【流动性风险】流动性管理系列之一：商业银行流动性风险的核心含义

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从实务操作层面看，不同的国际性商业银行对流动性风险的定义会因应其自身业务模式的差异而有所差异，以汇丰控股为例，汇控把流动性风险分解为流动性风险和资金风险(Liquidity and Funding Risk)，按汇控的定义：“流动性风险是指集团缺乏足够财务资源履行到期的支付责任，或须要以过高成本履行支付责任的风险。此风险因现金流的时间错配而产生。资金风险于无法按预期条款及按需要为流动性不足的资产持仓提供所需资金时产生(Liquidity risk is the risk that the Group will not have sufficient financial resources to meet its obligations as they fall due, or will have to do so at an excessive cost. The risk arises from mismatches in the timing of cash flows. The risk arises when the funding needed for illiquid asset positions cannot be obtained at the expected terms and when required. )”。摩根大通则把流动性风险定义为：“流动性风险是指银行不能满足支付其合约约定的和或有负债支付义务责任，或银行因没有适当匹配的金额、组合构成和期限的资金和流动性支持其资产的风险。(Liquidity risk is the risk that the Firm will be unable to meet its contractual and contingent obligations or that it does not have the appropriate amount, composition and tenor of funding and liquidity to support its assets.)”

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