新常态下商业银行分支机构流动性风险监管研究--以青岛辖区中资商业银行分支机构为例

Regulations on the Liquidity Risk of Commercial Bank Branches under the "New Normal":a Case Study of Domestic Commercial Bank Branches in Qingdao

随着利率市场化的深入推进、资金支付模式的加速创新以及信用风险管控压力的持续增大,新常态下商业银行流动性风险管控与监管形势日益严峻。本文创新商业银行分支机构流动性风险监管视角,结合青岛辖区主要中资商业银行分支机构流动性风险管控的具体情况,将商业银行分支机构流动性风险按诱发因素区分为资金头寸类、业务结构类、风险传染类等类型,总结商业银行分支机构流动性风险管控经验,提出流动性风险管控的不足并分析其产生原因。在此基础上,探索构建商业银行分支机构流动性风险动态评估体系,就商业银行分支机构流动性风险管控提出相关建议。本文的研究结论对于加强新常态下我国商业银行分支机构流动性风险监管有一定的参考价值。

With further development of interest rate liberalization, rapid innovations of payment models and increasing pressure from credit risk management and control, the liquidity risk management and supervision of commercial banks faces an increasingly serious situation. This paper innovates the perspective of liquidity risk supervision of commercial banks branches, takes into account the specific situations of liquidity risk supervision of major Chinese commercial banks branches in Qingdao, and divides liquidity risks of commercial bank branches into several types, including ＂financial position class＂, ＂business structure class＂ and ＂risk contagion class＂？ We summarize experience of liquidity risk management and control of branches, find deficiencies of liquidity risk management and control, and analyze its causes. We also explore to build a dynamic assessment system of branches liquidity risk, and propose suggestions on improving the liquidity risk management and control of commercial banks branches. This paper might shed light into strengthening liquidity risk supervision of China＇s commercial banks branches under the economic new normal.