浅析我国商业银行流动性风险管理

流动性对于商业银行来说是生命线,其变化很可能引起流动性风险,令商业银行蒙受巨大损失。因此商业银行的流动性管理一直是重点关注问题。我国商业银行流动性风险管理主要问题为银行同业业务发展,影子银行和互联网金融迅猛发展,银行资金来源不稳定性增强和期限错配等问题。应改革流动性监管,完善监管指标体系,加强影子银行监管力度,优化资金结构,加强融资管理,加强压力测试和建立风险预警机制。     

利率市场化、表外杠杆与银行脆弱性

利用2013—2019年商业银行面板数据,研究利率市场化及表外业务对银行脆弱性的影响,结果显示:利率市场化对银行脆弱性具有正向影响;表外业务发展对银行脆弱性具有二重作用,表外杠杆加剧银行脆弱性,而表外流动性创造则抑制银行脆弱性;以表外流动性创造作为门槛变量,表外杠杆对于商业银行脆弱性的影响存在双重门槛效应,随着表外流动性创造的提高,表外杠杆对脆弱性的加剧作用逐渐减弱.     

新型影子银行的特征与影响分析

随着互联网金融的快速发展,新型金融业态层出不穷,由此形成了众多一网络金融公司为主体的新型影子银行。这些影子银行在提高融资便利化水平、改变社会融资结构的同时,也带来了新的风险,加剧了影子银行的货币创造、期限错配、流动性错配和资金池等业务风险的程度和隐秘性,也给监管带来新的不确定因素,需要引起重视。     

互联网金融发展对银行流动性创造的影响研究

本文基于2006-2014年中国104家商业银行的非平衡面板数据进行实证分析,发现互联网金融的发展对银行流动性创造呈负相关关系,第三方支付、网络借贷以及互联网理财产品均不同程度地抑制了商业银行的流动性创造。同时,互联网金融的发展对银行资产端流动性产生显著影响,对银行负债端流动性以及表外业务流动性未产生明显影响。此外,互联网金融对于不同类型银行的影响也有区别,城市商业银行流动性创造受互联网金融的影响最为显著,其次是外资银行和大型股份制银行,而农村商业银行流动性创造并未受到显著影响。     

统一监管下商业银行理财业务影响分析

本文通过对资管新规、理财新规的解读,从商业银行理财业务总体层面分析了统一监管政策对保本理财、非保本理财、多层嵌套、期限错配、发行方式、产品分级、净值化管理等各个方面的影响;同时也从不同类型银行层面对国有大型银行、股份制银行、城商行、农商行的理财业务影响进行了阐述。     

监管约束下商业银行同业业务转型发展的理性分析与现实选择

商业银行同业业务经过近年来的快速发展,已经成为商业银行利润创造的主要业务,但也面临着监管政策收紧后的转型与创新压力。本文从业务自身诊断与外部环境的理论分析入手,在分析我国同业业务现状的基础上,从同业业务对货币政策和金融稳定影响的角度分析了监管机构从严约束银行同业业务的原因;通过从宏观上明确业务发展和组织定位,从中观上搭建以"互联网+"为核心的同业业务合作平台,从微观上回归业务本源三方面提出基于严格监管背景下同业业务转型发展的现实选择。     

商业银行同业业务发展的新特点及流动性风险管理实践

巴塞尔协议III中,关于流动性风险管理的框架为商业银行同业业务指明了流动性管理方向。本文的研究内容主要有三个方面:首先,介绍了2014年同业业务监管新政出台后同业业务发展的新特点;其次,介绍了我国商业银行流动性风险的监管框架;最后,从实务层面探讨了商业银行同业业务流动性风险管理实践,为推动同业业务健康发展带来了一些有益启发。     

我国商业银行流动性紧张状况及成因分析

通过对于我国近一年来商业银行流动性紧缺局面的展示,立足于我国目前的商业银行存在流动性较紧的普遍现状并进行分析,找出影响流动性的原因。文章认为银行资金期限错配,国家存款准备金率和居民储蓄习惯是重要原因所在。     

基于商业银行同业业务发展及其对货币供给的影响研究

近几年银行同业业务发展十分迅速,并且逐渐呈现出对公业务、对私业务和同业业务三足鼎立的局面。而商业银行同业业务在发展过程当中,也不可避免的对我国货币政策造成了一定影响。以下主要针对当前商业银行同业业务发展现状以及银行同业业务发展对货币供给造成的影响等方面进行了分析。     

我国商业银行同业业务发展的思考

随着我国社会主义市场经济体制的不断完善与发展,当前我国商业银行同业业务也进入了快速发展的态势当中。同业业务作为开展流动性管理以及优化金融资源配置的重要组成部分,其在服务实体经济方面的作用也极其显著。本文立足于商业银行同业业务的发展现状,介绍了当前银行发展同业业务所面临的市场环境;银行同业业务发展过程中可能面临的风险;并结合上述内容,提出了我国商业银行同业业务发展的优化策略。     

Brown＇s Blossom in Britain-China

The overall strategic relationship between U.K. and China is ＂better than ever＂, China- Britain relations have maintained good momentum, with increased high-level exchanges and the reinforcement of strategic mutual trust, with more room for growth in the future.     

Challenge and Opportunity Go Hand in Hand——What Global Economic Agitation Brings to the China's Economy?

Domino effects of the global finance agitation As the origin of the subprime crisis,US financial institutions lost USS45 billion last year,accounted for over half of the total US,EU & Japan loss.Since January 15th,Chtigroup released its financial statement of the 4th quarter,showing a net deficit of USS9.83 billion,which marked the hisoric high of its quarterly deficit.     

Sinosteel：Extraordinary Moves in Industry Chess

Among the Fortune 500 firms,more and more images from China emerge out.On the 2008 list,Sinosteel Corporation,a landmark group of China industries quietly squeezes into the candidate line.As the largest steel service ＆ trade enterprise,its sales reached at RMB 111.24 billion,with a year-on-year increase of 83.03 percent,and the profit grew by 180.03 percent.On the Sinosteel 2008 Work Meeting,the president Huang Tianwen uttered,＂In the coming year,we will work for US$20 billion sales,and look forward to getting a position in Fortune 500 firms for ourselves.＂     

Walk Through Unusual Five Years—— An Exhibitor＇s Canton Fair Course

When the 103rd Canton Fair is approaching, an old friend of Canton Fair, Li Ying from Jiangsu prov-ince recollected his past five years＇ experiences to the grand trade meeting. Each year is special, with some unforgettable memories colored by the year.     

Jean-Pierre Duprieu： Willing to Be A Legate of Sino-French Business

Estaing, former French president, Valery Giscard d＇Estaing attended Sino-French Economic Seminar held in Shanghai in early April and said that the world center has shifted from the west to the east with many European and US companies entering into Asia, and China has the ability to play an important role in the world stage. Estaing, naming himself＂French Confucian＂, then said in Chinese that a cook-group includes 10 people in ancient Chinese soldier system and the cook is in charge of cooking for them. And people who belong to the same cook are actually ＂Partners＂.     

China''''s Stock Market Wave

The annual meeting of the World Economy Forum was held in Davos,a little town in Switzerland,on January 23rd to the 27th this year,with the theme"the Power fo Collaborative Innovation",over 2500 celebrates from ture political and cconomic circles of more than 80 countries and challengred logether to talk about the future of the global economy in 2008,A Forum for the problems and challenges that face whole world,some of the keywords which drew attention during the event were:the U.S.subprime mortgage crisis,soaring energy prices,the economic slowdown in the U.S.ermerging economic bodies,authority funds and the general unpredictable nature of the global economy.     

Trade Promotion from Neighborhood

If you are considering to trade with companies in Japan or expanding your .business to Japan, we are ready to help from the very beginning.＂ You will find this greeting at the first sight on the Chinese website of Japan External Trade Organization （JETRO）. JETRO has committed itself in delivering highly efficient and quality services to meet the demand of internal and external customs including Japanese companies, hence winning a good reputation in the international trade arena. In recent years, with its priority in advancing business cooperation in South and East Asia, JETRO has made great achievement in promoting trade between China and Japan. Therefore, China＇s Foreign Trade interviewed Mr. Yoichi Maine, Deputy Director General of JETRO BEIJING.     

Auto Parts Market Potential Coming into Surface

Looking at the increasingly fierce competition in the world auto market. global automobile manufacturing industry, taking Europe, the U.S. and Japan as representatives, is gradually forming a new type of relationship, mutual cooperation between whole vehicle and parts manufacturers. We can clearly see that auto parts manufacturers have become independent from the whole vehicle manufacturing companies, which means that the former structure of auto industry has greatly changed, and a new relationship,     

Domino Effect on Electricity and Coal Prices

In the middle of last December, the key purchase contracts for coal used in power generation in 2008 were signed, reflecting a demand for more than 1.085 billion tons. It is important to note that the country＇s five biggest power producers, China Huaneng Group, China Guodian Corporation, China Power Investment Corporation, China Huadian Corporation and China Datang Corporation, had settled on the prices on their purchase contracts, and they are expected to consume 290 million tons of coal for generating electricity,     

Public Financial Expenditure——A Reflection of the Livelihood Improvement

In recent years.China's public finance put social construction high on the agenda and attaches more importance on livelihood insurance and improvement.The 2003-2007 public financial expenditure reflects a fact that the government isputting more emphasis on livelihood andissues concerning the people.