Research On The Effect Of Liquidity Supervision Of Commercial Banks In China

The subprime crisis of 2007,which began in the United States and then swept the major international financial markets,was called the most powerful global financial crisis since the Great Depression of the 30s last century.It has caused great damage to the real economy and financial system of the developed western countries represented by the United States.The speed of the spread of the crisis,the great destruction of the power to expose the liquidity management of commercial banks has a huge problem,making the international financial regulatory organization represented by the Basel Committee(BCBS)aware of the imperfection of the traditional liquidity regulation.In December 2009,the Basel Committee issued a series of documents and established the Liquidity Cover Ratio(LCR)and the proportion of net stable funds(NSFR),in order to establish a unified global liquidity regulatory quantitative standard.Although it has not been seriously affected,China's regulatory agencies still pay high attention to the liquidity problem of commercial banks.According to the requirements of the Basel agreement,a series of measures are introduced in accordance with the national conditions of our country.However,the"money shortage"and the increasingly complex reality of financial development have made us realize that the current regulatory requirements are still raised.The space of promotion and improvement.This article is based on the new banking liquidity regulatory framework based on the liquidity coverage rate and the proportion of net stable funds based on the Basel Agreement II.It recombs the related theories of liquidity supervision of commercial banks and the current situation of liquidity supervision and regulation of commercial banks in China.It selects 16 listed commercial banks in China as samples and divides them into a sample.Two major categories of systematic and non systematic important banks,according to the requirements of the Basel agreement to recalculate the net stable capital ratio,and add the more obvious real estate factors in the macro-economic and financial situation to the liquidity factors of commercial banks and study under the new index system by the pressure testing method.The effect of the liquidity regulation of different types of commercial banks in China is expected to provide the relevant countermeasures and suggestions for the regulatory authorities and commercial banks from a macro Prudential perspective,to improve the effectiveness and level of liquidity supervision in China's commercial banks,to improve our commercial banks' ability to resist liquidity risks,and to enhance banks and finance.The stability of the system provides suggestions to better cope with the more complex economic and financial environment.