Research On The Liquidity Risk Stress Testing System Of HRB Bank

In essence,the liquidity risk is a kind of risk that extremely difficult to accurately measure.Under the increasingly serious economic environment,the influence of financial markets becoming more and more serious.When the banking business face the structural changes,the consequence of liquidity risk will be more sensitive.Stress testing is a new kind of liquidity risk management method.Effective stress testing plays an important role in preventing liquidity risks.During the process of the interest rate marketization and the financial disintermediation,safety and prudent management are the promotion of commercial banks' liquidity risk management.In order to keep the money safe,to have the sufficient money supply,how to explore the effective stress testing model is a new question that the operators of commercial banks may face.With the research of domestic and international experts study results,they can help building a new liquidity risk management system and improve HRB's liquidity management level.As the structure of this paper,the author introduce HRB bank's liquidity risk management status quo.According to the theoretical concept of liquidity risk management and stress testing,the paper will analyze the problem of liquidity risk management from the aspects of risk factors,risk scenarios,indicators of risks and the quality of status.For the reasons and effects above,the paper will construct a new stress testing model.It will also show the obstacles and safeguard measures are described in detail.Finally,hope the paper will help building the construction of the liquidity risk management system for HRB and other city commercial banks.