摘要
文章从我国商业银行同业业务自身发展特点出发,探讨同业业务对流动性风险的影响,如"虚拟性"放大流动性、同质性、过度依赖期限错配、监管不足等,基于此提出同业业务流动性风险管理的五项对策:将同业资金纳入资本拨备范畴、积极维持资金稳定性、加强同业资产顺周期性监测、加快资产证券化进程、加强同业业务制度监管。
This paper from the characteristics of commercial interbank business, analyzes its liquidity risk, such as the virtual property enlarge the fluidity, homogeneity, excessive dependence on maturity mismatches, inadequate supervision. Based on this, the paper proposed five liquidity risk management measures, namely： the provision of capital funds into the interbank areas, actively maintain funding stability, strengthen the pro-cyclical monitoring interbank assets, speeding up the process of securitization of assets, strengthen the industry business system supervision.
出处
《改革与战略》
北大核心
2015年第11期80-82,147,共4页
Reformation & Strategy
关键词
商业银行
同业业务
流动性风险
commercial bank
interbank business
liquidity risk
