Research On Liquidity Risk Management Of Shanghai Pudong Development Bank

As a very important part of the financial market and financial system,the risks faced by commercial banks are characterized by diversity,uncertainty,spread and profit and loss.With the development of financial globalization,the financial market is no longer affected by a single risk,but a variety of risks affect each other.Liquidity risk is characterized by large fluctuation,strong influence and wide infectivity.Therefore,for small and medium-sized banks,liquidity risk management is particularly important.Historically,since 1929,when the world economic crisis began,a large number of bank runs began to appear,and the liquidity risk of commercial banks began to attract much attention.In 1997,the whole country of Iceland even applied for bankruptcy.In 2008,the outbreak of the SUBPRIME mortgage crisis in the United States,a large number of banks around the world ran on and broke the capital chain.In 2013,the "cash crunch" and in 2019,Baoshan Bank was taken over.Therefore,no matter for a company,an enterprise or even a country,it should always pay attention to its liquidity risk.Therefore,the study of liquidity risk management has been an eternal topic.Liquidity risk management of joint-stock commercial banks such as Shanghai Pudong Development Bank has also attracted much attention and it is necessary to conduct in-depth research.This paper first explains the definition and theoretical basis of liquidity risk,the relevant provisions of Basel III and stress test.Secondly,the case of Shanghai Pudong Development Bank Chengdu Branch is introduced to analyze.Thirdly,according to the specific data in the financial statements of SPD Bank from 2018 to 2020,the level of liquidity risk management of SPD Bank is analyzed by static index analysis,dynamic index analysis and liquidity stress test under mild,moderate and severe pressure.Finally,according to the results of the stress test,the existing problems are summarized,the causes are analyzed,and some targeted policy suggestions are put forward for the existing problems in the liquidity risk management of SPD Bank.Through the above research and analysis,this paper finds that the liquidity risk management problems of SPD Bank mainly include: imbalance of deposit and loan structure,single liability structure and single asset structure.On this basis,according to the actual situation of Shanghai pudong development bank targeted policy Suggestions: optimization of liquidity risk management organization structure,strict monitoring liquidity index,actively optimize term mismatch and improve the quality of credit assets and enrich regulating methods and the introduction of advanced measurement methods,and to strengthen risk prevention awareness.