| Commercial Banks operating are high debt and capital source and using two outer properties determine the liquidity risk management of commercial silver extreme importance. From the previous banking crisis recently swept the global financial crisis, liquidity problems is the last straw overwhelm commercial bank. After the crisis, People began to reflect the financial system. Among them strengthen commercial bank liquidity risk management is one of the important aspects. By crisis sparked the liquidity risk management challenge, domestic and overseas scholars and financial management practice department also more attention commercial bank liquidity risk management. In this context, The article is to commercial bank liquidity risk management of related problems were studied.This paper firstly introduced liquidity risk management related theory, straighten out the commercial bank liquidity risk management of theoretical contexts. In the foundation, endogenous and exogenous from commercial Banks from two angles of commercial bank liquidity risk of formation mechanism was discussed. For commercial bank liquidity risk and the harmfulness of developed countries and the Basel committee of commercial bank liquidity risk management the specific method for detail. For commercial bank liquidity risk of static and dynamic measuring methods are introduced. These two kinds of methods are compared and analyzed. Proposes using principal component analysis method to the liquidity risk of commercial Banks are measured Using our country commercial bank’s actual data of liquidity risk measurement. Making preparation For further analysis commercial bank liquidity risk factors, the. On the basis of commercial bank liquidity risk measurement, through selecting and constructing can reflect the changes of related macroeconomic variables, design the corresponding model, using panel data model for the empirical analysis.Finally, combined between earlier in commercial bank liquidity risk of measure and application of theory and empirical analysis result, thinking about China’s macroeconomic situation and commercial bank management, the basic situation from the macro and micro aspects put forward that strengthening the commercial bank liquidity risk management corresponding countermeasures and suggestions. |
