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Analysis On Influential Factor Of Liquidity Risk Of The State Commercial Bank

Posted on:2005-10-07Degree:MasterType:Thesis
Country:ChinaCandidate:Z G SunFull Text:PDF
GTID:2156360122989082Subject:Agricultural Economics and Management
Abstract/Summary:PDF Full Text Request
Since China formally participated in WTO in 2001, the reform of financial system in China has entered a new stage. But, as far as the state commercial bank is concerned, the reform just began. Entering the WTO, the state commercial bank will inevitably meet the rigorous competition of foreign financial institution that have scientific management, advanced method, strict risk regulation and control. In the rigorous competition, is our commercial bank ready? The answer is negative. We not only do not prepare for it enough, but also face very austere situation. Born of the old designed economic regulation system, with the transformation of the function of the government, the owned limitation of the state commercial bank begin to expose. These limitation, including disordered property right, unscientific management, feeble risk consciousness and so on, seriously restrict the further development and mightiness of the state commercial bank. At the same time, these limitation often tangle together, the settlement of any limitation must be carried out by the numbers. In the text, according to the requirement, the author will only discuss the management of liquidity risk.Liquidity, safety and profitability are the existent base of a commercial bank. Among the three characteristics, liquidity is the life -line of commercial bank. Provided a commercial bank can afford sufficient liquidity, meet the requirement of the depositor's timely drawing and the proper loan need, it can insure it's safety and profitability. But, at present, the liquidity situation of the commercial bank is worried. The commercial bank is facing the very high liquidity risk on the capital, liability, asset and the adaptive ability of environment change. Unqualified capital index, high liquidity debt ratio, high bad loan ratio and weak adaptive ability can induce liquidity risk.In the article, based on the real judgment of the liquidity risk of the state commercial bank, the author began to analyze further. Firstly, through the analysis of liquidity supply and demand, clearing the reason of forming the liquidity risk, individually carrying out analysis from exterior and interior two aspects. Then, according to the cause of formation analysis, find out that the influential factor of liquidity risk mainly derive from two aspects-the internal structure of asset and liability and external economic environment, affirm and quantitatively analyze the influential degree of these factors for liquidity risk by means of static index method, correlation coefficient method, liquidity gap method, consequently acquire the major influential factor of liquidity risk. Finally, drawing a conclusion, and bringing forward the relative suggestions about keeping away liquidity risk.I wish that through the analysis, the text can provide some reference for the government administrators and the commercial bank risk regulators about how to cope with liquidity risk.
Keywords/Search Tags:The state commercial bank, liquidity, liquidity risk, liquidity gap
PDF Full Text Request
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