Empirical Analysis Of Our Commercial Banks' Liquidity Risk

Liquidity risk management issue has been a world of commercial banks on risk management in the area of one of the key and difficult problems, in our country, the central bank had to control banking liquid risks and prevention as a priority task. However, Chinese banking industry risk the formation of the reasons for the lack of in-depth quantitative research, so that Chinese banking industry risk factors and the formation of the relative importance of various factors lack of quantifiable, accurate understanding. Therefore, the control and prevention of banking liquid risks, often can not grasp the key, unable to grasp the key factors preventing the banking industry risk can not find the main risk monitoring indicators, the central bank to control and prevent the performance of the banking industry risk greatly reduced.The research follows the concepts from theory to practice, and from general to specific by combining logic deductions with demonstration, qualitative analysis with quantitative researches. The theory to practice study starts from the abstract concepts on liquidity risk management to the specific operation and practice of Chinese banks in risk management. The general to specific research starts from the general theory of risk management to the specific models of liquidity risk management, and from liquidity risk management in general to the specific practices of local commercial banks in liquidity risk management. At the same time, the paper makes theoretical modeling and logical deductions based on information economics and the theory of games, and make quantitative analysis and pragmatic tests on relevant programs.On the basis of the literature review, the article first researches the causation and influencing factors. Because of the uncertainty of the source and the using of funds, and the contradiction between liquidity and interest, liquidity risk is certain to exist in commercial bank. Influencing factors of liquidity include asset and debt structure, the center bank policy, degree of money market development, credit risk and fluctuation of interest rate. Then the article set up an original indicator system based on the existing indicators of commercial banks both in China and in foreign countries. The complete indicator system needs the following factors: Asset liquidity indicators, Debt liquidity indicators, Integration liquidity of the two hands indicators, others indicators that reflects financial market information, and Marketing information indicators.The innovation lies with the statutory level of quantitative analysis to study the risk of China's commercial banks, the banking industry and risk factors of production between the relative importance of a quantitative judgement, and several samples to the risk of a comprehensive evaluation. On this basis, to prevent and reduce the risk of the banking industry measures. Therefore, this study for the establishment of China's banking liquid risk control system, guard against and defuse banking liquid risks, promoting macroeconomic stability key operation, a very important practical significance.