Study On Liquidity Risk Assessment Of Commercial Banks In China

This paper takes the liquidity risk of commercial banks in China as the main research object and takes strengthening the management of liquidity risk of commercial banks in China as the main objective.On the basis of studying the literature at home and abroad,it preliminarily understands the current situation and trend of liquidity risk measurement of commercial banks in China,and makes a comprehensive survey of liquidity risk of commercial banks in China.Joint assessment.In order to better analyze the causes of the liquidity risk of commercial banks,it is necessary to evaluate the liquidity risk of commercial banks,to avoid the operational risk of banks,and to benefit the healthy development of banks.This paper takes commercial banks in China as the research object,and synthesizes the research methods of qualitative analysis and quantitative analysis.Firstly,in the process of qualitative research,this paper defines the concepts of liquidity risk and management of commercial banks involved in this study,and elaborates the research status at home and abroad and the relevant theories involved in this paper.At the same time,we make a comprehensive assessment of the liquidity risk of commercial banks in China,including the regulatory indicators of the liquidity risk of commercial banks in China.On this basis,we analyze the current situation of the liquidity risk of commercial banks in China and the causes of the liquidity risk.Secondly,in the process of quantitative research,the liquidity risk of commercial banks in China is quantitatively studied.VaR model is introduced into the measurement of liquidity risk of commercial banks in China.The hypothesis of VaR model is tested by normality test,randomness test and heteroscedasticity test,which verifies that VaR model is used to measure commercial banks.Applicability in liquidity risk.At the same time,GARCH family model is used and constructed to reflect the fluctuation trend of liquidity risk of commercial banks in China.Finally,according to the qualitative and quantitative research results,this paper puts forward countermeasures and suggestions to deal with the liquidity risk of commercial banks in China,hoping that the qualitative and quantitative analysis of this paper can provide reference for the development of liquidity risk of commercial banks in China.The liquidity risk of China's commercial banks is affected by multiple factors.The supervision of the liquidity risk of commercial banks needs not only the responsibility of the regulatory authorities,but also the ability of the banks themselves to deal with the liquidity risk.Only when they cooperate with each other can we effectively improve the liquidity risk situation of commercial banks in China.Through the research on reducing the liquidity risk of commercial banks,the conclusions are as follows: strengthen the macro-prudential supervision of liquidity risk;commercial banks need to establish a comprehensive risk management concept;improve the credit quality of commercial banks;improve the debt structure of commercial banks;establish a perfect liquidity index measurement system;Establish an effective risk early warning mechanism.