An Analysis On Liquidity Risk Of Commercial Bank Based On The Evaluation Model Of FAHP

Along with the globalization of financial markets, and China’s banking industry also joining into the international financial markets, at the beginning of2007,China’s banking industry has finally accomplished the completely opening up, and become an important role in the intense competition of the international financial markets. Since then, China’s banking industry faced with the new rules of the game, while also facing the challenge which risks get complex day and day. In the process of globalization, the bank’s liquidity crises lead to various kinds of crisis frequently.From the1997Asian financial crisis,subprime mortgage crisis that influence the world in2007,to the bankruptcy of Lehman Brothers which is the fourth largest investment bank in the United Statesthe, etc., in terms of China’s commercial banks have a good warning. Therefore, China’s commercial banks’ liquidity risk measurement and evaluation is extremely important in the current situation.Firstly, through analyzing the connotations, causes and influencing factors of bank liquidity and liquidity risk factors theoretically, and depth studying of the mechanism of interaction between the various influencing factors about banks’ liquidity, form an overview of the bank’s liquidity risk. Based on this situation, consider the liquidity of commercial banks of China to drawing the liquidity risk level that according to the data obtained and potential liquidity risks that among the excess liquidity representation.Secondly, introduce domestic and foreign current banks’ liquidity measure indicators and methods, including static indicators, dynamic indicators and liquidity evaluation method.Then analyze the composition and defects of monitoring system above commercial banks’ liquidity which is owned by China’s financial regulators agency.Finally, in view of the existing index system, and taking fully account of the current situation of our country, build the measure and evaluation index system of China. By FAHP method of empirical analysis, get the evaluation results, and comes up with suggestions and summary of the whole text, hoping the liquidity Evaluation for China commercial banks have a certain significance.