The Research On The Liquidity Risk Management Of China’s Commercial Banks In The Post-crisis Era

Liquidity is of great significance to most of the commercial banks for its role asthe lifeline of protecting common operations. It may cause not only serious liquidityrisk but also financial crisis which leads to huge loss or even broken up of the bank.Due to these, supervisory management as well as administrators of banks havealways been keeping an eye on the management of commercial banks.As financial crisis broke up, supervising on the liquidity of commercial banks isbecoming tougher. The cause of liquidity risk is becoming more and morecomplicated and it can spread with a high pace within the system, which will resultin more losses. The Basel Committee revised “Basel III” to make up for thedeficiency of the management of risk. This establishes a new global unifiedcombination of short-term and long-term liquidity risk supervision standard, whichreflects the emphasis on liquidity regulations.Under this kind of background, this essay applies the relevant theoreticalknowledge of liquidity and risk management and combines with our country’spresent situation and the characteristics of the commercial bank liquidity riskmanagement, using the latest data from the year2011to2014to figure out thesituation of the liquidity risk of commercial banks in our country. Combined withnew challenges which shadow banking liquidity risk causes, this essay brings out theproblems existing in our country’s commercial banks. And this also put forwardmeasures for the perspective of macro policy, regulators and risk managers.