| Funding liquidity is the lifeline of bank. The destruction of liquidity risk could be recognized through the financial crisis in 2008.The bank would either suffer economic loss or be destroyed. In recent years, the structure of assets and liabilities of the bank has undergone some changes. When the commercial banks transform the highly flowing short-term deposits into illiquid long-term loans, maybe the sources of funding does not match the application, therefore the commercial bank faces the loan maturity mismatch risk. Besides, with the rapid development of the inter-bank business, the debt proportion of the inter-bank market is too high, increasing the difficulty of funding liquidity risk management, the money shortage in 2013 is related to the inter-bank excess loan. If the bank can reserve modest high-liquidity assets,it can not only make up for the gap in net assets and liabilities, but also can reduce the NPL ratio. Comprehensively sorting the financing liquidity risk management of each bank would play a role in forcing the bank to manage the funding liquidity risk. Therefore, each bank should formulate its own funding liquidity risk management program which is based on the liquidity risk management framework and indicators of CBRC.Firstly,this paper analyzed the funding liquidity risk management theory by explaining its meaning, content and theoretical basis. Secondly, this paper summarized the experiences of funding liquidity risk management of foreign banks,and summarized its enlightenment to China.Then this paper analyzed the achievement and problem of funding liquidity risk management in China.On the basis,this paper used three indicators to analyze specifically 16 banks’ funding liquidity risk management situation respectively from three dimensions.This paper further used the factor analysis to corroborate the effectiveness of the three indicators and comprehensively evaluated 16 banks’ funding liquidity risk management situation. Finally,this paper presented sound funding liquidity risk management proposals,including increasing dynamic management indicators and perfecting management strategy,focusing on the differentiation and sophistication of funding liquidity risk management, managing the funding liquidity risk of off-balance sheet business,and managing the inter-bank maturity mismatch risk. |
