我国商业银行流动性风险的现状分析

An Analysis of Status Quo of Liquidity Risk of Chinese Commercial Bank

流动性风险是商业银行面临的最核心风险。本文主要基于反映商业银行流动性状况的指标,对我国16家上市银行的流动性风险进行比较分析,研究发现,我国商业银行总体流动性达标,但有恶化趋势;与人民币相比,外币资产流动性较差;商业银行资产负债结构需要进一步优化。与国有商业银行和城商行相比,股份制银行流动性状况有待提高。

The liquidity risk is a core risk for commercial bank. This paper uses liquidity risk indicators to analyze and make a comparison on liquidity risk of 16 Chinese listed banks. We make a conclusion that the structure of assets and liabilities should be optimized as firstly, although the overall liquidity is able to reach the standard, its trend is worsening and secondly, compared with domestic currency assets, the liquidity of foreign currency assets is weaker. And the liquidity of joint-equity banks still remain to rise compared with state-owned banks and city commercial banks.