国内外商业银行流动性风险管理经验研究

Research on the Liquidity Risk Management Experience of Domestic and Foreign Commercial Banks

2008年美国次贷危机爆发后,规模较小的银行首当其冲受到影响,但规模较大的有着较为完善风险管理体系的国际性银行也因流动性枯竭而遭受重创,商业银行流动性风险监管体系的漏洞以及流动性管理的重要性被广泛重视,越来越多的国家开始完善流动性管理。阐述流动性风险的定义,梳理金融危机后流动性风险管理的国际经验,对我国流动性监管的发展进程、取得的成效进行介绍,并从压力测试、加强商业银行存贷款期限管理等方面提出加强银行流动性管理的建议,以期能对我国银行业机构流动性风险管理提供一定的参考。

After the outbreak of the subprime mortgage crisis in the United States,smaller banks bear the brunt,but many banks with perfect risk management system and high capital adequacy have suffered heavy losses because of liquidity depletion,which reveals that there are many loopholes in the liquidity risk supervision system of commercial banks.The importance of liquidity management has been widely valued,and more and more countries begin to improve liquidity management.This paper first defines the connotation of liquidity risk,combs the international experience of liquidity risk management after the financial crisis,introduces the development process and achievements of China’s liquidity supervision;and puts forward some suggestions such as stress testing to improve the liquidity management of banks,so as to provide some reference for the liquidity risk management of China’s commercial banks.