Research On Liquidity Risk Management Of Bank A-Based On Deposit Structure

The liquidity risk of commercial banks is extremely complicated and has great destructive power.If commercial banks fail to properly handle liquidity risks,they will have a payment crisis,and run-off problems will directly affect the reputation and operation of commercial banks.In more serious cases,the survival and development of commercial banks themselves will also be affected.Therefore,the management of liquidity risk has become a classic issue in the management of commercial banks.Bank A is a national joint-stock bank established in 2004.Its development is extremely rapid.In terms of liquidity supervision indicators.Bank A performed relatively well,but the deposit structure of Bank A was seriously unbalanced.The source of deposits was highly concentrated in corporate deposits,and the proportion of personal deposits was at all.The lowest and less than 10% of the listed banks,this deposit structure reflects the simplification and instability of the bank's deposit sources,the deposit base is not strong,and has a high liquidity risk.A bank's asset growth rate is at the forefront of the industry,and the deposit source structure is the worst diversified and stable among all listed banks.Therefore,the selection of Bank A for case study in this paper is typical and targeted.This paper is mainly based on the deposit structure represented by the customer composition,and the comprehensive term structure to study the liquidity risk management problem is a big innovation.Firstly,the stability of different deposit structures is analyzed,and then the impact of deposit stability on bank liquidity and liquidity risk management is analyzed.Secondly,the case study is carried out with the specific Bank A as the research object.The bank's deposit structure is analyzed in depth.It is found that the current deposit structure of Bank A is extremely unstable,and the Bank's current deposit structure is extremely unreasonable.The reason and the impact of the current deposit structure on its liquidity risk management.Thirdly,this paper sorts out the organizational structure,objectives and methods set by Bank A in liquidity risk management,as well as its current regulatory indicators.It finds that Bank A has problems such as imperfect management system and imperfect regulatory indicators.Finally,this paper analyzes the impact of bank A deposit structure on its liquidity risk management based on the perspective of deposit cost,deposit stability and deposit structure.The structure of this paper mainly includes the following chapters.The first chapter is the introduction,which mainly explains the background and significance,structure and method,innovation and deficiency,and literature review.The second chapter is the theoretical analysis part.Firstly,the related concepts are defined.Secondly,the stability of different deposits and the impact mechanism of deposit structure on liquidity risk management are analyzed.The third chapter introduces the background of the case,briefly introduces the basic situation of Bank A and the main problems in the fund level,and sorts out the current situation of Bank A's liquidity risk management.The fourth chapter is the key chapter of this paper.Firstly,it analyzes the deposit structure of Bank A,and then analyzes the problems of Bank A's liquidity risk management.Finally,it analyzes the impact of Bank A's deposit structure on its liquidity risk management.The fifth chapter is the research conclusions and related countermeasures.The conclusions of this paper are as follows: A bank's deposit structure is seriously unbalanced,the source of funds is too single,and it is highly concentrated on corporate deposits,which makes A Bank face a large liquidity risk;A bank's liquidity risk supervision indicators are few,especially Lack of structural indicators at the micro level,it is difficult to effectively monitor the liquidity situation;A bank liquidity risk management system is not yet sound,and the ability to manage liquidity risk is poor.Based on the conclusions of this study,this paper proposes to optimize deposit structure to strengthen deposit stability,enrich liquidity supervision indicators and improve liquidity risk management level,in order to provide a certain reference for liquidity risk management of commercial banks in China.