摘要
摘要
流动性的风险是商业银行在日常经营中存在的重要风险，也是商业银行管理
的重点。在当前利率市场化和金融创新环境下，金融脱媒、信贷资产质量下滑及
宏观环境影响，使得商业银行流动性风险管理的防控难度和防控压力都显著提高。
本研究以 A农村商业银行流动性风险的管理情况为研究对象，探讨 A农村商业银
行流动性风险管理机制的改进方案。
论文通过案例分析方法，分析 A农村商业银行流动性相关风险管理治理结构、
管理的策略、程序及相关政策，并对流动性风险识别、计量、监测、控制现状及
流动性风险管理信息系统现状进行分析。论文结合因子分析法，通过对 A农村商
业银行风险管理系统资料的检视及对员工调查问卷数据分析发现， A农商银行流
动性风险的管理存在体系缺陷、制度缺陷、监测能力缺陷及创新能力不足问题。
研究认为， A农村商业银行领导层缺位、流动性风险管理意识偏差、部门间协调
不畅、产品科技创新能力不能业务发展要求，是上述流动性管理问题的成因。结
合对国内外商业银行流动性风险管理先进经验的借鉴，论文提出，在银行管理结
构方面，应该健全风险管理构架、合理配置员工结构、加强流动性风险管理信息
系统建设；在风险管理制度方面，应当健全制度框架、改进管理方法、加强基于
过程的流动性风险监测；对于风险监管的手段和方式，应当加强风险监管的指标
测度、增加市场灵敏度高的计量指标；在银行创新能力方面，应当基于银行市场
定位，结合先进银行的做法，开发具备自身特色新产品和新服务方式。并且银行
还需在领导层上保障在流动风险管理的主动性和连续性、管理意识上保障风险意
识能被重视、部室管理上能保障风险管理部门的职能发挥、经营定位上保障自身
定位正确、人员管理上保障专业人才持续的引进和培养。
本文的研究，旨在为提升 A农村商业银行的流动性风险管理水平、消减 A农
村商业银行流动性风险隐患、提高银行经营效率以及平衡风险防控与业务拓展，
提供理论依据及决策参考。
关键词：农村商业银行；流动性风险；风险成因；风险管理策略；
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Abstract
Abstract
Liquidity risk is an important risk in the daily operation of commercial banks, and
is also the focus of commercial bank management. Under the current environment of
interest rate liberalization and financial innovation, financial disintermediation, credit
asset quality decline and macro-environmental impact make the prevention and control
of liquidity risk management of commercial banks significantly more difficult and
pressure. This study takes the liquidity risk management of A rural commercial bank as
the research object and discussesthe improvement scheme of the liquidity risk
management mechanism of A rural commercial bank.
Through case analysis, this paper analyzes the governance structure, management
strategies, procedures and related policies of A rural commercial bank's liquidity-related
risk management,andanalyzes thestatus quoof liquidityriskidentification,
measurement, monitoring and control as well as the status quo of liquidity risk
management information system. Combined with the factor analysis method, through
the inspection of A rural commercial Bank's risk management system data and the
analysis of employees' questionnaire data, the paper found that A Rural Commercial
Bank's liquidity risk management has system defects, system defects, monitoring ability
defects and insufficient innovation ability. According to the research, the lack of
leadership of A rural commercial Bank, the deviation of liquidity risk management
awareness, poor coordinationbetween departments, and theinability of product
technology innovation ability to meet the requirements of business development are the
causes of the above liquidity management problems. Combining with the advanced
experience of liquidity risk management of commercial banks at home and abroad, this
paper puts forward that in the aspect of bank management structure, we should improve
the risk management framework, rationally allocate staff structure and strengthen the
construction of liquidityrisk management informationsystem. In terms ofrisk
managementsystem, weshouldimprove theinstitutionalframework, improve
management methods and strengthen process-based liquidity risk monitoring. As for the
means and methods of risk supervision, we should strengthen the index measure of risk
supervision and increase the measurement index with high market sensitivity. In terms
of the innovation ability of banks, it is necessary to develop new products and new
service modes with its own characteristics based on the market positioning of banks and
the practice of advanced banks. In addition, banks also need to ensure the initiative and
continuity of flow risk management in the leadership, the importance of risk awareness
inmanagement,thefunction ofriskmanagementdepartmentindepartment
management, the correct positioning in operation, and the continuous introduction and
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