The List Commercial Bank Liquidity Risk’s Liquidity Risk

Commercial bank liquidity risk assessment is beneficial to analyze the causes of Banks’ liquidity risk, favorable circumvent the risk of bank management and promote the healthy and stable development of the Banks System.This paper combined with the norms and empirical, qualitative and quantitative research methods, qualitative analysis of the characteristics of commercial Banks liquidity, comprehensive evaluation of the commercial bank liquidity risk, build liquidity assessment theory system of commercial Banks, theoretical constructed and empirical study the formation mechanism of bank liquidity risk, which in turn is based on principal component analysis method of weighting theory, based on the comprehensive evaluation index of the principal component, this paper empirical study the comprehensive measurement of the listed commercial Banks liquidity.Based on the result comprehensive evaluation of the bank liquidity risk management, and the results show that the currency excess cover rate in recent years show a significant decline(the lowest point is 2.45%), the commercial bank liquidity risk management becomes difficulty. Although LDR index is rebounding, it is still difficult to meet the requirements of commercial bank loan ratio. Commercial bank liquidity index in more than 40%, above the standard of 25%..The non-performing loans of commercial Banks in general is on the decline, 2011 years later, the non-performing loans of commercial Banks become increasing, and joint-stock commercial Banks non-performing loan ratio is to rise, and its degree is greater than the state-owned commercial. Shanghai Commercial Banks interbank lending rates, improve the overall level of volatility increased obviously, the interbank market financing area are becoming tightening rapidly.Based on the source of funds of commercial Banks and fund use, the analysis results show that the commercial bank liquidity is presently becoming tighten, bank loan credit creation and settlement of exchange to the passive, weak external demand, money supply, passive decrease as well as the continued appreciation in the yuan, the emergence of marketization of interest rate and deposit substitutes traditional financial disintermediation and trade the funds in the balance sheet mismatch is the main reason most of the commercial bank liquidity tightening.Based on the weighted principal component theory, this paper theoretical construct and empirically study the condition of commercial bank liquidity risk. The results show that, during the sample period, loan growth in the overall downward trend, 2009 is the watershed of loan growth change. Before 2009 years, there is an upward trend in loan growth, after 2009 years, the declining trend year by year. In terms of the volatility of the loan growth, the joint-stock Banks of Beijing and Xingye’s volatility much more than state-owned commercial Banks. Compared to the state-owned commercial Banks, the joint-stock Banks have a greater loan risk. Due to the establishment of risk management consciousness and mechanism and policy of marginalization, before and after the financial crisis in 2008,the Joint-Stock commercial Banks loan higher than the State-Owned Bank about 15%.During the period of 2002 to 2012, the commercial bank liquidity risk volatility showed obvious cycle characteristics, the commercial bank liquidity tightening trend. Sample period can be roughly divided into two cycles, the first period of 2002 to 2006, it exist liquidity redundant; Second wave period of 2007 to 2012, owns insufficient liquidity performance characteristics.