Research On The Liquidity Risk Management Of Commercial Banks

Commercial banks are the core of national finance,and liquidity is the core of commercial banks' management.They occupy the top position among the " Three principles " and are a prerequisite for maintaining the survival and development of commercial banks.Based on the 2013 Basel Liquidity Regulations,China's financial regulatory authority issued a new version of the liquidity regulation rules in mid-2018,and the new rules stipulate five new regulatory indicators.Up to now,the research on empirical analysis of the factors affecting the liquidity of commercial banks using new regulatory indicators is relatively rare.This article uses liquidity coverage ratio to try to analyze the influencing factors of commercial banks' liquidity under the new regulatory framework.The theory section of the article introduces the definition of liquidity of commercial banks,the theory and the history of liquidity management,the new regulatory indicators of Basel's liquidity and the impact of chiness new regulatory framework on the banking industry.The necessity of strengthening liquidity management under chiness special national conditions and the current situation is analyzed,and combined with graphic and theoretical analysis,assumptions are made on the various influencing factors of liquidity risk.The empirical part uses the panel model to analyze the liquidity influencing factors of 17 commercial banks through R software.This paper uses the new liquidity supervision index liquidity coverage ratio to analyze the impact of various factors on the liquidity of commercial banks,including the micro-factors of commercial banks,the meso factors of financial markets and the macro-economic factors of the national economy.Corresponding conclusions,and compare the conclusions with common sense and previous research results,and extract some suggestions to strengthen liquidity management from the conclusions.It is hoped that this article can provide some support for the liquidity management of commercial banks under the new regulatory index system.