Research On The Profit Model Of Chinese Commercial Banks Based On The Liquidity Risk Regulation

With the spread of the global financial crisis in 2008,the shortcomings of risk supervision was exposed in original commercial bank,which makes many countries began to realize the importance of the regulation of liquidity risk.In 2010,the Basel III,issued by the Basel Committee on Banking Supervision,located the liquidity risk supervision is in the key position.Afterwards,with the series of documents about liquidity risk management issued,such as Basel ? : International Framework for Liquidity Risk Measurement,Standards and Monitoring,the supervision of the global commercial banks entered the quantitative phase.The strengthening of the international financial regulation,especially the liquidity risk supervision,had an important impact on the risk supervision system of Chinese commercial banks.Faced with the changes mentioned above,China Banking Regulatory Commission(mentioned as CBRC as follows)actively responded to it by promulgated the regulation documents successively,such as the Commercial Bank Liquidity Risk Management Guidelines and the Commercial Bank Liquidity Risk Management Measures(Trial Version),which preliminarily helps to build the banking liquidity supervision system in China.Meanwhile,in the view of Chinese commercial bank profit model,owing to the acceleration in the interest rate during the marketization process,the strengthening of financial supervision,and the increasing competition of financial institutions,commercial banks in China are currently faced with the huge transformation pressure of profit model optimization.In other words,it has become an important issue during the developing process to all commercial banks in China on how to shift the profit model to develop well during the process.Historical analysis,empirical analysis,and comparative analysis are the main research methods utilized in this thesis.Based on the background mentioned above,this study starts from the analysis of liquidity risk supervision,through the analysis of current liquidity risk regulation both internationally and domestically,and the research of its influential patterns on bank profit model and other factors.Besides,this research analyzed the liquidity risk supervision and the theoretical basis of bank profit model,focusing on the analysis of the current new liquidity risk regulation index and its impact on Chinese commercial bank profit model.Through the analysis of the characteristics of commercial Banks profit model in two developed countries,the United States and Switzerland,this thesis serves as a reference for Chinese commercial bank profit model transformation.Then,based on the analysis of the two countries,the current situation of the development of commercial bank liquidity risk supervision and profit model and characteristics in China will be analyzed.In the following,the correlation analysis,non-interest income accounted for revenue ratio,and liquidity ratio positively related to basic relations will be discovered.With the method of panel data analysis,liquidity risk supervision,and the relationship between profit model and empirical analysis of 16 listed commercial Banks in China will be involved.In this way,the conclusion that liquidity risk regulation has a positive influence on our country commercial bank profit model will be reached.In the short run,the changes in the liquidity ratio have little influence on non-interest income ratio.However,as the global regulation of liquidity risk getting stricter,the supervision will also become stricter in regulatory indicators.Thus,in the long run,China's commercial Banks will face more regulatory pressure.At the same time,liquid liquidity risk control and profitability of commercial Banks should be taken into account.In the meantime,the proportion of interest income should be reasonably adjusted,to find suitable for each stage of the development of the commercial Banks profit model.Finally,some suggestions to Chinese commercial bank profit model will be given.After introducing the latest liquidity risk regulation,from the Angle of business strategy,China's commercial Banks should quickly change management ideas,learn from other countries' management experience,actively develop diversified business,and reasonably increase in current assets.Chinese commercial banks should also make effort to establish the dynamic flow regulation,to adapt to the current regulatory requirements,development of financial products innovation,risk prevention to improve the profit,and to pay attention to the relationship between liquidity and profitability.In the same time,commercial banks should also satisfy the liquidity risk supervision indicators to realize the change of profit model.From the Angle of regulatory policy,the CBRC should not only strengthen the dynamic monitoring of liquidity,but also provide the investment strategy for commercial banks.Meanwhile,CBRC should also arrange the transition period,and adjust the profit model to leave enough time for commercial banks.