| 不确定的流动性需求与即时流动性——承诺类业务的流动性特点探析 |
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| 引用本文： | 贺刻奋.不确定的流动性需求与即时流动性——承诺类业务的流动性特点探析[J].宁波大学学报(人文科学版),2007,20(2):12-18. |
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| 作者姓名： | 贺刻奋 |
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| 作者单位： | 宁波大学,商学院,浙江,宁波,315211 |
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| 摘 要： | 承诺类业务对银行流动性影响的核心,是银行提供承诺后就面临着“不确定的流动性需求”;为保证满足这种不确定的流动性需求,要求银行拥有“即时流动性”;即时流动性只能由以现金资产或其他类似的备付能力才能提供;银行可能拥有的即时流动性使一些业务的开展遇到“流动性限制”。通过对备付金数量变动影响的分析和比较,可以揭示各种承诺类业务的流动性特点和共性,从而为制定相应的管理策略提供支持。
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| 关 键 词： | 承诺类业务 不确定的流动性需求 即时流动性 备付能力 流动性限制 流动性联系 |
| 文章编号： | 1001-5124(2007)02-0012-07 |
| 修稿时间： | 2006年7月20日 |
Research on Characteristics of Commitment Off-Balance-Sheet Operations |
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| HE Ke-fen.Research on Characteristics of Commitment Off-Balance-Sheet Operations[J].Journal of Ningbo University(Liberal Arts Edition),2007,20(2):12-18. |
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| Authors: | HE Ke-fen |
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| Abstract: | Commercial banks are challenged by the "uncertain liquidity requirement",which forms the core part among impacts that commitment off-balance-sheet operations impose on commercial banks' liquidity.In order to meet this demand,the "instantaneous liquidity",only able to be satisfied by assets in cash or similar reserve abilities,has to be available for commercial banks.In that case,commercial banks will possibly be met with "liquidity limits" in developing some business because of their "instantaneous liquidity".An analysis of reserve fluctuations will reveal the liquidity characteristics and common features of various commitment off-balance-sheet operations,which is helpful to making management strategies concerned. |
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| Keywords: | commitment off-balance-sheet operations uncertain liquidity requirement instantaneous liquidity reserve ability liquidity limit liquidity relation |
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