论文润色：银行流动性风险与信贷风险的讨论分析
自金融危机爆发以来，各个国际市场的银行监管机构开始考虑并制定不同的规则。这些规则主要包括一些措施，以加强整个银行业的弹性范围。政府已作出多项努力，设计新的资本要求，为银行提供足够的储备，以应付未来的危机。由于金融机构自其证券投资组合最近出现动荡以来遭受重大损失，新的资本充足框架更加强调管制交易风险。从具体意义上讲，新规则的重点是市场风险;在有压力和正常的情况下，这些风险是信用风险和流动性风险。信用违约互换(swap)的蔓延增加了数个百分点，同时整个金融业的流动性也出现了短缺。
论文润色 ：银行流动性风险与信贷风险的讨论分析
这一时期有证据表明流动性对投资者的重要性，同时也强调了理解流动性与信贷市场之间联系的必要性。这表明，在整个银行业，流动性风险与信贷风险之间存在很强的联动关系。因此，可以开发代理变量来衡量与银行相关的贷款违约的意外比率。这可以通过贷款的净损失特别代表当前时期内允许记录贷款的损失这一特定变量似乎捕捉当下的关键风险在银行的贷款组合,和准确性维护风险管理的银行在短期贷款的预期损失。
论文润色 ：银行流动性风险与信贷风险的讨论分析
Since the aftermath of financial crisis, bank regulators across various international markets started considering and devising different rulebooks. These rulebooks were mainly inclusive of a number of measures for strengthening the scope of resilience throughout the banking industry . A number of efforts have been put in to design new requirements of capital for providing banking with adequate reserves in withstanding crises of the future. As there was suffering of major losses by institutions of finance since the recently stemmed upheaval out of their portfolios of securities, the framework of new capital adequacy has laid increased emphasis in regulating the risks of trading. In the specific sense, the focus of new rules is on market risks; in stressed and normal conditions, these risks are credit risk and liquidity risk . The spreading swap of credit default increased by a number of points, in accompany with the shortage of liquidity across the financial industry.
论文润色 ：银行流动性风险与信贷风险的讨论分析
There have been evidences in the period about the significance of liquidity for the investors, while underlining the need of understanding links between liquidity and credit markets. This suggests that there has been a strong co-movement of liquidity risk and credit risk across the banking industry having a strong relationship. As a result, there can be a development of proxy variable to measure the unexpected ratio of loan default related to the bank. This can be specifically represented through the net losses of loan within the present period in allowing to record the losses of loan This particular variable appears to be crucial in capturing the present risks in loan portfolio of banks, and the accuracy maintained in risk management of bank for the anticipation of losses in loan in the near-term.
