摘要
本文以商业银行风险衡量指标为依据,通过2018~2022年数字人民币的实践数据分析,探究数字人民币的发行对商业银行流动性风险的影响。研究发现:数字人民币有利于商业银行流动性风险的降低;数字人民币促使商业银行活期存款增速放缓,在存款结构趋于稳定的背景下,挤出活期存款中“不稳定部分”,使得商业银行存放央行的款项减少,最终导致资产流动性风险降低。本文的研究成果不仅印证了数字人民币推广的理论意义,而且为商业银行的流动性风险管理和资产负债管理提供实践依据。本文的研究意义包含以下两点:一是为了降低经营中的流动性风险,商业银行有必要进一步开展数字人民币相关业务;二是商业银行依据自身资产状况和经营能力,获取与自身所需资产的现金充裕度与资产流动性相匹配的数字人民币;三是商业银行通过分类限额的方式与居民完成兑换,实现数字人民币与现金共存的平稳过渡。
Based on the risk measurement indicators of commercial banks, this paper explores the impact of the issuance of digital RMB on the liquidity risk of commercial banks through the analysis of the practical data of digital RMB from 2018 to 2022. The results show that digital RMB is beneficial to the reduction of liquidity risk of commercial banks;Digital RMB slows down the growth of demand deposits in commercial banks. Under the background of stable deposit structure, it squeezes out the "unstable part" of demand deposits, reducing the amount of money deposited by commercial banks in the central Bank, and ultimately reducing the risk of asset liquidity. The research results of this paper not only confirm the theoretical significance of the promotion of digital RMB, but also provide practical basis for the liquidity risk management and asset and liability management of commercial banks. The research significance of this paper includes the following two points: First, in order to reduce liquidity risk in operation, it is necessary for commercial banks to further develop digital RMB related businesses;Second, commercial banks can obtain the digital RMB that matches the cash adequacy and liquidity of the assets they need according to their own assets status and operating ability;Third, commercial banks complete the exchange with residents through the classification quota, so as to realize the smooth transition of the coexistence of digital RMB and cash.
出处
《金融》
2023年第4期760-770,共11页
Finance
