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。
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.
出处
《宁波大学学报（人文科学版）》
2007年第2期12-18,共7页
Journal of Ningbo University：Liberal Arts Edition
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
commitment off-balance-sheet operations
uncertain liquidity requirement
instantaneous liquidity
reserveability
liquidity limit
liquidity relation
