Our Country Commercial Bank Liquidity Risk Measure And The Factors Affecting Research

Maintain a moderate amount of liquidity, reduce the liquidity risk has been the targetof commercial Banks’ liquidity management. The Basel committee has also pointed outthat to measure and manage its liquidity is one of the most important business ofcommercial banks. Butmost people think that even if bank liquidity crisis, the governmentwill not sit, causing liquidity risk was once ignored by scholars at home and abROEd.However, in recent years, the banking liquidity risk problems continuously, strengthen theliquidity risk management become the attention hot spotof commercial banks.Visible,accurate measurement of commercial bank liquidity risk, and further study of liquidity riskinfluence factors on the banking industry in our country and even benign development hasimportant significance to the financial sector, in view of this, this article revolves aroundthese issues to our country commercial bank liquidity risk research, including thefollowing five parts:First, the paper combs the definition of liquidity, liquidity risk, commercial bankliquidity risk management related theory firstly, and introduces the principle of analysismethod used in this paper.Second, reviews the development of our country commercial bank liquidity risk andthe status quo, and analyze the current commercial bank liquidity risk managementproblemsin our countrycomprehensively and in-depth.Then, measures our country commercial bank liquidity risk measure by the static,dynamic liquidity risk methods, and constructs a measure of the commercial bank liquidityindex of comprehensive leveladopting principal component analysis method based on theexisting in our country commercial bank liquidity risk measure.Again, in order to the comprehensive level of liquidityconstructed above asexplained variable, and selecting internal and external independent variables from thebank of our country different sizes listed commercial banks establish a panel data model tocarry on the empirical analysis, exploring the influence factors of our country commercial bank liquidity risk.Finally, based on the analysis of the current situation and problems of liquidity risk,combined with an empirical analysis of the factors that affecting the liquidity risk, putforward the corresponding countermeasures suggestionsof our country commercial bankliquidity management from the aspect of the banks themselves level, the macro policylevel and the third party supervisionlevel.