健全的流动性风险管理和监督原则

本文档的最终版本于 2008 年 9 月发布。 http: / / www. bis. org / publ / bcbs144. htm巴塞尔委员会关于 Ba nking Supe rvis ionPrinc iple s for Sound流动性 Ris k管理和超级离子2008 年 6 月 - 征求意见稿 本文档的最终版本于 2008 年 9 月发布。 http: / / www. bis. org / publ / bcbs144. htm 本文档的最终版本于 2008 年 9 月发布。 http: / / www. bis. org / publ / bcbs144. htm对出版物副本或对邮件列表进行添加 / 更改的请求应发送至 ：国际清算银行新闻与通讯CH - 4002 巴塞尔, 瑞士电子邮件 ： publications @ bis. orgFax: + 41 61 280 9100 and + 41 61 280 8100© Bank for International Settlements 2008. All rights reserved. Brief excerpts may be reproduced or translated只要说明来源。ISBN 打印 ： 92 - 9131 - 767 - 5ISBN 网址 ： 92 - 9197 - 767 - 5 本文档的最终版本于 2008 年 9 月发布。 http: / / www. bis. org / publ / bcbs144. htm 本文档的最终版本于 2008 年 9 月发布。 http: / / www. bis. org / publ / bcbs144. htm目录导言 ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... 1Principles for the management and 监理 of 流动性 风险 ...............................................3Fundamental 原则 for the management and 监理 of 流动性 风险 ...........................3Governance of 流动性 风险 管理 ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... 3Measurement and management of 流动性 风险 .......................................................................3Public 披露 ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... 4The 角色 of 主管 .............................................................................................................4Fundamental 原则 for the management and 监理 of 流动性 风险 ...........................6Principle 1........................................................................................................................6Governance of 流动性 风险 管理 ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... 7Principle 2........................................................................................................................7Principle 3........................................................................................................................7Principle 4........................................................................................................................9Measurement and management of 流动性 风险 .......................................................................9Principle 5........................................................................................................................9Principle 6......................................................................................................................16Principle 7......................................................................................................................17Principle 8......................................................................................................................19Principle 9......................................................................................................................22Principle 10....................................................................................................................23Principle 11....................................................................................................................26Principle 12....................................................................................................................28Public 披露 ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... 29Principle 13....................................................................................................................29The Role of 主管 .........................................................................................................30Principle 14....................................................................................................................30Principle 15....................................................................................................................32Principle 16....................................................................................................................32Principle 17....................................................................................................................33List of 成员 of the Working 集团 on 流动资金 ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... 35 本文档的最终版本于 2008 年 9 月发布。 http: / / www. bis. org / publ / bcbs144. htm 本文档的最终版本于 2008 年 9 月发布。 http: / / www. bis. org / publ / bcbs144. htm健全的流动性风险管理原则和监理Introduction1.流动性是银行的能力1 为资产增加提供资金并履行义务They come due, without incurring unacceptable losses. The fundamental role of banks in the成熟度 transformation of 短期 存款转化为长期贷款使银行天生容易受到流动性风险的影响 ，2 既有特定于机构的性质 ， 也有影响markets as a whole. Virtically every financial transaction or commitment has implications for a银行的流动性。有效的流动性风险管理有助于确保银行满足现金流义务是不确定的 ， 因为它们受到外部事件和其他代理人的行为。流动性风险管理至关重要 ， 因为流动性单个机构的短缺可能会在全系统产生影响。金融市场过去十年的发展增加了流动性风险的复