Analysis Of The Impact Of Liability Structure On Liquidity Risk Of China's Commercial Banks

In the context of the slowdown of macroeconomic growth,the acceleration of interest rate liberalization and the vigorous development of Internet finance,the commercial bank liabilities structure is changing,this change has affected the configuration and management of commercial bank assets and liabilities,changed the behavior of commercial Banks and risk level,can even produce certain effect to the stability of the financial system.Deepen the understanding of the influence of debt structure on the liquidity risk of China's commercial banks is not only for improving the asset liability management ability and liquidity management of commercial banks,but also of great significance for the future reform of industrial regulation and the maintenance of the stability of the banking and financial systems.This paper focuses on the impact of debt structure on liquidity risk of China's commercial banks.Specifically divided into five parts: the first part is the introduction.First of all,the research background and significance of the paper are described,indicating the practical value of the research.Secondly,it summarizes the research framework and research methods of the paper.Finally,it combs the research status at home and abroad,and points out the innovation points and shortcomings,which lays a foundation for the development of the paper.The second part is the theoretical analysis of debt structure and liquidity risk of commercial Banks.This part firstly summarizes the liability structure and liquidity risk,introduces the connotation of the liability structure of commercial Banks and the evolution of relevant theories of liability management.Secondly,the index system of liquidity risk supervision of commercial Banks is summarized.Finally,the paper analyzes the influence mechanism of debt structure on the liquidity risk of Chinese commercial Banks.The third part is the realistic investigation of the debt structure change and development of China's commercial Banks.This part describes the general development of the debt structure of China's commercial banks,from the passive liability and active liability two aspects of the composition of the analysis,and on this basis,the liability structure of China's commercial Banks characteristics analysis summary.The fourth part is the empirical analysis of the impact of debt structure on the liquidity risk of commercial Banks.On the basis of the above theory and current situation analysis,select the semi-annual panel data of 13 listed commercial banks in China from 2010 to 2018 as samples,take the ratio of interbank debt,interbank debt scale and deposit debt ratio as explanatory variables,liquidity ratio as explanatory variables,and use panel data for empirical analysis.The results show that the proportion of interbank liabilities and the scale of interbank liabilities are negatively related to the liquidity level of commercial banks,while the proportion of deposit liabilities is positively related to the liquidity level of commercial banks.The larger the ratio and scale of inter-bank liabilities,the worse the liquidity of commercial Banks.The larger the ratio of deposit liability,the more conducive to ease the liquidity situation and reduce the liquidity risk.The fifth part,conclusions and Suggestions.According to the theoretical and empirical results of this paper,combined with the status quo of the liability structure of China's banking industry,the corresponding Suggestions are put forward.To promote the transformation of debt structure and prevent and control risks,we need not only the transformation of concepts at the bank level,but also the institutional support and supporting from the supervision level,so as to achieve overall linkage and coordination.