我国商业银行流动性风险管理研究.doc

摘要：伴随着我国社会主义市场经济的不断深入发展，我国商业银行改革也不断深化。商业银行的特点就是安全性、效益性和流动性，然而资金的流动就会产生风险，因此流动性风险的管理就成为商业银行持续经营管理的重要内容之一。面对竞争日益激烈的金融市场，我国商业银行的流动性风险管理已逐渐成为关系到商业银行未来发展命运的重要保护因素。而流动性风险因其具有不确定性强、冲击破坏力大的特点，被称为“商业银行最致命的风险”。本文首先从流动性风险管理的概念出发，阐述流动性风险管理的概念，其次说明流动性风险的内容，成因及其存在的主要问题，最后针对问题提出若干建议。

关键词：商业银行  流动性风险   风险研究

Abstract：Along with the constant deepening of China's socialist market economy, the reform of commercial banks in China also deepened. Characteristics of commercial banks is the security, efficiency and liquidity, however, the flow of capital will have a risk, liquidity risk management becomes an important part of commercial banks continued management. Faced with an increasingly competitive financial markets, the liquidity risk management of commercial banks in China has gradually become an important protective factors related to the fate of the future development of the commercial banks. Liquidity risk because of their uncertainty, the impact of destructive characteristics, known as the commercial banks the most deadly risk. Firstly, starting from the concept of liquidity risk management, described the concept of liquidity risk management, followed by the liquidity risk, causes the main problem, to the final number of proposals to tackle the problem.

Keywords: Commercial bank   Liquidity Risk  Risk  research

　　由于我国当前金融体系以及社会保障体系的发展相对滞后，相关制度建设尚不完善，这在一定程度上导致我国居民的存款储蓄率居高不下，我国商业银行的资金来源渠道过于单一，使得商业银行的货币资产难以及时有效的转化为有效投资进入实体经济，从而必然导致我国资产价格的泡沫化问题。从商业银行的内部原因分析来看，在资本充足率的绝对限制下，商业银行纷纷采取压缩贷款规模等措施降低自身风险资产比例以及存贷比例，这在一定程度上使商业银行的流动性风险加大了，我国商业银行应当积极采取各项措施科学有效的解决这一问题，只有这样才能够使我国商业银行的流动性风险管理得以切实加强。