地方法人金融机构流动性管理与资产负债配置研究——基于稳健中性货币政策和强监管背景下河南省的调查  

The Research on Liquidity Risk Management and Asset-Liability Allocation of Local Corporate Financial Institutions in Henan Province under the Prudent-neutral Monetary Policy and Strengthened Supervision

作　　者：许艳霞[1] 李世磊 毛飞 魏巍 刘柏宏[4] 

机构地区：[1]中国人民银行郑州中心支行,河南郑州450018 [2]中国人民银行漯河市中心支行,河南漯河462300 [3]中原银行股份有限公司,河南郑州450018 [4]河南大学欧亚国际学院,河南开封475001

出　　处：《金融理论与实践》2018年第9期33-37,共5页Financial Theory and Practice

摘　　要：近两年来,在稳健中性货币政策和强监管背景下,地方法人金融机构流动性管理和资产负债配置策略发生较大变化。通过分析河南省53家地方法人金融机构发现:地方法人银行尽管在流动性管理方面取得较大进展,但是在流动性和资产负债统筹管理、风险管理体系建设和流动性补充渠道等方面还存在一些差距。同时也发现,地方法人流动性管理与资产负债管理策略的调整对货币政策传导和信贷调控带来一定的挑战。In the latest two years,there are great changes in the liquidity risk management and assetliabilityallocation strategies of local corporate financial institutions under the prudent-neutralmonetary policy and strengthened supervision.By analyzing the53local corporate financial institutionsin Henan,we found that great progress has been made in the liquidity risk management,but big gapsremain in overall planning for liquidity risk and Asset-Liability allocation,the construction of riskmanagement system and the channels of supplementing the liquidity.At the same time,we found thatthe adjustment of liquidity risk management and asset-liability allocation strategies bring somechallenges to the transmission of monetary policy and credit regulation.

关 键 词：地方法人金融机构 流动性管理 资产负债配置 货币政策 强监管 

分 类 号：F832.21[经济管理—金融学]