摘要
在经济新常态的背景下，随着我国金融市场化改革持续推进，金融环境发
生了巨大变化，加强商业银行流动性风险管理就显得尤为重要。对我国商业银
行来说，尤其是农村中小法人银行，加强流动性风险管理，保持其合理的流动
性已然成为当前最重要且迫切要解决的问题
本文首先从商业银行流动性风险管理理论基础出发，论述了商业银行流动
性及流动性风险概念、有关经典理论和流动性风险管理实用技术；其次通过对
FZ农商银行进行现场调研和非现场数据收集,并依托当地人民银行和银监局等
管理机构相关数据库，对FZ农商银行流动性风险有关监管指标进行对比分析，
同时对FZ农商银行流动性风险管理措施进行分析，发现该银行当前流动性风
险管理中存在的问题和薄弱环节：管理体系不完善、风险偏好不明确、风险识
别能力弱、风险监测手段少、压力测试不落实；最后根据分析调查结果，对FZ
农商银行提出健全流动性风险治理机制、完善风险偏好架构，加强传导机制建
设、丰富流动性监管方法和手段、做好风险分析和压力测试、建立流动性互助
机制等对策建议。希望由此提升FZ农商银行流动性风险管理水平
关键词:农商银行；流动性风险；风险管理
Abstract
II
ABSTRACT
In the context of the new normal economy, with the continuous improvement of
financial market reform in China, the financial environment has undergone
tremendous changes, and the importance of bank liquidity risk management has
become more prominent. For commercial Banks in China, especially in the rural
small and medium-sized corporate commercial Banks, strengthen the liquidity risk
management, and maintain its reasonable liquidity has become the most important
and urgent need to solve the problem.
Firstly, this paper starts from the theory of liquidity risk management of
commercial Banks and discusses the concept of liquidity and liquidity risk, classical
theory and practical technology of commercial Banks. Second through on-site
investigation of FZ Rural Commercial Bank and off-site data collection, and relying
on the local people's bank and branch related management institutions, such as
database, the paper expounds the bank liquidity risk management practices and
liquidity risk index carries on the analysis comparison, discover FZ Rural
Commercial Bank problems existing in the current liquidity risk management and
weak link: incomplete management system, unclear risk appetite, risk identification
ability, implementation of risk monitoring means, stress testing, not less; According
to the analysis of the results of the survey, the FZ Rural Commercial Bank liquidity
risk management mechanism, perfect the risk preference structure and to strengthen
the construction of the transmission mechanism, abundant liquidity methods and so
on, makes every effort to improve the bank's liquidity risk management status,
improve marketing competition power.
Key words: Rural Commercial Bank; Liquidity risk; Risk management
目 录
III
目录
第1章 导论 ..... 1
1.1 研究背景与意义 ......... 1
1.1.1研究的背景 ........ 1
1.1.2研究的意义 ........ 2
1.2 研究思路与方法 ......... 2
1.2.1 研究思路2
1.2.2 研究方法3
1.3 文献综述 ........... 3
1.3.1 国内文献综述 ... 3
1.3.2 国外文献综述 ... 5
1.3.3 文献评述6
1.4 本文可能的贡献和不足 ........ 7
第2章商业银行流动性风险管理理论基础 ........... 8
2.1流动性风险概述 ........... 8
2.1.1 商业银行流动性 .......... 8
2.1.2 商业银行流动性风险 . 9
2.2 商业银行流动性风险管理理论 ...... 9
2.2.1 流动性风险管理经典理论 .. 10
2.2.2 流动性风险管理实用技术 .. 13
第3章 FZ农商银行流动性风险评价 .......... 17
3.1 FZ农商银行概况 ....... 17
3.2 FZ农商银行经营现状 .......... 19
3.3 FZ农商银行流动性指标分析 ........ 21
3.3.1 流动性覆盖率 . 21
3.3.2 净稳定资金比例 ........ 22。