Shanghai Pudong Development Bank Liquidity Risk Analysis And Countermeasures

After 10 trillion loans in 2009, the ratio of Deposits than loans from the domestic commercial banks, especially small and medium sized commercial banks has increased sharply than the target inventory. In 2010, when the central bank suddenly announced the increasing of lending rate, the liquidity risk of small and medium sized commercial banks appeared a structural upward trend, including Shanghai Pudong Development Bank (SPDB). From the starting of this phenomenon, by the method of static index comparison and cointegration analysis, the article aims at the analysis of the impact from the liquidity risk to SPDB.Firstly, the paper showed the situation that after the financial crisis, the liquidity risk of commercial bank became serious, the present research would be significant; Secondly, the article analysised the theory of liquidity management by the model of stochastic inventory; combined with the present liquidity situation of SPDB, the article analysised the liquidity risk index for the bank. The empirical results showed that the level of liquidity controlling was almost relative to the model of stochastic inventory theory. Compared to other small and medium-sized commercial Banks, SPDB's liquidity risk would be smaller, but still existed. Finally, combined with the status about long-term loan scale, current deposit proportion, capital mismatch in SPDB, the paper gave some suggestions.