中信银行流动性风险管理现状的实证分析

通过对中信银行2003-2009年流动性指标的分析，得出中信银行在2003-2009年期间，贷款总额与总资产的比率偏高；不良贷款比率都在一个比较低的水平并逐年下降；拥有高比例的一级储备比率，但二级储备比率稍低；2003—2008年的贷存款比率都在监管范围之内，却有一定的波动性，2009年流动性风险管理能力有所削弱。这说明中信银行流动性风险管理存在着管理意识淡薄、内控系统不完善，以利润为核心的经营责任机制和金融创新欠缺等问题。为健全和完善中信银行流动性风险管理。应增强防范风险的内部控制意识，构建内部控制机制的总体框架，加快金融创新的步伐，以提高中信银行的竞争力。

An Empirical Analysis of Current Situations on Liquidity Risk Management of China Citic Bank

This paper analyzes the2003-2009 liquidity scale on China Citic Bank and concludes that the ratio between total loan and total assets of the bank is higher, the ratio of non-performing loan is in a lower level and is dropping year by year, and there is high ratio of non-harrowed reserve but lower ratio of borrowed reserve in 2003-2009; the ratios of loan and deposits lie in supervision, but there is fluctnant to some extent in 2003-2008, and the liquidity risk management is weakening somewhat in 2009. This indicates that the liq- uidity risk management in China Citic Bank is weak in awareness, imperfect in internal control system, and short in business and accountability mechanism and tlnanclal innovation centered with profits. Therefore, we should increase internal control awareness on rlsk prevention, construct the overall frame on internal control mechanism, and quicken the pace of financial innovation to increase competitiveness of the bank.