Research On Liquidity Risk Evaluation Of Commercial Banks In China

The economic crisis in 2007 made the problems of domestic and foreign commercial banks stand out.The regulatory authorities realized the importance of bank liquidity risk management.The Basel Committee revised the previous Basel II and revised the liquidity and capital for the first time.Adequate indicator supervision is placed at the same height,emphasizing the necessity of commercial banks for liquidity risk management.In 2010,the“Ba III Agreement”was promulgated,and the liquidity coverage ratio and the net stable capital ratio were taken as two major liquidity risk supervision indicators.China Banking Regulatory Commission also pays more attention to liquidity risk management and formulates relevant management measures.However,the outbreak of the“money shortage”in 2013 once again illustrates China’s shortcomings in liquidity risk management and control,and sounds warning lights for China’s liquidity risk management.As an important financial intermediary,commercial banks are closely connected with different financial institutions,and the outbreak of liquidity crisis will bring serious destructive power and influence.Especially in the context of globalization,interest rate liberalization and continuous innovation of financial products have made the financial environment more complicated.the advancement of market of interest rate countries will not be liable for the commercial Banks to provide credit endorsement,hide the liquidity risk of commercial Banks also gradually exposed,bad asset inflation,Strengthening the liquidity risk prevention of China’s commercial banks will be one of the important tasks,through the liquidity risk of different commercial banks in China.Evaluation,mining the problems of different types of banks in liquidity risk management,and proposing relevant management recommendations,is of great significance to strengthen the liquidity management of China’s banks.First of all,this paper studies the formation mechanism and current situation of China’s commercial banks’ liquidity risk,and the development of domestic and international liquidity risk supervision rules as a theoretical support.Based on the new mobile coverage index of China’s regulatory authorities,China will be 2008-2017.As a sample,the annual historical data is used to measure the risk assessment of new and old indicators of commercial banks in China.Based on the new indicator-liquidity coverage rate,by constructing the factor analysis model,15 representative liquidity risk supervision indicators were selected from five dimensions of commercial banks,and the risk assessment of 16 different types of listed banks in China was carried out.The liquidity of commercial banks is affected by the on-balance-sheet business of banks.It is also inseparable from the macroeconomic role and will be transformed by other risks of banks;the liquidity risks of different commercial banks are different.In general,Our country is in the tide of financial globalization,in order to make the regulatory standards of commercial Banks gradually to meet the requirements of Basel Ⅲ,draw lessons from international experience and combined with their own liquidity risk management in China continuously modify the basis of commercial bank liquidity risk management measures.However,the two cities of Nanjing Bank and Bank of Ningbo have the strongest liquidity,stand out from small and medium-sized banks,and even higher than the risk liquidity of large commercial banks.The reason is not only affected by the external economy(economic environment,social environment).It also has a lot to do with its own management.Although China’s large commercial banks have a debt advantage due to their large scale,the decline in asset quality has hindered the creation of their liquidity.Finally,according to the current situation of China and the problems of different types of banks,effective management suggestions are proposed from the two levels of supervision and the bank itself.