论文总字数：25809字

摘 要

我国的利率市场化改革目前进展顺利，已经进入了最后的关键阶段，即将完全达成目标。而国有商业银行在我国经济中占据重要地位，他的任何动作都会对国家经济造成影响。在这种情况下，国有商业银行如何应对利率市场化改革带来的影响更是令金融领域瞩目的焦点。通过查找资料，了解到了流动性对于银行的重要性，本文就从这一视角出发，研究利率市场化对国有商业银行流动性风险的影响。

本文首先阐述了研究背景和意义，明确了国有商业银行在整个经济发展过程中的重要地位，以及利率市场化改革进程中的主导作用，查找相关文献归纳总结当前的相关研究进展；其次运用数据论证了商业银行流动性风险产生原因，主要由于银行资产负债期限结构不匹配和无法及时从外部融入资金，导致银行流动性不足。根据两大原因深入分析，得知银行资产负债期限结构不匹配主要是由存款短期化和贷款长期化导致的，而无法及时从外部融资则是因为银行对同业拆借的依赖性；再次选用了存贷比、流动性比率、不良贷款率、资本充足率四个流动性监管指标，评析我国国有商业银行流动性风险水平，通过实证分析利率市场化对国有商业银行产生的影响。最后运用所学理论结合实际，提出了规避国有商业银行流动性风险的对策，以期对国有商业银行流动性风险的管理有所帮助。

关键词：国有商业银行；流动性风险；利率市场化

Research on Liquidity Risk of the State - owned Commercial Banks under the Background of Interest Rate Marketization

Abstract

Chinese interest rate market reform is progressing smoothly, which has entered the final critical stage，and it will soon be fully achieved. And state-owned commercial banks in Chinese economy occupies an important position, any of his actions will have an impact on the national economy. In this case, the state-owned commercial banks how to deal with the impact of market-oriented interest rate reform is the focus of financial attention. By looking for information, I learned about the importance of liquidity for banks. This paper studies the impact of interest rate marketization on the liquidity risk of state - owned commercial banks from this perspective.

First, this paper elaborates the background and significance of the research, and then clarified the important position of the state-owned commercial banks in the whole process of economic development ,as well as the leading role in the process of market-oriented interest rate reform, this paper also finds relevant literatures to summarize the current relevant research progress; Secondly the use of data demonstrates the causes of liquidity risk in commercial banks, and it mainly due to bank assets and liabilities maturity structure does not match and can’t be timely from the external integration of funds led to lack of bank liquidity. Thirdly this paper selects the four liquidity regulatory indicators, such as deposit-loan ratio, liquidity ratio, non-performing loan ratio and capital adequacy ratio, to evaluate the liquidity risk level of China's state-owned commercial banks, and this paper analyzes the impact of interest rate marketization on state-owned commercial banks through empirical analysis. Finally, the paper puts forward the countermeasures to avoid the liquidity risk of state - owned commercial banks. I would like to help with the management of liquidity risk in state-owned commercial banks.

Key words: State - owned commercial banks; Liquidity risk; Interest rate market

目录

摘要 I

Abstract II

第一章 绪论 1

1.1研究背景 1

1.2研究意义 1

1.3文献综述 2

第二章 国有商业银行流动性风险产生原因 4

2.1银行资产负债期限结构不匹配 4

2.1.1存款期限短期化的原因 4

2.1.2长期贷款的需求增加 7

2.2银行无法及时从外部融入资金 8

第三章 利率市场化加剧国有商业银行流动性风险 10

3.1 衡量商业银行流动性风险的指标 10

3.2利率市场化降低了国有商业银行资金稳定性 18

3.3利率市场化加大了国有商业银行风险的逆向选择 19

3.4 利率市场化加剧国有商业银行存款短期化与贷款长期化 19

3.5小结 20

第四章 利率市场化背景下国有商业银行防范流动性风险的对策 21

4.1改善资产负债结构，提高信贷资产质量 21

4.2增强负债流动性的主动性管理 22

4.3密切关注互联网金融等国有商业银行流动性新的影响因素 23

4.4加强对国有商业银行流动风险的监管 23

第五章 结论与展望 25

5.1结论 25

5.2展望 25

参考文献 26

致 谢 29

第一章 绪论

1.1研究背景

自提出利率市场化改革的概念后，我国加快脚步，逐步深入改革，并于2013年7月20日决定全面放开金融机构贷款利率管制。2015年，我国已经决定对商业银行和农村合作金融机构等不再设置存款利率浮动上限。目前，我国利率市场化改革已经进入了最后阶段。

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