Empirical Analysis Of Our Commercial Banks' Liquidity Risk

Here to talk about the liquidity risk, is born in2008the United States the outbreak of theglobal financial crisis, the crisis spread from the scope of no matter or scale, is unprecedented. Theroot of the crisis caused by or the banking liquidity problems, the developed countries in theliquidity risk supervision level and management is very experienced, but the crisis has happened indeveloped countries, that we have to think about the liquidity risk itself. Our country is concerned,our bank system is set up time is not long, various aspects of experience is not enough, especially incrisis monitoring, the prediction is weak, of course, we have to admit that due to the Banks in Chinabecause of the structure of the system, the our country are not affected by the loss of too much. Butwe must see, our country commercial bank in the liquidity risk management monitoring is very lowand need to be improving and reference things are still many, it is necessary to study the liquidityrisk, from foreign advanced management supervision model of our country to draw from favorableexperience, real ascension our country commercial bank liquidity risk management.In this paper the liquidity and liquidity risk of on the basis of redefining the concept areintroduced, and the measures of domestic and foreign liquidity risk and indicators, and points outthe liquidity risk management in our country, the problems of the way through a model to ourcountry the liquidity risk of impact factors in the analysis, found the effect on our country's liquidityrisk of the real reason, through to the western countries have the representative of the United States,Germany's liquidity risk management experience this paper, from the analysis we learn fromforeign advanced management experience, and on the basis of the proposed to our country theliquidity risk management of beneficial policy Suggestions to improve our country commercialbank liquidity risk management level.