Research On The Liquidity Risk Management Optimization Of N Bank

Commercial banks are essentially risk-taking institutions.Credit risk,interest rate risk,operational risk and liquidity risk are the four major risks faced by commercial banks in their daily operations.Among them,liquidity risk is highly contagious and destructive,and serious liquidity risk even affects the ability of commercial banks to continue to operate.After experiencing the “620 money shortage”,liquidity risk management was mentioned by regulators and commercial banks at an unprecedented height.This paper uses the combination of theory and practice,comparative analysis and other methods to conduct research on N Bank as a specific object,aiming to help N Bank and other small and medium commercial banks to improve the level of liquidity risk management.This paper first reviews the domestic and foreign literature research,expounds the liquidity,liquidity risk and related management theory,introduces the development history of liquidity risk management theory,and summarizes the liquidity risk management techniques and methods.Then,taking the representative bank of the market,N Bank,as the research object,it focuses on the current liquidity risk management system of N Bank,and selects four benchmarking banks,through capital adequacy ratio,liquidity ratio,and bad.The five indicators of loan rate,provision coverage ratio and liquidity coverage rate assess the liquidity risk management level of N Bank and analyze the problems and difficulties of N Bank in the process of liquidity risk management.Secondly,this paper is problem-oriented,designed optimization plan for N Bank to improve liquidity risk management level,and put forward specific implementation methods and safeguard measures to ensure the smooth implementation of the optimization plan.Finally,this paper summarizes the conclusions of N Bank's liquidity risk management optimization research,points out the shortcomings of this paper,and forecasts the future research direction.The research results show that although N Bank initially established a liquidity risk management system,there are still unclear operational and management responsibilities,unreasonable term structure management of assets and liabilities,weak position management ability and external financing ability,and liquidity risk management.Problems such as lack of informationization capabilities.N Bank should optimize from four aspects: sound liquidity risk management organizational structure,improvement of liquidity risk management strategies and procedures,enrichment of liquidity risk management techniques and means,and upgrading of liquidity risk management information systems.In order to ensure the smooth implementation of the optimization plan,the Asset and Liability Management Department of the N Bank Headquarters should actively promote the management of the treasurer and reasonably promote the FTP of the whole bank.The business departments of the head office should do a good job in internal liquidity management,monitoring and adjustment,and each branch should conduct business according to the requirements of the head office.Do a good job in the forecasting,reporting,and collection of positions within the jurisdiction.At the same time,N Bank needs to provide adequate safeguards in terms of institutional culture,human resources and departmental synergies.