A Risk Management Study On The Commercial Banks In The Post Financial Crisis Era

The2008global financial crisis triggered by USA subprime mortgage crisis, is mainly caused by currency liquidity excess created by American financial markets and financial institutions earlier. Sooner then, liquidity excess turned into a liquidity crunch. Later in the process of crisis evolution, process of the sell-off led to sharp falls in asset prices and continuing increase in sales, and eventually evolved into a liquidity crisis. In the wake of the global financial crisis, the "Basel Agreement III" revised liquidity standards into the banking supervision, hoping to build up liquidity supervision index of global consistency.The connection between China’s economy and the global financial market is becoming closer and closer. The trend of commercial banks’assets turning long-term and liabilities turning short-term is becoming increasingly prominent, The accumulation of liquidity, interest rates and credit risk is increasing. With all the circumstances mentioned above, during currently descending period in macroeconomic, the liquidity risk of banks accumulated in the period of high-speed economic development, is becoming one of the main risks in financial markets. The eruption of "liquidity shortage" last year, has sound the alarm to commercial banks on liquidity risk. Therefore, commercial banks should have enough sense of risk when funding capital and be aware of liquidity risk at any time.This article mainly researches on in the liquidity risk management of commercial banks and analyze the liquidity risk and management strategy of commercial banks in post financial crisis era based on the case of JT bank’s liquidity risk. This paper mainly adopts the research methods of literature study, case analysis, survey analysis and etc.This article mainly uses five indicators including capital adequacy ratio, loan to deposit ratio, liquidity ratio, the rate of bad loans, provision for coverage to analyze on JT bank’s liquidity risk and finds out that in the current liquidity tightening macroeconomic situation, the bank deposit growth rate shows a downward trend, the mismatch problem between bank deposit and loan maturity is becoming gradually serious. Although the indexes of JT bank basically reach the national requirements, it still needs to pay special attention on liquidity risk. Through the research on the liquidity risk of bank JT, this paper gives some suggestions on improving liquidity risk management, including promotion of generalization of banks’ risk management, reference to experiences of commercial banks abroad, comprehension in risk management, improvement in the internal risk management system, establishment of risk monitoring and early warning system and cultivation of core customers groups and etc.