Liquidity Risk Management System Construction Based On The Basel Ⅲ

For a long time, as important members of the financial market, commercial banks maintained a rapid development cause of backed by the credit in our country. On the other hand, the liquidity risk problem of commercial banks has not been aroused widespread attention. But as the financial system gradually transition from the planned economy to the mark one, also with the accelerating the pace of market-oriented interest rate further, many problems of the commercial banks in China gradually exposed. Such as the inflation of the bad assets, the poor management, the too simple asset classes and the narrow financing channel. All of these questions aggravated the deposit of commercial bank liquidity risks in China. Look at the world, the liquidity risk is getting the attention of the western countries. Basel III also introduced new regulatory indicators for the liquidity risk of a more comprehensive, timely management.This article researches the liquidity risk situation of the commercial Banks in China. On the study of logic, this paper based on the analysis from theory to reality, from external to internal, from the problem to the countermeasure. The research methods of this article are case-analysis, literature-research, the empirical research method and a quantitative method. At the beginning of this article, the basic theory of liquidity risk and its management are described.In the second part this paper, takes the present situation of liquidity risk management of listed banks in China as the starting point. These data describes what exists in the liquidity risk management problems of commercial banks. In the last part, combined with the new requirements of Basel III and inspiration, this article discusses how to build a system to manage the liquidity risk in China Minsheng Banking Corp.Ltd.The main points and conclusions of this paper are:(1) There are two aspects which can impact the liquidity risk of commercial Banks--from their own and external; (2) Different commercial banks liquidity risk management status have some differences, joint-stock commercial banks face more severe challenges in this respect; (3)The commercial banks have lots of questions in the liquidity risk management, such as lack of initiative, not comprehensive indicators, and the imperfection of the management system; (4) Higher requirements are put forward according to Basel Ⅲ for commercial bank liquidity risk management;(5)Try to construct a liquidity risk management, as Minsheng Bank an example. This system includes daily management, risk early warning, emergency treatment and also the effect evaluation system.