Measure And Management Of Liquidity Risk Of Chinese Commercial Bank

Liquidity has always been to the issue that the financial markets and financial institutions should always pay attention to, but also an important issue in financial regulation.. In 2008, the global financial crisis, which finally with appearance of the liquidity crisis, brought a lot of warning to the financial industry in our country, at the same time, also caused the commercial banks'attention and reflection on the management of liquidity risk in our county. The commercial banks should draw a profound lesson from the financial crisis, learn the excellent experience of the management of liquidity risk from the developed countries, so as to boost the commercial banks'ability of the management of liquidity risk.First, the thesis describes the present research of liquidity risk. then, by measuring, the thesis analysis the status of commercial banks' liquidity risk in our country, and found some problems. Second, the thesis analysis the forming reason of liquidity risk of commercial banks, and then, a empirical analysis is given to the factors which affecting the liquidity risk of commercial banks, The results show that the effect of some factors on the commercial banks in my country differ from the foreign research. Third, the thesis introduce the development of the theories of the management of liquidity risk, and the excellent experience of the management of commercial banks' liquidity risk from Germany and the United States,analysis the status of the management of commercial banks'liquidity risk from both regulatory authorities and commercial banks itself. Finally, the thesis makes a suggestion to the commercial banks on how to manage the liquidity risk.