商业银行管理课件之第四章商业银行的流动性风险管理.pptVIP

第四章　商业银行 的流动性风险管理 第一节 流动性风险的成因及流动性供求 流动性管理是银行日常管理的重要内容，也是银行风险管理的核心内容之一； 流动性风险管理在次贷危机之前的一些年里在银行受重视的程度显著下降； 金融危机的爆发使流动性风险管理的重要性重新凸显出来。 流动性与流动性风险 The Basel Committee on Banking Supervision： Liquidity is the ability of a bank to fund increases in assets and meet obligation as they come due, without incurring unacceptable losses. ( Funding) Liquidity Risk is the risk that the firm will not be able to meet efficiently both expected and unexpected current and future cash flow and collateral needs without affecting either daily operations or the financial condition of the firm. 流动性风险