Research On The Liquidity Risk Management Of A Bank

1.iquidity risk that is one of the major risks of commercial banks during the daily operation is likely to face. Decision makers of "A bank" have attached great importance to the problem of liquidity risk since its inception. In condition of implementing regulatory standards of the central bank and the CBRC strictly. "A bank" bettered the business process, improved the overall quality of staff the continuously and strengthen the construction of internal control. Especially renamed, "A bank" clutched the liquidity risk management of all aspects of performance and obtained the unprecedented development. However, how to measure liquidity risk level of "A bank" and how to improve the level of liquidity risk management of A bank will become a new problem that "A bank" will have to explore and innovate continually. The paper begins from the above problems and analyzes the bank liquidity risk level from the principals on liquidity, profitability and security over the years. After that, the paper finds out the common factors by using the factor analysis method, further concludes the priorities of liquidity risk management of "A bank’". At the same time, the paper tests the liquidity risk management by using pressure test for "A bank". Finally, the paper provides the necessary policy suggestions and theoretical basis for the decision-making level of liquidity risk management.