Research On Factors Affecting Liquidity Risk And Supervision Of Chinese Commercial Banks

As Chinese comprehensive strength grows,its economic situation has become more and more important to the international economy.As the backbone of financial economy,the development of commercial Banks and the prevention of risks has been the focus of our country.After the global financial crisis,we see the commercial bank due to lack of management and supervision and the serious consequences of,also let financial institutions from all over the world to know the importance of risk prevention,especially commercial Banks need to strengthen the liquidity risk prevention,it is not only necessary,but in the context of the current situation,is also very urgent.The new Basel accord was launched in response to the escalating liquidity risk of countries and international organizations and the new management framework of international organizations in this regard.In 2015,the China bank insurance supervision and management committee issued the document "liquidity risk management measures for commercial Banks(trial)" to strengthen the management of bank liquidity risk and give corresponding guidance measures,and stipulate that the regulation will be implemented on October 1,2015.The revised commercial bank liquidity risk management measures were adopted at the 15th chairman's meeting in 2017,and officially took effect from July 1,2018.General secretary Xi Jinping stressed at the 15th meeting of the central leading group for financial and economic affairs in February 2017 that" "to prevent and control financial risks,we need to speed up the establishment of a regulatory coordination mechanism,strengthen macro-prudential regulation,strengthen coordination capacity,and prevent and resolve systemic risks"".These measures indicate that China attaches great importance to commercial bank risk,especially liquidity risk.Therefore,in the current stage,it is the ultimate goal of this paper to analyze and understand the current situation of risks in China's commercial Banks,and put forward effective solutions and opinions on the problems in the risk management process and the deficiencies in supervision.Based on the relevant research and theoretical results of current experts and scholars,this paper analyzes the relevant theories of bank liquidity risk,and elaborates the influencing factors of such risk based on the current practices of Chinese Banks on liquidity risk management,and sorts out the latest Basel accord on liquidity risk management.Through qualitative analysis,using the icon shows the present situation of the current our country bank of liquidity management,and using the history data as the research object,the bank against short-term liquidity risk of our country's ability to make a quantitative analysis,and then empirically tested using VAR model micro and macro factors affecting the liquidity ratio,on the basis of the analysis results,combining with related theory,and policy requirements,specific measures are put forward on the current risk prevention,policy advice to regulators.To protect our financial institutions against risks and provide risk management level to make contributions.