An Empirical Study On The Measurement Of Liquidity Risk Level And Its Influencing Factors In China's Commercial Banks

Liquidity is the lifeline of commercial banks.In general,the liquidity risk of commercial banks is due to the lack of sufficient funds to repay the debt,it is difficult to meet the customer payment and other deposit liabilities of the business demands and operation of various types of business assets,thus influence profitability level and the sustainable development of commercial banks.Many real cases and theoretical studies show that liquidity risk management is a very important part of risk management in commercial banks,and the size of liquidity risk is directly related to the viability of a commercial bank.The factors influencing the in-depth research on the liquidity risk of commercial banks,the commercial bank can meet the requirements of risk supervision in the new period,but also help to improve the commercial bank liquidity risk recognition capability and management level,so as to enhance the core competitiveness of commercial banks,to achieve stable operation and sustainable development.This paper consists of seven chapters.The first chapter is an introduction,briefly clarifying the background and significance of the research,and combing the status of the research at home and abroad.The second chapter defines the concepts of liquidity and liquidity risk management of commercial banks,and expounds the relevant theories of liquidity risk management in commercial banks.The third chapter explains the formation of liquidity risk in commercial banks from three aspects of endogenous mechanism,exogenous mechanism and related risk transformation.The fourth chapter,with the help of relevant financial indicators,analyses and explains the current situation of the liquidity of China's commercial banks.The fifth chapter,16 listed commercial banks as samples,through factor analysis,the liquidity risk level of different commercial banks from 2015 to 2017 each quarter was calculated,and the bank from a single sample analysis,horizontal analysis and vertical analysis of multiple dimensions of commercial bank liquidity risk level to conduct a comprehensive analysis and explanation.The sixth chapter,the liquidity risk of commercial banks in the fifth chapter the level of sample calculation as the explanatory variable,select the relevant indicators,through the panel regression analysis found significant factors including a plurality of interbank borrowing ratio,RMB excess reserve ratio and return on assets.Theseventh chapter,in view of the results of the empirical analysis,put forward relevant counter-measures and suggestions.