(以下内容从开源证券《银行行业深度报告:存款偏离与指标问题对当前司库策略的影响》研报附件原文摘录)司库负债策略讲究头寸、指标与成本的三面平衡平头寸(补齐流动性缺口):1、当期缺口:总行需根据经营机构报备的每日走回款情况,对全行当日资金余缺进行调剂。2、预期缺口——基于银行对资负两端现金流预判,评估未来一段时间内可预见的流动性缺口,有以下几种模式:(1)负债稳健,长期资产投放型,国有行为主。(2)...
Source Link(以下内容从开源证券《银行行业深度报告:存款偏离与指标问题对当前司库策略的影响》研报附件原文摘录)司库负债策略讲究头寸、指标与成本的三面平衡平头寸(补齐流动性缺口):1、当期缺口:总行需根据经营机构报备的每日走回款情况,对全行当日资金余缺进行调剂。2、预期缺口——基于银行对资负两端现金流预判,评估未来一段时间内可预见的流动性缺口,有以下几种模式:(1)负债稳健,长期资产投放型,国有行为主。(2)...
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