中国商业银行流动性风险监管研究基于宏观审慎监管的视角

中国商业银行流动性风险监管研究基于宏观审慎监管的视角一、本文概述Overviewofthisarticle随着全球金融市场的不断深化和复杂化，商业银行流动性风险日益凸显，对金融稳定乃至整个经济体系的安全构成严重威胁。特别是在我国，商业银行作为金融体系的核心组成部分，其流动性风险的管理与监管更是关系到国家金融安全和经济稳定的重要问题。本文旨在从宏观审慎监管的视角出发，深入研究中国商业银行流动性风险的监管问题，分析当前监管机制存在的不足，并提出相应的政策建议。Withthecontinuousdeepeningandcomplexityofglobalfinancialmarkets,theliquidityriskofcommercialbanksisbecomingincreasinglyprominent,posingaseriousthreattofinancialstabilityandeventhesecurityoftheentireeconomicsystem.EspeciallyinChina,asacorecomponentofthefinancialsystem,themanagementandsupervisionofliquidityriskincommercialbanksareimportantissuesrelatedtonationalfinancialsecurityandeconomicstability.Thisarticleaimstoconductin-depthresearchontheregulatoryissuesofliquidityriskinChinesecommercialbanksfromtheperspectiveofmacroprudentialsupervision,analyzetheshortcomingsofthecurrentregulatorymechanism,andproposecorrespondingpolicyrecommendations.本文将系统梳理商业银行流动性风险的基本理论，包括流动性风险的定义、特征、形成机制以及对商业银行和金融体系的影响。在此基础上，进一步分析我国商业银行流动性风险的现状和特点，探讨流动性风险产生的深层次原因。Thisarticlewillsystematicallyreviewthebasictheoriesofliquidityriskincommercialbanks,includingthedefinition,characteristics,formationmechanismsofliquidityrisk,anditsimpactoncommercialbanksandfinancialsystems.Onthisbasis,furtheranalyzethecurrentsituationandcharacteristicsofliquidityriskincommercialbanksinChina,andexplorethedeep-seatedreasonsfortheemergenceofliquidityrisk.本文将从宏观审慎监管的视角，分析我国商业银行流动性风险监管的现状和存在的问题。宏观审慎监管强调从整个金融体系的稳定和宏观经济的角度出发，对商业银行的流动性风险进行监管。本文将评估现有监管政策的有效性，分析监管机制在应对流动性风险方面的不足，如监管标准的不统监管手段的单一性、监管信息的透明度不高等问题。ThisarticlewillanalyzethecurrentsituationandexistingproblemsofliquidityrisksupervisionincommercialbanksinChinafromtheperspectiveofmacroprudentialsupervision.Macroprudentialsupervisionemphasizesthesupervisionoftheliquidityriskofcommercialbanksfromtheperspectiveofthestabilityoftheentirefinancialsystemandthemacroeconomy.Thisarticlewillevaluatetheeffectivenessofexistingregulatorypoliciesandanalyzetheshortcomingsofregulatorymechanismsinaddressingliquidityrisks,suchasthelackofunifiedregulatorystandardsandthelackoftransparencyinregulatoryinformation.本文将结合国际经验和我国实际情况，提出完善我国商业银行流动性风险监管的政策建议。这些建议包括：建立统一的流动性风险监管标准，完善监管手段和工具，提高监管信息的透明度；加强商业银行内部风险管理机制建设，提升银行自身的风险管理能力；加强跨部门、跨市场的监管协调，形成监管合力；还应注重提升监管科技的应用水平，利用大数据等技术手段提高监管效率和准确性。通过这些措施的实施，可以有效提升我国商业银行流动性风险监管的水平，维护金融稳定和经济安全。ThisarticlewillcombineinternationalexperienceandtheactualsituationinChinatoproposepolicyrecommendationsforimprovingtheliquidityrisksupervisionofcommercialbanksinChina.Thesesuggestionsinclude:establishingunifiedliquidityriskregulatorystandards,improvingregulatorymeansandtools,andenhancingthetransparencyofregulatoryinformation;Strengthentheconstructionofinternalriskmanagementmechanismsincommercialbanksandenhancetheirownriskmanagementcapabilities;Strengthencrossdepartmentalandcrossmarketregulatorycoordination,andformaregulatorysynergy;Attentionshouldalsobepaidtoimprovingtheapplicationlevelofregulatorytechnology,andutilizingtechnologiessuchasbigdatatoimproveregulatoryefficiencyandaccuracy.Throughtheimplementationofthesemeasures,thelevelofliquidityrisksupervisionofcommercialbanksinChinacanbeeffectivelyimproved,andfinancialstabilityandeconomicsecuritycanbemaintained.二、商业银行流动性风险理论基础TheoreticalBasisofLiquidityRiskinCommercialBanks商业银行的流动性风险是指银行在面临资金流动不确定性时，无法以合理成本及时获取足够资金，以满足其负债或资产增长的需求，从而可能损害其偿付能力的风险。流动性风险是商业银行经营过程中最基本且最重要的风险之一，对于银行稳健运营和金融市场的稳定具有至关重要的作用。Theliquidityriskofcommercialbanksreferstotheriskthatbanksmaynotbeabletoobtainsufficientfundsatareasonablecostinatimelymannertomeettheirdebtorassetgrowthneedswhenfacinguncertaintyinfundflow,whichmaydamagetheirsolvency.Liquidityriskisoneofthemostfundamentalandimportantrisksintheoperationprocessofcommercialbanks,whichplaysacrucialroleinthestableoperationofbanksandthestabilityoffinancialmarkets.商业银行流动性风险的理论基础主要包括资产流动性理论、负债流动性理论和资产负债综合管理理论。资产流动性理论强调银行应通过持有高流动性的资产，如现金、政府债券等，以应对可能的资金流出。负债流动性理论则主张银行通过主动管理负债，如发行大额可转让定期存单等方式，以获取稳定的资金来源。而资产负债综合管理理论则综合考虑资产和负债两个方面，通过资产和负债的匹配与转换，实现流动性与盈利性的平衡。Thetheoreticalbasisofliquidityriskincommercialbanksmainlyincludesassetliquiditytheory,liabilityliquiditytheory,andassetliabilitycomprehensivemanagementtheory.Theassetliquiditytheoryemphasizesthatbanksshouldrespondtopossiblecapitaloutflowsbyholdinghighlyliquidassetssuchascashandgovernmentbonds.Thetheoryofdebtliquidityadvocatesthatbanksactivelymanagetheirliabilities,suchasissuinglargetransferablecertificatesofdeposit,toobtainstablesourcesoffunds.Thetheoryofcomprehensiveassetliabilitymanagementcomprehensivelyconsidersbothassetsandliabilities,achievingabalancebetweenliquidityandprofitabilitythroughthematchingandconversionofassetsandliabilities.在宏观审慎监管的视角下，商业银行流动性风险管理需要更加注重系统性和全局性。宏观审慎监管强调对整个金融体系的稳定进行监管，而非单一机构的风险。因此，商业银行在流动性风险管理中，不仅要关注自身的资产负债状况，还需要关注整个金融市场的资金流动和宏观经济环境的变化。宏观审慎监管也要求银行在面临流动性风险时，应具备足够的抵御能力，避免风险对整个金融体系的稳定造成影响。Fromtheperspectiveofmacroprudentialsupervision,commercialbanksneedtopaymoreattentiontosystematicandgloballiquidityriskmanagement.Macroprudentialsupervisionemphasizestheregulationofthestabilityoftheentirefinancialsystem,ratherthantheriskofindividualinstitutions.Therefore,inliquidityriskmanagement,commercialbanksnotonlyneedtopayattentiontotheirownassetandliabilitysituation,butalsoneedtopayattentiontotheflowoffundsintheentirefinancialmarketandchangesinthemacroeconomicenvironment.Macroprudentialsupervisionalsorequiresbankstohavesufficientresiliencewhenfacingliquidityrisks,toavoidtheimpactofrisksonthestabilityoftheentirefinancialsystem.商业银行流动性风险的理论基础为银行提供了管理风险的基本框架。在宏观审慎监管的视角下，商业银行需要更加全面、系统地考虑流动性风险管理，以实现自身的稳健运营和金融市场的稳定。Thetheoreticalfoundationofliquidityriskincommercialbanksprovidesabasicframeworkforbankstomanagerisk.Fromtheperspectiveofmacroprudentialsupervision,commercialbanksneedtoconsiderliquidityriskmanagementmorecomprehensivelyandsystematicallytoachievetheirownstableoperationandfinancialmarketstability.三、中国商业银行流动性风险现状分析AnalysisoftheCurrentSituationofLiquidityRiskinChineseCommercialBanks随着中国金融市场的不断发展和深化，商业银行作为金融体系的核心组成部分，其流动性风险问题日益凸显。从宏观审慎监管的视角来看，中国商业银行的流动性风险现状呈现出以下几个方面的特点。WiththecontinuousdevelopmentanddeepeningofChina'sfinancialmarket,commercialbanks,asacorecomponentofthefinancialsystem,haveincreasinglyhighlightedtheirliquidityriskissues.Fromtheperspectiveofmacroprudentialsupervision,theliquidityriskstatusofChinesecommercialbankspresentsthefollowingcharacteristics.从资金来源和运用结构上看，中国商业银行的资产端和负债端呈现出明显的期限错配。大量短期负债被用于支持长期资产，导致流动性风险加大。随着互联网金融的兴起，传统银行的存款业务受到冲击，资金来源的稳定性受到挑战。Fromtheperspectiveoffundingsourcesandutilizationstructures,thereisaclearmaturitymismatchbetweentheassetandliabilitysidesofChinesecommercialbanks.Alargeamountofshort-termliabilitiesareusedtosupportlong-termassets,leadingtoincreasedliquidityrisk.WiththeriseofInternetfinance,thedepositbusinessoftraditionalbankshasbeenimpacted,andthestabilityofcapitalsourceshasbeenchallenged.从银行内部流动性管理来看，虽然大多数银行已经建立了较为完善的流动性管理机制，但在实际操作中，由于市场环境的变化、银行内部风险管理能力的差异等因素，流动性管理仍然面临诸多困难。特别是在面对突发事件或市场波动时，银行的流动性管理能力往往受到严峻考验。Fromtheperspectiveofinternalliquiditymanagementinbanks,althoughmostbankshaveestablishedrelativelycompleteliquiditymanagementmechanisms,inpracticaloperations,liquiditymanagementstillfacesmanydifficultiesduetochangesinmarketenvironment,differencesininternalriskmanagementcapabilities,andotherfactors.Especiallyinthefaceofunexpectedeventsormarketfluctuations,theliquiditymanagementabilityofbanksisoftenseverelytested.再次，从外部监管环境来看，虽然中国监管部门已经出台了一系列针对商业银行流动性风险的监管政策和措施，但在实际操作中，由于监管标准的不统监管力度的不均衡等问题，导致部分银行的流动性风险问题仍然较为突出。Again,fromtheperspectiveofexternalregulatoryenvironment,althoughChineseregulatoryauthoritieshaveintroducedaseriesofregulatorypoliciesandmeasurestargetingtheliquidityriskofcommercialbanks,inpracticaloperation,duetothelackofunifiedregulatorystandardsandunevenregulatoryefforts,somebanksstillfaceprominentliquidityriskissues.从宏观经济环境来看，中国经济的快速增长和金融市场的不断深化为商业银行提供了广阔的发展空间，但同时也带来了流动性风险的挑战。特别是在经济下行期或金融市场波动较大时，商业银行的流动性风险问题可能会更加突出。Fromtheperspectiveofthemacroeconomicenvironment,therapidgrowthoftheChineseeconomyandthecontinuousdeepeningofthefinancialmarkethaveprovidedbroaddevelopmentspaceforcommercialbanks,butatthesametime,ithasalsobroughtchallengestoliquidityrisk.Especiallyduringperiodsofeconomicdownturnorsignificantfluctuationsinfinancialmarkets,theliquidityriskissueofcommercialbanksmaybecomemoreprominent.中国商业银行的流动性风险现状呈现出资金来源和运用结构期限错配、内部流动性管理能力不足、外部监管环境不完善以及宏观经济环境不确定性增加等特点。因此，加强宏观审慎监管，完善监管政策和措施，提高银行内部风险管理能力，对于防范和化解商业银行流动性风险具有重要意义。ThecurrentliquidityrisksituationofChinesecommercialbankspresentscharacteristicssuchasmismatchedfundingsourcesandapplicationstructures,insufficientinternalliquiditymanagementcapabilities,imperfectexternalregulatoryenvironment,andincreasedmacroeconomicuncertainty.Therefore,strengtheningmacroprudentialsupervision,improvingregulatorypoliciesandmeasures,andenhancinginternalriskmanagementcapabilitiesofbanksareofgreatsignificanceforpreventingandresolvingliquidityrisksincommercialbanks.四、宏观审慎监管框架下流动性风险监管的国际经验Internationalexperienceinliquidityriskregulationundertheframeworkofmacroprudentialsupervision在全球范围内，流动性风险的宏观审慎监管逐渐成为了金融稳定的核心要素之一。尤其是自2008年全球金融危机后，许多国家及地区的金融监管机构对商业银行的流动性风险给予了前所未有的关注。在这一部分，我们将探讨几个具有代表性的国家和地区的宏观审慎监管框架下流动性风险监管的国际经验。Macroprudentialregulationofliquidityriskhasgraduallybecomeoneofthecoreelementsoffinancialstabilityonaglobalscale.Especiallysincetheglobalfinancialcrisisin2008,financialregulatoryagenciesinmanycountriesandregionshavepaidunprecedentedattentiontotheliquidityriskofcommercialbanks.Inthissection,wewillexploretheinternationalexperienceofliquidityriskregulationunderthemacroprudentialregulatoryframeworkofseveralrepresentativecountriesandregions.我们来看巴塞尔委员会（BCBS）的流动性风险监管框架。BCBS作为全球金融监管的重要机构，其提出的流动性覆盖率（LCR）和净稳定融资比率（NSFR）两大流动性风险监管指标，为全球商业银行提供了统一且可比的流动性风险管理标准。LCR要求银行持有足够的优质流动资产以应对短期的流动性冲击，而NSFR则更关注银行中长期的融资稳定性。这些指标的引入，显著提升了全球商业银行流动性风险管理的水平。Let'stakealookattheliquidityriskregulatoryframeworkoftheBaselCommittee(BCBS).Asanimportantinstitutionforglobalfinancialregulation,BCBShasproposedtwoliquidityriskregulatoryindicators,LiquidityCoverageRatio(LCR)andNetStableFinancingRatio(NSFR),whichprovideunifiedandcomparableliquidityriskmanagementstandardsforcommercialbanksworldwide.LCRrequiresbankstoholdsufficienthigh-qualityliquidassetstocopewithshort-termliquidityshocks,whileNSFRfocusesmoreonthelong-termfinancingstabilityofbanks.Theintroductionoftheseindicatorshassignificantlyimprovedthelevelofliquidityriskmanagementinglobalcommercialbanks.再来看美国的情况。美国联邦储备系统（FRS）在宏观审慎监管框架下，对商业银行的流动性风险进行了严格的监管。FRS不仅要求银行定期提交流动性风险报告，还通过压力测试等手段，评估银行在极端情况下的流动性状况。FRS还通过调整存款准备金率等手段，引导银行保持合理的流动性水平。Let'stakealookatthesituationintheUnitedStates.TheFederalReserveSystem(FRS)oftheUnitedStatesstrictlyregulatestheliquidityriskofcommercialbanksundertheframeworkofmacroprudentialsupervision.FRSnotonlyrequiresbankstoregularlysubmitliquidityriskreports,butalsoevaluatestheirliquiditysituationinextremesituationsthroughstresstestingandothermeans.FRSalsoguidesbankstomaintainareasonablelevelofliquiditybyadjustingreserverequirementratiosandothermeans.欧洲的情况也值得关注。欧洲中央银行（ECB）在宏观审慎监管框架下，对商业银行的流动性风险进行了全面的监管。ECB不仅要求银行满足LCR和NSFR等监管指标，还通过实施定向长期再融资操作（TLTRO）等手段，为银行提供稳定的资金来源。这些措施有效降低了欧洲银行业的流动性风险。ThesituationinEuropeisalsoworthpayingattentionto.TheEuropeanCentralBank(ECB)hascomprehensivelyregulatedtheliquidityriskofcommercialbankswithintheframeworkofmacroprudentialsupervision.TheECBnotonlyrequiresbankstomeetregulatoryindicatorssuchasLCRandNSFR,butalsoprovidesstablefundingsourcesforbanksthroughtargetedlong-termrefinancingoperations(TLTRO)andothermeans.ThesemeasureshaveeffectivelyreducedtheliquidityriskoftheEuropeanbankingindustry.总结来说，各国和地区在宏观审慎监管框架下对商业银行流动性风险的监管各有特色，但都强调了对流动性风险的全面、系统和持续的监管。这些国际经验对我国商业银行流动性风险监管具有重要的借鉴意义，我们可以从中学习并吸收适合我国国情的经验和做法，以进一步完善我国商业银行的流动性风险监管体系。Insummary,countriesandregionshavetheirowncharacteristicsinregulatingtheliquidityriskofcommercialbanksundertheframeworkofmacroprudentialsupervision,buttheyallemphasizecomprehensive,systematic,andcontinuoussupervisionofliquidityrisk.TheseinternationalexperienceshaveimportantreferencesignificancefortheliquidityrisksupervisionofcommercialbanksinChina.WecanlearnandabsorbexperiencesandpracticesthataresuitableforChina'snationalconditions,inordertofurtherimprovetheliquidityrisksupervisionsystemofcommercialbanksinChina.五、中国商业银行流动性风险监管的问题与挑战TheProblemsandChallengesofLiquidityRiskSupervisioninChineseCommercialBanks在中国，商业银行流动性风险监管面临一系列问题和挑战，这些问题和挑战在宏观审慎监管的视角下尤为突出。InChina,theregulationofliquidityriskincommercialbanksfacesaseriesofproblemsandchallenges,whichareparticularlyprominentfromtheperspectiveofmacroprudentialsupervision.监管体系尚待完善。尽管中国已经建立了一套相对完整的商业银行流动性风险监管体系，但在实际操作中仍存在一些漏洞和不足。例如，监管指标的设置和权重分配可能无法全面反映银行的流动性风险状况，导致监管效果受限。Theregulatorysystemstillneedstobeimproved.AlthoughChinahasestablishedarelativelycompleteregulatorysystemforcommercialbankliquidityrisk,therearestillsomeloopholesandshortcomingsinpracticaloperation.Forexample,thesettingandweightallocationofregulatoryindicatorsmaynotfullyreflecttheliquidityriskstatusofbanks,leadingtolimitedregulatoryeffectiveness.数据信息透明度不足。有效的流动性风险监管依赖于及时、准确的数据信息。然而，目前中国商业银行在信息披露方面仍存在一定的不足，如报表数据不完整、信息披露不及时等，这些都增加了流动性风险监管的难度。Insufficienttransparencyofdatainformation.Effectiveliquidityriskregulationreliesontimelyandaccuratedatainformation.However,currently,Chinesecommercialbanksstillhavecertainshortcomingsininformationdisclosure,suchasincompletereportdataanduntimelyinformationdisclosure,whichincreasethedifficultyofliquidityrisksupervision.再次，市场环境复杂多变。随着中国金融市场的开放程度不断提高，市场环境也变得越来越复杂多变。这种变化不仅增加了商业银行流动性风险的不确定性，也给监管工作带来了更大的挑战。Onceagain,themarketenvironmentiscomplexandever-changing.WiththecontinuousimprovementoftheopennessofChina'sfinancialmarket,themarketenvironmenthasbecomeincreasinglycomplexandvariable.Thischangenotonlyincreasestheuncertaintyofliquidityriskincommercialbanks,butalsobringsgreaterchallengestoregulatorywork.监管技术和手段有待更新。随着金融科技的发展，商业银行的流动性风险管理和监管也需要不断更新技术和手段。然而，目前中国商业银行流动性风险监管的技术和手段相对滞后，无法满足日益复杂的监管需求。Regulatorytechnologiesandmeansneedtobeupdated.Withthedevelopmentoffinancialtechnology,theliquidityriskmanagementandsupervisionofcommercialbanksalsorequirecontinuousupdatesintechnologyandmeans.However,thecurrenttechnologyandmeansofliquidityrisksupervisioninChinesecommercialbanksarerelativelylaggingbehind,unabletomeettheincreasinglycomplexregulatoryneeds.中国商业银行流动性风险监管在宏观审慎监管的视角下仍面临诸多问题和挑战。为了解决这些问题和应对这些挑战，需要不断完善监管体系、提高数据信息透明度、加强市场环境监测以及更新监管技术和手段。还需要加强与国际监管机构的合作与交流，共同推动全球金融稳定和发展。TheliquidityrisksupervisionofChinesecommercialbanksstillfacesmanyproblemsandchallengesfromtheperspectiveofmacroprudentialsupervision.Toaddresstheseissuesandchallenges,itisnecessarytocontinuouslyimprovetheregulatorysystem,enhancedatatransparency,strengthenmarketenvironmentmonitoring,andupdateregulatorytechnologiesandmeans.Wealsoneedtostrengthencooperationandexchangeswithinternationalregulatoryagenciestojointlypromoteglobalfinancialstabilityanddevelopment.六、基于宏观审慎监管视角的中国商业银行流动性风险监管改进建议SuggestionsforImprovingLiquidityRiskSupervisionofChineseCommercialBanksfromthePerspectiveofMacroPrudentialRegulation在宏观审慎监管的框架下，中国商业银行的流动性风险监管应着眼于整个金融系统的稳定与安全，而不仅仅是单一银行的稳健运营。为此，本文提出以下改进建议：Undertheframeworkofmacroprudentialsupervision,theliquidityrisksupervisionofChinesecommercialbanksshouldfocusonthestabilityandsecurityoftheentirefinancialsystem,ratherthanjustthestableoperationofasinglebank.Therefore,thisarticleproposesthefollowingimprovementsuggestions:完善流动性风险监管指标体系：建立更全面、更具前瞻性的流动性风险指标体系，以捕捉银行在面临不同宏观经济和市场环境下的流动性风险。这包括引入更多反映市场流动性状况、银行资产负债结构以及银行与其他金融机构互动关系的指标。Improvetheliquidityriskregulatoryindicatorsystem:Establishamorecomprehensiveandforward-lookingliquidityriskindicatorsystemtocapturetheliquidityriskfacedbybanksindifferentmacroeconomicandmarketenvironments.Thisincludesintroducingmoreindicatorsthatreflectmarketliquidityconditions,bankassetliabilitystructures,andtheinteractionbetweenbanksandotherfinancialinstitutions.强化压力测试与情景分析：在现有压力测试的基础上，增加更多极端和不可预见事件的模拟，以检验银行在极端市场环境下的流动性应对能力。同时，加强情景分析，考虑不同宏观经济和市场因素对银行流动性的影响，为监管提供更为全面的信息。Strengthenstresstestingandscenarioanalysis:Onthebasisofexistingstresstesting,addmoresimulationsofextremeandunforeseeableeventstotesttheliquidityresponseabilityofbanksinextrememarketenvironments.Atthesametime,strengthenscenarioanalysis,considertheimpactofdifferentmacroeconomicandmarketfactorsonbankliquidity,andprovidemorecomprehensiveinformationforregulation.优化流动性风险管理机制：鼓励银行建立更为灵活和有效的流动性风险管理机制，包括完善流动性储备管理、优化资金调度和运用、加强与其他金融机构的合作等。同时，推动银行提升风险意识，完善内部控制和治理结构。Optimizeliquidityriskmanagementmechanism:Encouragebankstoestablishmoreflexibleandeffectiveliquidityriskmanagementmechanisms,includingimprovingliquidityreservemanagement,optimizingfundallocationandutilization,andstrengtheningcooperationwithotherfinancialinstitutions.Atthesametime,promotebankstoenhanceriskawareness,improveinternalcontrolsandgovernancestructures.强化信息披露与透明度：要求银行更加全面、及时地披露流动性风险相关信息，包括流动性状况、风险管理策略、压力测试结果等。这有助于增强市场信心，促进银行与投资者之间的信息沟通。Strengtheninformationdisclosureandtransparency:Banksarerequiredtodiscloseliquidityriskrelatedinformationmorecomprehensivelyandtimely,includingliquiditystatus,riskmanagementstrategies,stresstestresults,etc.Thishelpstoenhancemarketconfidenceandpromoteinformationcommunicationbetweenbanksandinvestors.加强监管协调与信息共享：在宏观审慎监管的框架下，加强与其他监管机构的协调与合作，共同制定和执行流动性风险监管政策。同时，推动建立更为完善的信息共享机制，提高监管效率和效果。Strengthenregulatorycoordinationandinformationsharing:Withintheframeworkofmacroprudentialsupervision,strengthencoordinationandcooperationwithotherregulatoryagenciestojointlyformulateandimplementliquidityriskregulatorypolicies.Atthesametime,wewillpromotetheestablishmentofamorecomprehensiveinformationsharingmechanismtoimproveregulatoryefficiencyandeffectiveness.提升监管科技水平：利用大数据、人工智能等先进技术提升流动性风险监管的效率和准确性。通过构建智能监管系统，实现对银行流动性风险的实时监控和预警，为监管决策提供有力支持。Improvingregulatorytechnology:Utilizingadvancedtechnologiessuchasbigdataandartificialintelligencetoenhancetheefficiencyandaccuracyofliquidityriskregulation.Byconstructinganintelligentregulatorysystem,real-timemonitoringandearlywarningofbankliquidityriskcanbeachieved,providingstrongsupportforregulatorydecision-making.基于宏观审慎监管视角的中国商业银行流动性风险监管改进建议涉及多个方面，包括完善监管指标体系、强化压力测试与情景分析、优化风险管理机制、强化信息披露与透明度、加强监管协调与信息共享以及提升监管科技水平。这些措施的实施将有助于提升中国商业银行应对流动性风险的能力，维护金融系统的稳定与安全。TheimprovementsuggestionsforliquidityrisksupervisionofChinesecommercialbanksfromtheperspectiveofmacroprudentialsupervisioninvolvemultipleaspects,includingimprovingtheregulatoryindicatorsystem,strengtheningstresstestingandscenarioanalysis,optimizingriskmanagementmechanisms,strengtheninginformationdisclosureandtransparency,strengtheningregulatorycoordinationandinformationsharing,andimprovingregulatorytechnologylevel.TheimplementationofthesemeasureswillhelpenhancetheabilityofChinesecommercialbankstocopewithliquidityrisksandmaintainthestabilityandsecurityofthefinancialsystem.七、结论与展望ConclusionandOutlook通过对中国商业银行流动性风险监管的深入研究，特别是基于宏观审慎监管的视角，本文得出了一系列重要结论。流动性风险作为商业银行面临的主要风险之一，其管理对于维护银行体系稳定、防止金融危机的发生具有至关重要的作用。在当前复杂多变的宏观经济环境下，加强流动性风险监管，特别是从宏观审慎角度出发，显得尤为迫切和必要。Throughin-depthresearchonliquidityriskregulationofChinesecommercialbanks,especiallyfromtheperspectiveofmacroprudentialsupervision,thisarticlehasdrawnaseriesofimportantconclusions.Liquidityrisk,asoneofthemainrisksfacedbycommercialbanks,playsacrucialroleinmaintainingthestabilityofthebankingsystemandpreventingfinancialcrisesfromoccurring.Inthecurrentcomplexandever-changingmacroeconomicenvironment,itisparticularlyurgentandnecessarytostrengthenliquidityrisksupervision,especiallyfromamacroprudentialperspective.本文发现，中国商业银行在流动性风险管理方面已经取得了一定的成绩，但也存在不少问题和挑战。例如，部分银行对流动性风险的认识不足，风险管理体系不完善，流动性管理工具和方法相对落后等。这些问题不仅影响了银行自身的稳健运营，也可能对整个金融体系造成潜在风险。ThisarticlefindsthatChinesecommercialbankshaveachievedcertainresultsinliquidityriskmanagement,buttherearealsomanyproblemsandchallenges.Forexample,somebankshaveinsufficientunderstandingofliquidityrisk,incompleteriskmanagementsystems,andrelativelyoutdatedliquiditymanagem