Research On The Impact Of Bank Liquidity Risk On Deposit And Loan Maturity Mismatch Under COVID-19

Due to systemic financial risk has characteristic of accidental chain and unpredictability,Banks in the risk management,tend to ignore the systemic risk,systemic risk in the event,however,can produce strong destructive power,to have serious impact on social and economic development and harm,destroy the economic order,serious when may cause the financial crisis Therefore,in the context of COVID-19,this paper studies the maturity mismatch of deposits and loans and liquidity risk of China’s banking industry as a whole by searching the annual report data of commercial banks and relevant macro data.This article first on the deposit and lending period mismatch and banking liquidity risk of defining the related concepts,based on the analysis of commercial bank lending and deposit term mismatch and the influence factors of liquidity risk and its mechanism of action,on the basis of the commercial bank lending and deposit term mismatch measure methods are introduced,and finally this article selects the deposit term mismatch rate index for measurement and analysis,It is found that there is a serious mismatch between the maturity of deposits and loans in China’s banking industry:Large state-owned commercial Banks and city commercial Banks,on the whole,showing a positive deposit term mismatch,and the joint-stock commercial Banks since 2018 severe negative deposit term mismatch,especially in 2020,the sharp rise in lending and deposit term mismatch negative gap,explain COVID-19 outbreak occurs,not only caused a serious impact to the national economy,It also enlarges the maturity-mismatch gap between deposits and loans of joint-stock commercial banks,and affects the liquidity and sound operation of banks to a certain extent.Then,the COVID-19 epidemic was used to simulate the outbreak of systemic risk,and micro-influencing factors and macro-influencing factors were introduced.Deng’s grey correlation model was used to empirically test the correlation degree of related micro-and macro-factors among the influencing factors of liquidity risk on the maturity mismatch of commercial banks.Thus,the results of grey correlation between the maturity mismatch of bank deposit and loan and the influencing factors of liquidity risk in each system are obtained.The results show that:For banks in different systems,the order of correlation degree between deposit and loan maturity mismatch and influencing factors of liquidity risk is different.But overall liquidity risk factors affecting microcosmic profitability,capital assets,profitability of the cost income ratio,capital adequacy and asset-liability ratio and macroeconomic factors in economic growth and financial deepening and deposit term mismatch of correlation degree is bigger,it will be the banking in the daily operation and uncertain risk occurs the breakthrough point of liquidity risk management.Then it puts forward countermeasures and suggestions on how China’s commercial banks do a good job of liquidity risk management in the context of COVID-19 epidemic.