Basel III LCR 規範對本國銀行之策略影響

Abstract

本研究根據政府頒布之行政規範，分析本國銀行之策略目標為在考慮成本及效益後，於業務成長、增加資產規模及存款規模時亦能兼顧流動性覆蓋比率(LCR)的影響，或是希望能夠以最低成本以調整本身資產負債狀況以順利達到LCR之要求，本研究提出三個策略方向：降低保額內之新台幣穩定存款波動度、降低小型企業存款波動度、重視營運存款比重 接下來本研究針對此三種策略方向，分析存款中主要的兩類產品：活期存款與定期存款之差異，提出活存定存化及流動性資金管理之產品概念，銀行將有四種執行策略可以使用：短期活期存款策略、中長期存款產品策略、帳戶規劃策略、現金管理業務。 最後本研究針對一般商業銀行的個人金融部門、法人金融部門及金融市場交易處提出不同的策略組合建議。

This thesis analyzes possible strategies for Taiwanese banks to respond to the Liquidity Coverage Ratio (LCR) regulation imposed in 2015. It proposes three directions: decrease the volatility of retail New Taiwanese Dollar (NTD) deposits, decrease the volatility of the deposits from small business customers, and increase operational deposits. According to these directions, this thesis reviews two deposit products: Current Account & Savings Account (CASA) and Fixed Deposit (FD), and discusses proposals for improving the stability of these products. In addition, it introduces four feasible strategies for commercial banks: short-term CASA stabilization strategy, mid- and long-term CASA stabilization strategy, account management strategy, and the strategy to promote the cash management business. Finally, the thesis proposes different strategy combinations for the consumer banking group, institutional banking group, and financial market group of commercial banks.