商业银行流动性风险管理相关专题研究综述  

Liquidity risk management in commercial banks:A researcn summary

作　　者：巴曙松[1] 袁平[2] 李辉雨[3] 韩丽[3] 任杰[3] 

机构地区：[1]中国(海南)改革发展研究院金融研究中心 [2]华中科技大学经济学院 [3]中央财经大学金融学院

出　　处：《中国货币市场》2007年第10期19-23,共5页China Money

摘　　要：商业银行流动性风险管理有很多相关问题值得探讨,这些问题与商业银行的流动性风险紧密关联甚至互为因果。从不同主体的角度来看,存款人的储蓄倾向以及存款人挤兑都会影响甚至威胁到银行的流动性管理;中央银行的最后贷款人职能以及货币政策也会对商业银行的流动性管理产生影响;从金融市场环境的角度,商业银行的流动性管理受到证券市场以及债券市场发展情况的制约。There are many issues that are worth discussing in the management of liquidity risks in commercial banks, which are closely related to and, sometimes, even cause of the dangers. For example, the saving tendency of depositors and their panic run on deposits can influence and even threaten the liquidity management of commercial banks. The central bank, as the lender of last resort, and its monetary policy can also affect liquidity management. In terms of financial market environment, commercial banks＇ liquidity management is linked to the development of the securities market as well as the bond market.

关 键 词：商业银行流动性风险 银行挤兑 最后贷款人 金融脱媒 

分 类 号：F830.4[经济管理—金融学]