商业银行负债稳定性与长期流动性管理

稳定（核心）存款是存款总额中长期稳定的部分，具有成本低、利率敏感性低且稳定性高的特点。稳定存款地测算对于商业银行的流动性管理具有重要的意义。笔者使用HP滤波法估算出了商业银行的稳定存款，通过借鉴国际先进银行普遍采用的流动性缺口模型法，计算了各期的流动性缺口并将其应用到X银行的长期流动性管理工作。结果表明，该方法操作简便，易于计算，测量结果与银行实际经营情况相符，对现阶段我国商业银行流动性管理实践具有较强的指导意义。

The Stability of Commercial Bank Deposits and Long-term Liquidity Management

Stable deposits is the long-term stability part of total deposits, it has the characteristics of low cost, low interest rate sensitivity and high stability. Estimating stable deposits has the important significance of liquidity management for the commercial banks. In this paper, we use the HP filter method to estimate banks＇ stable deposits, and use the liquidity gap method which is generally adopted by many international advanced banks, X bank as an example, to estimate the liquidity gap in each stage .In the end,we do an empirical research on the application of stable deposits on long-term liquidity management. The results show that the method is simple and the result is consistent with banks＇ actual operation situation, which has strong practical significance to the management of liquidity at the present stage of China＇s commercial banks.