流动性风险的稳健管理与监管准则

为了反映全球金融市场的最新发展,总结2007年金融市场动荡的经验教训,巴塞尔银行监管委员会对其2000年发布的《银行机构流动性管理的稳健操作》进行了重大调整。调整后的报告认为有效的流动性风险管理至关重要,有助于银行始终拥有满足现金流需要的能力,减少对金融系统所产生的负面影响;而金融市场在过去十年间的发展加剧了流动性风险及其管理的复杂性,国际清算银行在此基础上从流动性风险的治理、计量和管理,银行信息的公开披露、监管者的职责等几个方面提出了十七条流动性风险管理和监管的准则。

Principles for Sound Liquidity Risk Management and Supervision

In order to account for financial market developments as well as lessons learned from the turmoil, the Basel Committee on Banking Supervision has conducted a fundamental review of its 2000 Sound Practices for Managing Liquidity in Banking Organisations. According to this new guidance, effective liquidity risk management is of paramount importance, as it helps ensure a bank's ability to meet cash flow obligations and prevent system-wide repercussions. However, financial market developments in the past decade...