基于均衡成本最小化的银行流动性管理研究

Research on Bank Liquidity Management Based on Minimization Balanced Cost

流动性管理是所有商业银行的生命线,合理科学的流动性管理要求银行能实现盈利性与流动性的平衡,以最低成本来满足流动性需要。本文基于流动性需求的发生概率,给出了流动性需求曲线;利用该曲线研究了不同的流动性供给方式在满足不同水平流动性需求时的成本要求,分析和比较不同方案下的供给成本,得到成本最低的供给方案,旨在为银行流动性管理提供决策依据。

Liquidity risk management is the base of commercial bank. Reasonable and scientific liquidity management requires banks to achieve the balance between profitability and liquidity, and achieve the liquidity demand with the lowest cost. Based on different occurrence probability of liquidity demand, demand curve has been discussed. To meet different levels of liquidity demand, different liquidity supply methods have different cost. Through the different analysis and comparison of supply costs, we can find its supply solutions based on minimization balanced cost. The results provide effective decision -making method for liquidity risk management.