巴塞尔协议Ⅲ下我国商业银行流动性风险监管研究  

Research on Liquidity Risk Supervision of the Commercial Banks under The Basel Ⅲ Accord in China

作　　者：张黎明[1] ZHANG Li-ming(School of Economics and Management,Northeast Normal University,Changchun 130021,China)

机构地区：[1]东北师范大学经济与管理学院

出　　处：《税务与经济》2020年第1期19-24,共6页Taxation and Economy

摘　　要：近年来,遵照巴塞尔协议Ⅲ,我国的流动性风险监管新规促使我国商业银行优化了优质流动性资产的配置,提高了商业银行抵御金融风险的能力。但是目前我国商业银行的流动性风险监管仍然存在着流动性监管指标因存款增长不足而导致的优化困难、中小型银行流动性风险监管压力持续增加、监管难度因商业银行同方向调整资产负债结构而增加、金融市场存在一定程度的扭曲、流动性监管指标监管效果尚需评估等诸多问题。为进一步完善商业银行流动性风险的监管体系,我国亟需有效引导商业银行完善资产负债配置、引导中小型商业银行实施差异化发展策略、建立差异化的流动性监管指标、建立业务数据动态报备制度、及时更新与修正流动性风险的监管政策等。In recent years,in accordance with The BaselⅢAccord,the new regulation of liquidity risk has prompted the optimization of the allocation of high-quality liquid assets and the improvement of the ability to withstand financial risks of the commercial banks in China.However,at present,there are still many problems in the liquidity risk supervision of the commercial banks in China.Firstly,the liquid regulatory index is hardly optimized due to insufficient deposit growth.Secondly,there is continuous increase of the regulatory pressure on liquidity risk of small and medium-sized banks.It is becoming more difficult to supervise owing to the adjustment of asset-liability structure by the commercial banks in the same direction.In addition,there is a certain degree of distortion in the financial market.Finally,the regulatory effect of liquidity regulatory indicators is still in need of assessment.In order to further improve the supervision system of the liquidity risk of the commercial banks,some measures should be taken in China.Firstly,it is urgent to effectively guide the commercial banks to improve their asset and liability allocation.Secondly,it is necessary to make small and medium-sized commercial banks implement differentiated development strategies.Thirdly,it is important to establish differentiated liquidity supervision indicators and dynamic reporting system of business data.Last but not least,it is crucial to timely update and revise the regulatory policies of liquidity risks.

关 键 词：巴塞尔协议Ⅲ 净稳定融资比例 流动性覆盖率 差异化流动性监管 

分 类 号：F832.33[经济管理—金融学]