A Study On Liquidity Risk Management Of Ningbo Bank Under The New Normal State Of Economy

The concept of " new normal state of economy" was first proposed by general secretary Xi Jinping in may 2014.The emergence of this term shows that China's current economic development is in an important period of strategic opportunity,China's economic development has entered a relatively complex stage of the superposition of three effects:growth shift,structural adjustment and early stimulus policy digestion.Facing the new normal economic environment,the downward pressure of China's banking industry increases,coupled with the increase of regulatory requirements for liquidity risk in the Basel agreement,the liquidity risk management of Ningbo bank is facing great challenges under the new normal state of economy.Therefore,to maintain the liquidity level of Ningbo bank in a reasonable position,to avoid and reduce the liquidity risk of Ningbo bank,it has a very important significance for the new normal economic development.First of all,this paper studies the theoretical basis of liquidity risk and liquidity risk management,as well as liquidity risk regulatory requirements and regulatory tools in the Basel Accord,in the investigation and collection of relevant data and analysis of the new normal economic situation of Ningbo bank liquidity risk management status,current measures and the results achieved,this paper uses VAR model to identify and measure the liquidity risk of Ningbo bank;Secondly,this paper draws on the relevant experience of liquidity risk management of commercial banks in the United kingdom and the United States,and draws some inspirations from it.Finally,based on the study and analysis of the new challenges faced by Ningbo bank liquidity risk management under the new economic normal,the corresponding liquidity risk control measures are put forward.Based on the concealment and infectious characteristics of liquidity risk,as well as the challenges brought by the interest rate marketization and the slowdown of economic growth in the background,Ningbo Bank to get a better and faster development,from the two perspectives of macro and micro and eight aspects:risk awareness,big data technology,using its own interest rates pricing ability,innovation and regulation,strengthening the social and economic situation analysis and management to improve and broaden the financing channels and establishing effective risk early-warning mechanism to manage the liquidity risk of the Bank of Ningbo.