摘要
摘要
2020年来新冠肺炎疫情蔓延、石油价格战等多重因素叠加，引发了欧美甚
至全球的流动性紧张。回顾 2021年，我国宏观经济面临下行压力，处于疫情后
复苏阶段，修复动能边际放缓，经济增速呈现高开低走态势。其次，国内消费
受疫情反复和居民收入增长放缓的影响，消费修复力较弱。同时，房地产领域
调控政策收紧，基建和房地产增速出现明显回落。2021年货币政策较疫情时期
的信用扩张逐步回归常态化，更突出强调“稳增长”和“防风险”的总基调。
而 2022年全球流动性将面临拐点，美联储加快收紧货币政策，美国在2022年
启动多轮加息。英国、新西兰、挪威等发达经济实体以及部分新兴经济体提前
进入加息周期。2022年全球流动性增速将放缓甚至下降，全球利率中枢有向上
抬升趋势。面对复杂多变的经济环境，防范流动性风险，加强流动性管理能力
是我国银欧亿·体育（中国）有限公司及所有金融机构当下共同面对的一大复杂命题。而股份制商业银
行与其他类型商业银行相对，业务规模扩张更快，资金超负荷运转，流动性问
题更为突出，研究如何加强股份制商业银行的流动性风险管理更为必要和紧迫。
本文以 A银行为研究对象，通过文献研究法、定性定量分析方法和横向和
比较分析法，对 A银行的流动性风险管理现状进行研究分析，发现 A银行存在
存贷结构失衡、合格的优质性资产不充裕、资本充足率偏低等问题，并针对性
提出完善流动性风险管理体系、寻求多元化经营、创新金融产品等优化建议。
关键词：A银行；流动性风险；流动性风险管理；
I
ABSTRCAT
ABSTRACT
In 2020, Covid-19 pandemic spread, oil price war and other multiple factors
superimposed, causing Europe, the United States and even the global liquidity tension.
In 2021, our macro-economy is under downward pressure, in the post-pandemic
recovery phase, the marginal momentum for recovery is slowing, and economic
growth is in a trend of high opening and low opening. Second, domestic consumption
by the repeated epidemic and slowing growth of household income, consumer
resilience is weak. At the same time, the real estate sector policy tightening,
infrastructure and real estate growth has slowed significantly. Compared with the
credit expansion during the epidemic, the 2021 monetary policy has gradually
returned to normal, with theoverall emphasis on “Stable growth” and “Risk
prevention”. Global liquidity will face an inflection point in 2022, with the Federal
Reserve accelerating its monetary tightening and the US starting several rounds of
interest rate hikes in 2022. Developed economies such as the UK, New Zealand and
Norway, as well as some emerging economies, entered the cycle of interest rate rises
ahead of schedule. Global liquidity growth in 2022 will slow or even decline, the
global interest rate central upward trend. Facing the complicated and changeable
economic environment, preventing the liquidity risk and strengthening the liquidity
management ability is a complex proposition that our banking industry and all
financial institutions are facing together at present. Compared with other types of
commercial banks, joint-stock commercial banks have more rapid expansion of
business scale, overloaded operation of funds, and more prominent liquidity problems,
it is more necessary and urgent to study how to strengthen the liquidity risk
management of joint-stock commercial banks.
Bank A is the subject of this study. The current situation of Bank A's liquidity
risk management is analyzed through literature review, qualitativeQuantitative
II
ABSTRCAT
analysis, and cross-sectional and comparative analysis, bank a was found to have
problems such as an unbalanced structure of deposits and loans, an insufficient supply
of qualified high-quality assets and low Capital adequacy ratio, and put forward to
improve the liquidity risk management system, to seek diversification, innovation of
financial products and other optimization proposals.
Key words: Bank A; liquidity risk;liquidity risk management；
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