| 金融系统流动性及其风险的框架研究综述 |
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| 引用本文： | 李研妮,冉茂盛.金融系统流动性及其风险的框架研究综述[J].预测,2012(1):75-80. |
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| 作者姓名： | 李研妮 冉茂盛 |
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| 作者单位： | 重庆大学经济与工商管理学院 |
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| 摘 要： | 本文以美国次级债导致各大投行、银行等金融机构出现的流动性风险引发金融系统性风险为背景,结合相关文献概括流动性的三种主要类型,并分析这三种流动性及相应风险之间的相互影响,构建出流动性及其风险框架图。针对流动性风险产生的根源———信息不对称和不完全市场,提出管理流动性风险的方法建议。对央行在流动性管理中充当的角色给予客观评价,最后提出加强对银行的监督和管理才是解决流动性风险的根本。
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| 关 键 词： | 融资流动性 市场流动性 货币流动性 流动性风险 |
Review of the Financial System Liquidity and Its Risk Framework |
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| LI Yan-ni,RAN Mao-sheng.Review of the Financial System Liquidity and Its Risk Framework[J].Forecasting,2012(1):75-80. |
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| Authors: | LI Yan-ni RAN Mao-sheng |
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| Institution: | (College of Economics & Business Administration,Chongqin University,Chongqin 400030,China) |
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| Abstract: | This paper was in the background that the United States Subordinated Debt leaded major investment firms,banks and other financial institutions into liquidity risk and was followed by systemic risk.Author outlined the three main types of mobility according to the related literatures and analysed of these three liquidity,their corresponding risks and the effects of interaction between them,Then built a liquidity risk framework.Addressing the root of liquidity risk-asymmetric information and incomplete markets,Author proposed method of managing liquidity risk.Finally,the role of central bank in liquidity management was given an objective assessment,and author proposes the key to solve liquidity risk is to strengthen the banking supervision and management. |
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| Keywords: | financial liquidity market liquidity central bank liquidity liquidity risk |
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