China's Commercial Banks To Liquidity Risk Assessment And Its Impact Factor Research

Liquidity risk is an important part of risk management in the commercial banks. China's banking industry fully opened, making our commercial banks are entering a new stage of development, China's commercial banks are facing more intense competition and greater risk. In the 2008 financial crisis, central banks, to reverse the situation of liquidity crunch for commercial banks, have adopted quantitative easing monetary policy, putting a lot of liquidity into the market. As China's real economy has not been materially affected, the market to absorb the liquidity needed for some time, so mobility will inevitably lead to general rise in prices. From the beginning of last year, China's central bank raised the reserve ratio several times to reduce market liquidity, in just more than one year, the central bank's monetary policy direction changes, the flow of commercial banks Liquidity risk will increase. Therefore, China's commercial liquidity risk of banks is of great significance.This article is about the liquidity risk of commercial banks and its influencing factors. The subject is focusing on comprehensive evaluation of the risk of commercial bank liquidity by use of descriptive statistics and factor analysis, and on comparing liquidity risk of the state-owned commercial banks and joint stock commercial banks. Gray relational theory is used to commercial bank liquidity risk factors for empirical analysis. Through research and analysis, the risk of commercial bank liquidity has been a downward trend, however, the state-owned commercial banks has greater liquidity risk. The empirical analysis of China's commercial banks in the liquidity risk of a number of factors, the higher correlation degree factors are the excess reserve ratio and the expected market interest rates. Finally, the article's analysis is to improve liquidity risk proposed path arrangements for China's commercial banks.