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摘要
党的十九大以来，为有效防范系统性金融风险，不断提高城市商业银行在利率市场
化进程中的风险抵补能力，促进负债业务高质量发展，监管机构不断引导城市商业银行
提升资产负债的管理能力并持续压降派生存款。在持续压降的过程中，城市商业银行一
是要承受高态势监管力度，不断维持存款稳定性；二是贯彻人民银行要求，全面支持实
体经济发展，持续降低中小企业融资成本，整改靠档计息等高息存款产品；三是防止表
外业务过度承兑的风险，持续降低表外业务规模，流失存量公司类派生存款，引发存款
规模短期内骤降。因此，研究派生存款压降下城市商业银行在公司负债管理方面产生的
一系列问题，探究问题形成原因，提出适合城市商业银行负债管理的优化建议是值得研
究的课题。
本文以 Z城市商业银行作为研究对象，运用资产负债管理理论、存款准备金制度理
论的基础上，对该行派生存款压降下存在的公司负债业务管理问题现状进行描述，引入
全面风险管理理论，综合运用文献分析法、案例分析法、比较分析法相结合的方式开展
研究，对 Z银行派生存款压降情况进行风险识别、风险评估和风险监测的分析，发现 Z
银行派生存款压降过程中存在稳定性存款占比低、流动性风险凸显、压降政策执行不到
位、考核机制不健全以及风险监测效果不明显等问题。分别从内外部两方面对 Z银行展
开问题形成因素的探究及分析，提出了 Z银行公司负债业务管理模式的优化策略及具体
措施，包括优化负债业务结构，提高核心存款、主动负债占比；转变负债业务拓展模式，
在存款营销过程中增强核心竞争力；创新负债业务品种，研究创新型产品及综合服务方
案；强化派生存款管理机制，优化考核机制，逐步完善员工队伍建设与提升等优化策略。
关键词：派生存款；公司负债管理；优化策略
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ABSTRACT
Since the 19th National Congress of the Communist Party of China, in order to effectively
prevent systemic financial risks, continuously improve the risk offset ability of urban commercial banks in
the process of interest rate marketization, and promote the high-quality development of liability business,
regulators have continuously guided urban commercial banks to improve their asset liability management
ability and continuously reduce derivative deposits. In the process of continuous pressure drop, urban
commercial banks have the following tasks. Firstly, they should bear the high situation of supervision and
continuously maintain the stability of deposits; Secondly, they need to implement the requirements of the
people's Bank of China, fully support the development of the real economy, continue to reduce the
financing cost of small and medium-sized enterprises, and rectify high interest deposit products such as file
interest calculation. Thirdly, they should prevent the risk of excessive acceptance of off balance sheet
business, continuously reduce the scale of off balance sheet business, drain the stock of corporate derivative
deposits, and cause a sharp decline in the scale of deposits in the short term. Therefore, it is worth studying
to study a series of problems in corporate liability management of urban commercial banks under the
pressure drop of derivative deposits, explore the causes of the problems, and put forward optimization
suggestions suitable for liability management of urban commercial banks.
Taking Z City Commercial Bank as the research object, based on the asset liability management
theory and deposit reserve system theory, this paper describes the current situation of corporate liability
business management problems under the pressure drop of derivative deposits, introduces the
comprehensive risk management theory, and comprehensively uses the combination of literature analysis,
case analysis and comparative analysis, Through the analysis of risk identification, risk assessment and risk
monitoring on the pressure drop of derivative deposits of bank Z, it is found that there are some problems
in the pressure drop process of derivative deposits of bank Z, such as low proportion of stable deposits,
prominent liquidity risk, inadequate implementation of pressure drop policies, imperfect assessment
mechanism and unclear risk monitoring effect. This paper explores and analyzes the problem forming
factors of Z bank from both internal and external aspects, and puts forward the optimization strategies and
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