Research On Liquidity Risk Management Of Commercial Banks Under Framework Of Prudential Macro-supervision

According to the requirements of Basel III,China should build a macro prudential regulatory framework for counter cyclical regulation.In order to solve the problem of inflationary pressure,in 2011,the people’s Bank of China began to implement the dynamic adjustment system of differential reserve,carry out desirable loan management,build a prudential macro-evaluation system in 2016,and issue the prudential macro-policy guidelines(for Trial Implementation)in 2021.After the formal implementation of the prudential macro-supervision policy,the synergy efficiency between China’s regulators has been greatly improved,effectively reducing the risk correlation of systemically important financial institutions.With the continuous promotion of the market-oriented reform of interest rate,the full popularization of Internet finance has led to financial disinter mediation,the rapid expansion of shadow banking,and the gradual transformation of commercial banks to digitization,but at the same time,they are also facing hidden liquidity risks.Strengthening prudential macro-management,that is,strengthening the requirements for bank liquidity,can improve the ability of commercial banks to manage liquidity risk.Under prudential macro-supervision,commercial banks should not only maintain the passive risk management of supervising the deposit loan ratio,but also strengthen the management of asset quality,which is more conducive to the operation and development of banks.On the premise of expounding the research background and relevant theories,this thesis takes the liquidity supervision of commercial banks under the prudential macro-supervision policy as the theoretical basis,and studies and analyzes the current situation of liquidity of commercial banks in China according to various measurement indicators of liquidity of commercial banks.Firstly,it defines the specific requirements and implementation tools of prudential macro-supervision on liquidity,studies the improvement of liquidity risk management of China’s commercial banks after the formal implementation of prudential macro-evaluation system,and points out the problems existing in the current management methods.Secondly,it focuses on the influencing factors of liquidity risk,and gives targeted countermeasures and suggestions according to the empirical analysis results and existing problems.With the official release of the prudential macro-supervision policy,guide commercial banks to return to their original business and promote the return of financial funds from off-balance sheet to on-balance sheet ones.In addition,the prudential macro-supervision policy adjusts the regulatory indicators of commercial banks’ liquidity.Therefore,the liquidity risk management measures of commercial banks should also comply with the current economic situation.This thesis holds that under the framework of prudential macro-supervision,commercial banks should pay attention to the changes of macroeconomic environment,pay more attention to liquidity risk,carry out real-time risk monitoring,and formulate plans in advance to improve the level of liquidity risk management.Commercial banks should improve the internal liquidity risk monitoring mechanism,prevent the occurrence of liquidity risk while pursuing profits,realize a virtuous circle and operate steadily.