Research On Liquidity Risk Of Different Types Of Commercial Banks

Liquidity risk has always been known as fatal risk because of its strong destructive power. Once the commercial banks liquidity is insufficient, the financial system will be affected, evenly followed by the real economy. The seriese of reaction may cause the financial crisis. The last global financial crisis fully reflected the loopholes of commercial bank liquidity risk management. After that, the liquidity risk has received the unprecedented attention. We must know that the liquidity of different types of commercial banks are influenced by different factors. This is very important for strengthening the liquidity risk management. Therefore, this thesis selected three representative types of commercial banks to study the differences. Taking the liquidity risk theory and practical research results as the foundation stone, using the quantitative analysis method, this paper studied deeply the status differences, the influencing factors and the influencing differences of different types of commercial banks. The specific contents are as follows:Firstly, this thesis defined the basic concept of commercial bank liquidity and liquidity risk, analyzed qualitatively the characteristics and factors of liquidity risk.The paper pointed importance of liquidity risk management, summarized the index for measuring of liquidity. Secondly, this paper analyzed liquidity risk status differences from four aspects:asset liquidity, liability liquidity, maturity mismatches and supervision index. Finally, the thesis analyzed quantitatively the liquidity risk and the risk difference between 29 different types of commercial banks, selecting explaining variable from four aspects: capital adequacy, asset quality, profitability ability and macro factors, utilizing entity fixed effects model. According to the results of the model, we could conclude that different risk factors impact on liquidity risk of different types of commercial banks in different degree.