【作者】 王冰；

【导师】 武魏巍；

【作者基本信息】 郑州大学 ， 金融硕士（专业学位）， 2019， 硕士

【摘要】 我国经济发展的速度已经从高速增长转化为中高速增长,新时代风云激荡,面对比以往严峻的国际形势,惠民生、促改革、稳增长、防风险的各项工作都在统筹推进。从宏观经济上来看,我国的经济发展机遇与风险同在,振兴实体经济、建设现代化经济体系、有效防范和化解风险是当下的重点工作,且难度大、任务重,因此目前我国依然是处于攻坚克难的重要时期。在这种经济大环境下,商业银行的发展也要统筹兼顾,既要在发展中保证收益,也要全方位的化解各类风险。商业银行所面临的信用风险、操作风险、利率风险、汇率风险、流动性风险等都需要得到重视。其中对于流动性风险的防范随着经济增速的放缓变得更加重要。虽然我国对流动性风险的管控越来越规范,也积累了很多的管理方面的经验,但对流动性风险的防范方式和水平较国外来比依然相对落后。而未来几年银行业监管的主基调将是“严监管”、“严问责”,在这种环境下,商业银行必须在流动性风险防控上进行改革创新,加强监管,发现漏洞,及时弥补,从而将风险降低到最低水平。Z银行属于城市商业银行,它的发展受郑州市本地发展的影响很大。近年来郑州迅速发展,很多项目爆发式的落地,Z银行也因此在业务量上得到了扩张,盈利水平也不断提高。但业务快速发展的同时,所面临的流动性风险也不断地增加。主要的原因就是资金的存贷期限错配、贷款的集中度过高、不良资产不断增加等问题的出现。在这种情况下,Z银行只有始终秉持“审慎、理性、稳健”的风险管理理念,才能形成良好的合规和风险控制文化;只有建立和不断完善涵盖流动性风险各个方面的管理体系,才能平衡风险和收益,兼顾质量与效率;只有针对风险的特点,引入风险管理工具,建立健全的风险预警体系和应急方案,才能最终保障各项业务的健康持续发展。更多还原

【Abstract】 The speed of economic development in our country has changed from high-speed growth to medium-high-speed growth.The new era is turbulent.Facing the more severe international situation than before,all the work of benefiting people’s livelihood,promoting reform,stabilizing growth and preventing risks are being promoted as a whole.From the macroeconomic point of view,China’s economic development opportunities and risks coexist,revitalizing the real economy,building a modern economic system,effectively preventing and resolving risks are difficult and heavy tasks,so China is still in an important period of overcoming difficulties.In this economic environment,the development of commercial banks should also take into account the overall plan,not only to ensure income in the development,but also to resolve all kinds of risks in an all-round way.Credit risk,operational risk,interest rate risk,exchange rate risk and liquidity risk faced by commercial banks need to be taken seriously.Among them,the prevention of liquidity risk becomes more important with the slowdown of economic growth.Although China’s liquidity risk control is becoming more and more standardized,and has accumulated a lot of management experience,the way and level of liquidity risk prevention are still relatively backward compared with foreign countries.In the next few years,the main tone of banking supervision will be "strict supervision" and "strict accountability".Under this environment,commercial banks must reform and innovate in the prevention and control of liquidity risk,strengthen supervision,find loopholes and make up for them in time,so as to reduce the risk to the lowest level.Bank Z belongs to the city commercial bank.Its development is greatly influenced by the local development of Zhengzhou.In recent years,with the rapid development of Zhengzhou and the explosive landing of many projects,Bank Z has also expanded its business volume and increased its profitability.But with the rapid development of business,the liquidity risk is increasing.The main reasons are the mismatching of the term of deposit and loan,the excessive concentration of loans and the increasing non-performing assets.Under such circumstances,only by adhering to the concept of "prudent,rational and robust" risk management,can Bank Z form a good culture of compliance and risk control;only by establishing and constantly improving the management system covering all aspects of liquidity risk,can it balance risks and benefits,take into account both quality and efficiency;and only by introducing risk management tools according to the characteristics of risks,can it establish a sound management system.The whole risk early warning system and emergency plan can ultimately guarantee the healthy and sustainable development of various businesses.更多还原