论我国商业银行流动性风险的法律规制-法律专业论文.docxVIP

华 华 中 科 技 大 学 硕 士 学 位 论 文 II II 时期问题阐述现行流动性风险监管的缺陷，提出建立多维度、全方位的商业银行流 动性风险的法律规制架构。文中着重从商业银行流动性风险的监管策略和指标体系 角度提出流动性风险管理的改进方向，将流动性风险的管理纳入监管和法律框架。 通过改进资产负债管理策略，引入流动性覆盖比率、净稳定资金比率，完善立法对 流动性风险管理的规范化操作，寻求一个适合中国商业银行流动性风险现状的规制 体制。 关键字：商业银行 流动性风险 流动性监管 法律规制 压力测试 PAGE IV PAGE IV Abstract The 2008 subprime mortgage crisis and the subsequent debt crisis in Europe exposed the major defects in the financial system of Western developed economies.The defects in the financial system makes the United States and the EU economies suffered heavy losses, while brought a tremendous blow for the rest of the worlds emerging economies. As one of the sources of risk in the financial crisis, the banking industry speed up its own risk to systemic and global crisis. Many examples and studies have shown that despite the liquidity problems of commercial banks is not the root causes of the financial crisis, but its liquidity problems had played an very important role in the global financial crisis, and then the global regulators had begun to pay greater attention to the supervision of liquidity risk to the banking industry. In response to the global financial crisis, the International Financial Stability Board and the Basel Committee in accordance with the direction determined by the G20 leaders, began to comprehensively promote the reform of international financial regulation. And the Chinese banking regulator, as one of the members of the Financial Stability Board and the Basel Committee, for the one side to participate fully in the reform of international financial regulation, and for the other side to accelerate the pace of improvement of the domestic banking supervision. The G20 summit in Seoul, held in November 2010, approved the regulatory reform program, and the final text of the third edition of the Basel Accord was released in December 2010. As early as 2009, Chinas Banking Regulatory Commission issued a commercial banks liquidity risk management guidelines, and then issued