| The main businesses of commercial banks are to absorb deposits and issue loans,liquidity risk may be generated in the processes of operation. Once the banks facingliquidity risk, their continuing operations and the ability to pay may be impacted directlyand cause other huge destructiveness. After the outbreak of the global crisis in2007, thecommercial banks’ liquidity dried up quickly, many commercial banks which have longhistories collapse rapidly; what’s more, for the pass of last two years China’s commercialbanks phenomenon of currency scarce seems to be common occurrence.This article will select12listed commercial banks of China as sample and using theirseveral financial data of2013to take an empirical evaluation. Firstly, I will use the SPSSsoftware to evaluate the liquidity risk of China’s commercial banks by the principalcomponent analysis. The empirical results show that the five major banks’ liquidity risklevels are higher than other banks and the reasons resulting in the liquidity risk fordifferent classes of banks are different. In addition, according to the China BankingRegulatory Commission annual report (2012), compared with the European and Americandeveloped country, the liquidity risks of commercial banks in China are lower. But thisdoes not mean there is no liquidity risk in our commercial banks. In the past two years the"Money Shortage" phenomenon indicates that the liquidity risk hidden troubles do exist inChina’s banks. Therefore, on the one hand every bank should strengthen the managementof liquidity on the other hand CBRC (China Banking Regulatory Commission) shouldstrengthen the supervision of liquidity. And the management and supervision should takeinto consideration of the aspects of supervision index system, regulator, operationprocedure, business pattern, feedback mechanism, general frame, crisis management etc.and follow the principle of innovativeness, diversity, high efficiency, adaptability, stability,coordination, and progressive. |
PDF Full Text Request