Research On Liquidity Risk Management Of J Rural Commercial Bank Under The Background Of New Asset Management Regulations

For a long time,the commercial banks information technology business is rigid to honour,multilayer nested,the high leverage problems,these problems lead to the banks' assets inflated,idle capital,makes money not only from the real economy,also speed up the risk in the financial industry,expanding the scope of the risk of infection,in the event of risk will affect the entire financial industry.Therefore,in order to further improve the external business environment of commercial banks,improve the internal management mechanism of commercial banks and effectively prevent and control financial risks,on April 27,2018,the China banking and insurance regulatory commission issued the guidance on regulating the asset management business of financial institutions,and the new asset management regulations were officially implemented.A series of new asset management policies limit the capital preservation and financing business of commercial banks,break the rigid exchange of financial services,and promote the transformation of financial products to net value,so as to gradually reduce the operational risks of commercial banks in the future.However,in the short term,it also has a huge impact on the daily operation of commercial banks,especially the rural commercial banks with small assets,unsound system and poor liquidity.How to effectively identify,evaluate and reduce liquidity risks has become an increasingly urgent and important task for rural commercial banks after the introduction of new asset management regulations.In this paper,case analysis method is adopted to introduce the adjustment of asset management business of J Rural Commercial Bank before and after the introduction of new regulations on capital management,and the impact of business adjustment on its liquidity risk is analyzed.Select relevant data of liquidity risk indicators of J Rural Commercial Bank and six other listed rural commercial banks from 2014 to 2018,compare the liquidity risk indicators of J Rural Commercial Bank with the liquidity indicators of the other six rural commercial banks,and observe the change trend.And according to these indicators,using principal component analysis,and built a new measure liquidity risk(LRC),seven banks by calculation of the LRC values found J Rural Commercial Bank's liquidity risk is biggest,and summarizes the reason of J Rural Commercial Bank liquidity risk is the deposit-loan ratio and non-performing loan ratio is too high.Based on J Rural Commercial Bank liquidity risk qualitative and quantitative evaluation,issuing J Rural Commercial Bank liquidity risk management exist the following problems: weak consciousness of risk management,risk monitoring indicators is not comprehensive,the lack of an effective internal control system,has not yet set up the compliance department,information technology is no clear when the new regulations of liquidity risk improvement plan,In this way,specific suggestions are put forward for the optimization of liquidity risk management of J Rural Commercial Bank after the promulgation of new asset management regulations,mainly including strengthening management awareness,clarifying regulatory indicators,establishing a sound internal control system,setting up a compliance management department,and clarifying specific transformation plans.These suggestions can not only provide liquidity risk management ideas for J Rural Commercial Bank,but also provide reference for compliance adjustment of the same type of rural commercial banks.