Analysis Of Influencing Factors On Our Commercial Bank’s Liquidity Risk

Since China’s accession to the WTO, The uncertain and unsafe factors in China’s economic and financial development become more. Factors which induced financial crisis become more and more. The global financial crisis induced by the United States subprime mortgage crisis has brought certain impact on the real economy and the financial system.With the rapid development of financial market today, commercial bank looks like a high-speed bullet train, and the constant power is maintained by adequate liquidity. Once the liquidity crisis comes, a run on a bank and credit crisis will push commercial banks into the doomed abyss. Therefore, it is the liquidity risk that eventually broke a commercial bank. So, to make the risk system perfect and establish a nice risk management system of liquidity disclosure is particularly important.This study follows the excellent literature at home and abroad and the theory.At the same time, the article analyzes the management of the liquidity risk of Chinese commercial banks. This article also gives the answers of macro factors that affect the liquidity risk of commercial banks.This article uses ARDL model to do the empirical analysis of various factors that affect the liquidity risk of commercial banks. It can be divided into six chapters. The first chapter is the introduction. It introduces the background and significance of the topic, makes a overall review of literatures at home and abroad, and summarize the theory of risk management of commercial banks, which includes the definition of liquidity of commercial bank and the commercial bank risk management.In this part, it expounds the development process of the theory of risk management of commercial bank. The second chapter is the analysis of the current situation of risk management of commercial bank and problem of risk management in our country commercial bank. The third chapter is analysis of the impact of macroeconomic factors on the liquidity risk of commercial bank in china, which includes macroeconomic environment, monetary policy, commercial bank financing, real estate market and the stock market. The fourth chapter is the method to measure the liquidity risk of commercial banks in China and the evaluation. The fifth chapter is the empirical analysis. The date is collected from2009January to2013March data. Using ARDL model to analyze the relationship among the liquidity index and the interbank lending rates, the real estate price, Shanghai A stock turnover, and monetary liquidity. The result tells us the interbank lending rates, real estate price and the monetary liquidity have effects on the liquidity of commercial banks significantly. In the sixth chapter, the article puts forward some suggestions to our country commercial bank liquidity risk management based on the conclusion of empirical analysis.There are kinds of methods in this article. For example, theory with practice, normative analysis and empirical analysis, and quantitative analysis and qualitative analysis.This article is different from previous researches. For example, the innovation of this paper lies in macroscopic factors influencing the liquidity of commercial banks. The innovative method of date processing and econometric analysis is also the innovation of this article. Limited by the academic level of my research process, there may be insufficient in the research process. Under the background of financial globalization and economic integration, it is significant to pay attention to the liquidity risk of commercial banks and to strengthen the liquidity risk management in the present. I hope that this article could be helpful to the goal of stable business of commercial banks through the study of liquidity risk management of commercial banks.