城市商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)進(jìn)行實(shí)證評價(jià)；結(jié)合前面的論述和分析，第五部分給出了加強(qiáng)城市商業(yè)銀行流動(dòng)性風(fēng)險(xiǎn)管理的政策建議；第六部分是結(jié)論和展望部分，為下一步延伸研究提供思路。
[Abstract]:In September 2007, the subprime crisis broke out in the United States, which made some American banks lose huge losses and even bankrupt, quickly spread to other countries in the world, and eventually turned into a global financial storm. Under the impact of the crisis, the global financial market fell into a dilemma of liquidity shortage, which brought serious financial stability and sustainable economic development. At the same time, since 2010, in the context of high inflation pressure and the implementation of quantitative easing monetary policy in Europe and the United States and Japan, the Central Bank of China began to implement robust monetary policy. The liquidity risk management ability of commercial banks in our country is severely tested, and the external macro and internal micro environment is increasingly severe and complicated. Under the background, the domestic and foreign scholars study the liquidity risk management of commercial banks again rapidly. How to strengthen the liquidity risk management of commercial banks is also different from different people.
Based on the theoretical and empirical research methods, this paper expounds the liquidity risk management of commercial banks in detail, identifies the potential liquidity risks of the current urban commercial banks, evaluates and measures the liquidity risk of commercial banks, and puts forward the empirical conclusions to strengthen the flow of urban commercial banks. The empirical part, empirical part, selected a sample City Commercial Bank - LS bank, using cluster analysis and factor analysis method, through the collection of the liquidity risk index time series data processing, and some listed banks liquidity risk horizontal comparison, to its own liquidity risk situation since 2008. Longitudinal comparative analysis is carried out to further verify the potential liquidity risk and lack of management of urban commercial banks. A large number of data in this paper are calculated according to authoritative statistics, which enhances the degree of rigor and credibility of the paper, and improves the persuasiveness of the article.
The possible innovation of this paper is to use cluster analysis and factor analysis in the research process to carry out empirical analysis on the liquidity risk management practice of the most representative city commercial banks, which has strong theoretical value and practical application value, and provides a better theory for the liquidity risk management theory of commercial banks. At the same time, by using a large amount of data, the current situation of the liquidity risk of urban commercial banks and other banks in China is compared through a large amount of data, and the policy suggestions for improving the liquidity risk management of urban commercial banks are put forward in a more comprehensive way.
This article consists of six parts: the first part is the introduction, which introduces the background and significance of the topic, the status of domestic and foreign research, the structure of this paper, the innovation and inadequacies, and the second part is a summary of the liquidity risk management of commercial banks, mainly introducing the related concepts of liquidity risk management, and analyzing the liquidity risk. The main theory of liquidity risk management is introduced, and the main evaluation method of liquidity risk is introduced. The third part is the risk identification part. Taking the data of Shandong City Commercial Bank as an example, the potential liquidity risk of the current urban commercial banks is identified and analyzed, and the current urban commercial banks are flowing. The fourth part is the empirical measurement of the liquidity risk of urban commercial banks, the empirical evaluation of the liquidity risk of urban commercial banks through the econometric analysis model, and the fifth part of the city commercial bank's liquidity risk. The policy recommendations of liquidity risk management for commercial banks; the sixth part is the conclusion and outlook part, providing ideas for further research.

【學(xué)位授予單位】：中國海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.2

【引證文獻(xiàn)】

相關(guān)碩士學(xué)位論文 前1條

1 楊敏;北京銀行流動(dòng)性風(fēng)險(xiǎn)研究[D];江西農(nóng)業(yè)大學(xué);2013年

本文編號：1825760