Research On Liquidity Risk Monitoring Of Bank P Based On Standard Data System

As the global economic situation is becoming more and more complex,the domestic economy has entered a "new normal",the bad debt rate of banking financial institutions is rising,and liquidity risk pressures are increasing.After the promulgation of the liquidity risk management measures for commercial banks in 2014,it is of great significance to improve the liquidity risk monitoring system for Chinese commercial banks,especially for local small and medium-sized commercial banks.The Measures perfected the qualitative requirements for liquidity risk monitoring,including cash flow measurement and analysis,diversified and stable sources of financing,day liquidity risk monitoring,high-quality liquidity asset management,consolidation of tables and other contents,and improved the pertinence and operability of monitoring requirements such as stress testing,and introduced LCR(New LCR).Liquidity coverage and NSFR(net stable capital ratio)indicators,while continuing to emphasize the risk monitoring of individual institutions,have added a macro-prudential perspective,requiring regulators and commercial banks to pay close attention to the impact of macro-situation and market changes on liquidity in the financial system as a whole,taking full account of market liquidity conditions.Significant adverse changes and other factors should be detected as soon as possible,such as tight market liquidity,raising financing costs and other signs,and timely response measures should be taken.Compared with large-scale banking financial institutions,local small and medium-sized corporate banks have smaller capital scale,lower business innovation ability,poor asset management level,and relatively backward liquidity risk monitoring means,which often face greater liquidity risk pressure.In this context,it is of great practical significance to improve the liquidity risk monitoring system that meets the characteristics of Bank P and even local small and medium-sized corporate banks and the needs of grass-roots supervision.Bank P is the local legal person bank of city P,is the most important supervisory object of the current grassroots first-line supervisory department,and its development has a great impact on regional economic and financial stability.In the recent years,driven by such factors as scale expansion,profit creation and growth,the capital business of local small and medium-sized corporate banks represented by Bank P has developed rapidly,and liquidity risk has gradually become one of the most important risks.In order to cope with the rising trend of liquidity risk and meet the needs of external supervision,this paper takes perfecting the liquidity risk monitoring of Bank P as the main objective,and gives full play to the advantages of high frequency,initialization and fine-grained data of banking supervision standards.Taking the liquidity ratio index as an example,this paper defines the current liquidity index according to its definition.Monitoring and analysis of liquidity indicators are conducted using standard data.At the same time,on the basis of the standard data obtained in the above way,through the historical simulation and empirical analysis of bank P's data,the guidance of liquidity stress test for the city's commercial banks is strengthened.From the conclusion of the test,because the city's commercial bank bond investment is greatly influenced by policy,and the interest rate bond accounts for a large proportion of all investment,the liquidity in the interbank market is stronger.Therefore,under extreme pressure conditions,bank P's liquidity stress test component factors are well under pressure,the overall liquidity does not exist obvious risk risks.