Studies On The Liquidity Risk Management Of Chinese Commercial Banks In The Background Of Post Financial Crisis

A credit crisis originated from the United States quickly evolved into a global financial crisis. Heavy blows to the world economy. After two years of recession, the economy started to improve. In 2009, with the help of bailout in the global scope, the world economy stepping into a post financial crisis era. Today, in some countries, the financial crisis has in the past and the national economy began to recover. But in some countries, recession is also continuing. The international financial crisis started a new round of global financial depth adjustment. Credit risk, market risk, liquidity risk, financial risk in financial market is exposed. In April 2010, The Basel Committee issued "International Framework for Liquidity Risk Measurement, Standards and Monitoring" that gives two liquidity regulatory standards:Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR), putting forward the liquidity risk of global unity regulatory standards.In 2007, banks in China opened the door to the outside world. China's banking industry came into a new stage of development. In the global financial crisis, China's banking industry has to face more challenge. Our bank liquidity management is still in a relatively backward status.The current financial situation is complicated and the liquidity risk management level of commercial bank in our country is low, so it is necessary to study the liquidity risk management of commercial bank and improve the methods of liquidity risk management methods.The liquidity risk of commercial bank mainly comes from the mismatch of term structure of the bank's assets and liabilities, interest rate marketization, the change of bank customers'investment behavior and the transformation of other related risk. At present, there are several main methods of commercial bank liquidity risk measurement:index analysis, gap analysis, cash flow method and stress test.The commercial bank liquidity risk indicators show that, deposit-loan ratio of commercial bank in our country shows a rising trend, the high deposit-loan ratio shows that the commercial banks face the rise of liquidity risk level. The commercial bank's excess liquidity becomes shortage. Excess lending already made the banks'liquidity ratio down. Compare with advanced foreign commercial banks, the loan ratio of commercial bank of our country has always been in high level. But in recent years, the commercial bank loan ratio of our country gradually decline, and more and more close to the level of advanced foreign commercial bank. At the perspective of commercial bank liquidity risk management of our country, the commercial bank liquidity risk management of our country is still in a primary stage, the commercial banks has less liquidity risk management consciousness, risk management internal control system flaw, the management tools are limited and there is no proper stress test model.This paper will be divided into five parts:the first part is an introduction; this part mainly expounds the background and significance, literature review, the structure arrangement and innovation and shortage. The second part, we define the liquidity risk and related concepts. The third part we discusses the present situation of the liquidity risk in our country at present. The fourth part we put forward some suggestions. The fifth part, draw up the main conclusions of paper and points out the shortages and future research direction.Because that, at present, the research of the liquidity risk of commercial banks is far less than the research of other risks. After the financial crisis, people in the international scope pay more and more attention to the bank liquidity risk. But it hasn't created quite a degree of concern in China. The study of the liquidity risk with the current domestic and international economic environment is even less. Stress test in domestic hasn't been widely used. In this paper, we take analysis to several large domestic commercial banks, discuss the application of Basel III in China, and put forward effective related Suggestions.