Research On The Liquidity Supervision Of China’s Commercial Bank Credit And Economic Growth

For a long time, under the central bank and the CBRC role, our CommercialBank’s capital adequacy ratio supervision has been developing steadily. However, inview of the complexity of sporadic and supervision of liquidity risk, liquidity risksupervision is not in place. In2008, American financial crisis spread to the world.The"Basel agreement" for the industry regulator of modern bank core framework which islack of deep understanding of liquidity risk, does not have the risk warningmechanism very fruitful. In this case,"the Basel protocol Ⅲ: liquidity riskmeasurement, standards and monitoring of the international framework" emerge asthe times require.The liquidity risk of commercial bank supervision has stepped on anew stage.In the analysis of logic, this paper follows such a process: from theory to reality,from the outside to the inside, and from the countermeasure to the problem. Theintroduction of this paper first introduces the research background and significance,then the liquidity risk of commercial bank supervision from the researchachievements over the years are summarized in this paper, and put forward theinnovation and insufficiency of this paper. Based on the Basel Ⅲ, new two regulatoryindicators--net stable funding ratio NSFR and liquidity coverage ratio LCR as themain research object, expounding its connotation. Then we summarizes thedevelopment process of monitoring liquidity in China, and points out the defects inthe current index system, and then the analysis of other countries in the liquiditysupervision business practices. Based on the panel data of16listed banks collected,we estimate the liquidity regulation compliance status of China Banking industry.Then, using multiple linear regression and panel VAR model, an empirical analysis ofthe liquidity constraint (the new regulation to liquidity ratio as a proxy for) the impactof the credit of China’s banking industry and even the whole macro economy.Through the analysis we can conclude, increasing liquidity ratio of the index ofChina’s credit has obvious binding, and the index itself highly endogenous, standards can be used to objectively evaluate the liquidity risk. And at the end of the paper,forecasting the future development direction of flow regulation, and puts forwardsome policy suggestions according to the above analysis.