摘要
流动性是商业银行稳健经营的前提,流动性风险是银行面临的各种风险的最终表现。本文首先针对国内银行机构的流动性风险进行初步定性分析,然后在此基础上选取流动性分析指标并构建流动性风险预测模型进行定量分析,概述近几年来国内银行所面临流动性风险的相对程度和变动趋势,指出其中尤其值得关注的重要因素。
Liquidity is prerequisite for commercial bamk＇s steady operation. Liquidity risk is the ultimate showing in all risks that bank faces. In this article, the author analyzes quantitatively liquidity risk that lies in domestic banks, then makes qualitative analysis according to the choosing liquid indices and risk forecast model, summarizes liquidity risk＇s relative degree and changing trends in recent years, points out the important factor that should be focused on.
出处
《北京市财贸管理干部学院学报》
2006年第2期26-30,共5页
Journal of Beijing Institute of Finance and Commerce Management
关键词
商业银行
流动性
风险评价
commercial bank, liquidity
risk appreciation
