Research On The Evaluation And Response Of The Liquidity Risk Of China's Commercial Banks Under The New Economic Normal Situation

At present,China's economy development has entered into the stage of "new normal",and the financial ecological environment which commercial banks depend on has changed.Financial innovation is becoming more frequent and interest rates are gradually becoming market-oriented.The liquidity level of commercial banks is affected by a series of factors,such as deteriorating financing environment,shrinking interest rate space and changing profit structure.In addition,the slowdown of economic growth and the improvement of supervision on commercial banks by supervisors also have a great impact on commercial banks.From the introduction of deposit insurance system,the assessment of deposit deviation degree to the abolition of deposit-loan ratio supervision index,it shows that commercial banks have entered a period of deep transformation of strategic development.In this context,a series of changes brought about by the new normal economy to the financial market have become the focus of attention of academia and industry.This paper takes the background of China's "New Normal Economy" as the starting point,and sets the research object as the evaluation and management of commercial banks' liquidity risk under the background of the new Normal Economy,aiming at analyzing the current situation of liquidity risk and putting forward corresponding countermeasures.The main content of this paper includes five parts.The first part is the research background,research significance,literature review,and main research contents.The second part is the definition of related concepts and mainly includes the interpretation of commercial bank liquidity and liquidity risk,theoretical basis and risk level assessment,and the analysis of liquidity risk coping strategies of commercial banks.The third part,based on the current social and economic situation,analyses the important factors affecting the liquidity risk of domestic commercial banks.The fourth part is the empirical analysis of liquidity risk of commercial banks under the new normal economy.Through the index selection,VAR model and empirical analysis,the corresponding conclusions are drawn.Finally,based on the analysis of the previous chapters,this paper puts forward operational suggestions to build a sound and perfect liquidity risk management mechanism.This paper argues that the slowdown of economic growth and the existence of term mismatch in bank credit structure will lead to the liquidity risk of banks.It is suggested that commercial banks should establish and improve risk management system,and implement risk management responsibilities at the departmental and individual levels.