Research On Commercial Bank’s Liquidity Risk Management Of Lanzhou Area

With the constant expansion of business of China’s commercial bank,the issue of commercial bank’s liquidity risk management has become animportant issue in commercial bank management process. In recent years,China Banking Regulatory Commission issued a number of policies tostrengthen liquidity risk management of China’s commercial bank.Therefore, the issue of commercial bank’s liquidity risk management isnot only the problem which commercial bank needs to solve, but also animportant subject which academy needs to study.In the context of commercial bank’s liquidity risk management to bemore and more important, this paper uses the method which combinestheoretical analysis and empirical analysis to study commercial bank’sliquidity risk management of Lanzhou area. Firstly, this paper introducescommercial bank’s liquidity risk management theory, the commercialbank’s liquidity risk measurement indicators, as well as method ofcommercial bank’s liquidity risk management. Secondly, this paperanalyzes commercial bank’s liquidity risk management of Lanzhou areafrom three aspects: factors of affecting commercial bank’s liquidity riskmanagement of Lanzhou area, current situation of commercial bank’sliquidity of Lanzhou area and problems that may exist in liquidity riskmanagement. On this basis, this paper based on relevant data, buildingliquidity risk measurement model for ICBC, China Merchants Bank and Bank of Lanzhou, and conducting liquidity risk stress tests on the basis ofmultiple regression model for China Merchants Bank and Bank ofLanzhou. Finally, this article makes policy recommendations from themacro level and micro level to strengthen the commercial bank’s liquidityrisk management of Lanzhou area. Hoping it has reference value forenhancing the level of commercial bank’s liquidity risk management.