Research On The Factors Influencing The Liquidity Risk Of Commercial Banks

Liquidity risk is the most fatal risk of commercial banks.Since the financial crisis,people have gradually realized the importance of liquidity,and the research on liquidity risk has gradually increased.But so far,it is still impossible to find a non controversial variable to represent the liquidity risk,because liquidity risk is no form,and can not be measured.In this paper,we measure the liquidity risk of commercial banks from micro-macro perspective,and then analyze the influencing factors of liquidity risk.In this paper,we use principal component analysis to find a variable that can represent the liquidity risk L.L simulation using the five indicators of seven banks from 2008 to 2015 for principal component analysis.Finally,the conclusion is drawn that from 2008 to 2015,the liquidity risk of China has fluctuated.The fixed effect model of panel data is used to analyze the influencing factors of commercial banks' liquidity risk.Firstly,the macro and micro economic data were analyzed by principal component analysis,and the multiple collinearity was eliminated.Then according to the panel regression,we get the relationship between these factors and liquidity.Finally,according to the results of this study,the paper gives some suggestions and points out the shortcomings of the article.