據(ju)銀(yin)保監會(hui)網站(zhan)5月25日消(xiao)息,《商業(ye)(ye)銀(yin)行(xing)流(liu)(liu)(liu)(liu)動(dong)(dong)性風險(xian)管理辦法(試行(xing))》(以下(xia)簡稱《流(liu)(liu)(liu)(liu)動(dong)(dong)性辦法》)自2014年(nian)3月實(shi)施(shi)以來,在強(qiang)化流(liu)(liu)(liu)(liu)動(dong)(dong)性風險(xian)管理和監管方面(mian)發揮了重要(yao)作用。近年(nian)來,隨(sui)著利率市場化、金融創新(xin)不斷深化,不同類型銀(yin)行(xing)在業(ye)(ye)務模(mo)式、復雜程度、資產負債(zhai)結構等方面(mian)的差異逐步顯現,對流(liu)(liu)(liu)(liu)動(dong)(dong)性風險(xian)管理也提出了更高(gao)(gao)的要(yao)求。修訂《流(liu)(liu)(liu)(liu)動(dong)(dong)性辦法》能更好地適應當前商業(ye)(ye)銀(yin)行(xing)流(liu)(liu)(liu)(liu)動(dong)(dong)性風險(xian)管理需要(yao),有助(zhu)于進一步推動(dong)(dong)商業(ye)(ye)銀(yin)行(xing)夯實(shi)流(liu)(liu)(liu)(liu)動(dong)(dong)性風險(xian)管理基礎,提高(gao)(gao)風險(xian)抵御能力,服務實(shi)體(ti)經濟,維護銀(yin)行(xing)體(ti)系安全穩健運行(xing)。
本次修訂的(de)(de)(de)主(zhu)要內(nei)容包括(kuo):一是新引入三(san)個量(liang)(liang)化(hua)指標(biao)。其中,凈穩(wen)(wen)定(ding)資(zi)(zi)金比例衡(heng)量(liang)(liang)銀(yin)行(xing)長期穩(wen)(wen)定(ding)資(zi)(zi)金支(zhi)持(chi)業(ye)務發(fa)展的(de)(de)(de)程(cheng)度(du),適用于(yu)(yu)(yu)(yu)資(zi)(zi)產規模(mo)在2000億元(含)以上(shang)的(de)(de)(de)商(shang)業(ye)銀(yin)行(xing)。優(you)(you)質流(liu)動(dong)(dong)性(xing)(xing)資(zi)(zi)產充足率(lv)是對流(liu)動(dong)(dong)性(xing)(xing)覆蓋(gai)率(lv)的(de)(de)(de)簡化(hua),衡(heng)量(liang)(liang)銀(yin)行(xing)持(chi)有的(de)(de)(de)優(you)(you)質流(liu)動(dong)(dong)性(xing)(xing)資(zi)(zi)產能否覆蓋(gai)壓力情況下(xia)的(de)(de)(de)短(duan)期流(liu)動(dong)(dong)性(xing)(xing)缺(que)口,適用于(yu)(yu)(yu)(yu)資(zi)(zi)產規模(mo)小于(yu)(yu)(yu)(yu)2000億元的(de)(de)(de)商(shang)業(ye)銀(yin)行(xing)。流(liu)動(dong)(dong)性(xing)(xing)匹配率(lv)衡(heng)量(liang)(liang)銀(yin)行(xing)主(zhu)要資(zi)(zi)產與負(fu)債的(de)(de)(de)期限(xian)配置結構,適用于(yu)(yu)(yu)(yu)全部商(shang)業(ye)銀(yin)行(xing)。二是進(jin)一步完(wan)善流(liu)動(dong)(dong)性(xing)(xing)風險監(jian)測體(ti)系。對部分監(jian)測指標(biao)的(de)(de)(de)計算方法進(jin)行(xing)了合理(li)(li)(li)優(you)(you)化(hua),強調其在風險管(guan)理(li)(li)(li)和監(jian)管(guan)方面的(de)(de)(de)運用。三(san)是細(xi)化(hua)了流(liu)動(dong)(dong)性(xing)(xing)風險管(guan)理(li)(li)(li)相關要求(qiu),如日(ri)間(jian)流(liu)動(dong)(dong)性(xing)(xing)風險管(guan)理(li)(li)(li)、融資(zi)(zi)管(guan)理(li)(li)(li)等。
修訂后(hou)的(de)(de)(de)(de)(de)(de)《流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)辦(ban)法》共4章(zhang)75條,7個附(fu)件。第(di)(di)一章(zhang)“總則”主要明確(que)了(le)(le)《流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)辦(ban)法》的(de)(de)(de)(de)(de)(de)適用范圍、流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)的(de)(de)(de)(de)(de)(de)定(ding)義以及(ji)對流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)管(guan)理(li)和(he)監管(guan)的(de)(de)(de)(de)(de)(de)總體(ti)(ti)要求。第(di)(di)二章(zhang)“流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)管(guan)理(li)”提出了(le)(le)銀行流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)管(guan)理(li)體(ti)(ti)系(xi)的(de)(de)(de)(de)(de)(de)整體(ti)(ti)框架(jia)和(he)定(ding)性(xing)(xing)(xing)要求。第(di)(di)三章(zhang)“流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)監管(guan)”規定(ding)了(le)(le)各(ge)項流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)監管(guan)指標(biao),提出了(le)(le)多維度的(de)(de)(de)(de)(de)(de)流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)監測工具,規定(ding)了(le)(le)流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)監管(guan)方(fang)法和(he)措施。第(di)(di)四章(zhang)“附(fu)則”明確(que)了(le)(le)《流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)辦(ban)法》的(de)(de)(de)(de)(de)(de)實施時間、參照執行的(de)(de)(de)(de)(de)(de)機構范圍,以及(ji)流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)覆蓋(gai)率(lv)、流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)匹配(pei)率(lv)和(he)優質流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)資產充足率(lv)的(de)(de)(de)(de)(de)(de)實施安排等(deng)。《流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)辦(ban)法》的(de)(de)(de)(de)(de)(de)7個附(fu)件具體(ti)(ti)說明了(le)(le)流(liu)(liu)(liu)動(dong)(dong)性(xing)(xing)(xing)風(feng)(feng)(feng)險(xian)(xian)管(guan)理(li)重(zhong)點環節的(de)(de)(de)(de)(de)(de)技術細節,以及(ji)定(ding)量指標(biao)的(de)(de)(de)(de)(de)(de)計量標(biao)準。
修訂(ding)后(hou)的(de)(de)《流(liu)動(dong)性(xing)辦法》進(jin)一步明確了(le)商(shang)業(ye)銀(yin)(yin)(yin)行流(liu)動(dong)性(xing)風(feng)(feng)險(xian)管(guan)理體(ti)系的(de)(de)定(ding)性(xing)要求,根(gen)據商(shang)業(ye)銀(yin)(yin)(yin)行特點(dian)設定(ding)了(le)差異化(hua)的(de)(de)定(ding)量監(jian)管(guan)標(biao)(biao)(biao)準,并提出了(le)統一的(de)(de)多維度流(liu)動(dong)性(xing)風(feng)(feng)險(xian)監(jian)測分(fen)(fen)(fen)析工(gong)具,構建了(le)較完備(bei)的(de)(de)流(liu)動(dong)性(xing)風(feng)(feng)險(xian)監(jian)管(guan)框架。修訂(ding)后(hou)的(de)(de)《流(liu)動(dong)性(xing)辦法》自(zi)2018年(nian)(nian)(nian)7月(yue)1日(ri)起(qi)施(shi)行。新(xin)引入三個(ge)量化(hua)指標(biao)(biao)(biao)中,凈穩定(ding)資(zi)金比例監(jian)管(guan)要求與《辦法》同步執行。優質流(liu)動(dong)性(xing)資(zi)產充足率(lv)采用分(fen)(fen)(fen)階段達(da)標(biao)(biao)(biao)安排,商(shang)業(ye)銀(yin)(yin)(yin)行應分(fen)(fen)(fen)別于(yu)2018年(nian)(nian)(nian)底(di)(di)和2019年(nian)(nian)(nian)6月(yue)底(di)(di)前達(da)到80%和100%。流(liu)動(dong)性(xing)匹配率(lv)自(zi)2020年(nian)(nian)(nian)1月(yue)1日(ri)起(qi)執行,在(zai)2020年(nian)(nian)(nian)前暫為(wei)監(jian)測指標(biao)(biao)(biao)。
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Copyright 2001-2018 China Securities Journal. All Rights Reserved