The Research On Liquidity Risk Management Of Chinese Commercial Banks Based On Basel Ⅲ

Since the issuance of the Basel III by the Basel Committee at the end of 2010,the consistency of the international liquidity risk regulation has been strengthened,and the stability of the financial system has been further enhanced.The implementation of domestic commercial banks in the regulatory framework is generally fine.It makes asset-weighted assets,capital and quality of capital,the risk management more comprehensive,perfect and refined.China’s banking reform and development has made remarkable achievements,but compared with increasing domestic large real economy and international leading industry,we need a faster and more robust development.At the same time China’s banking is constantly accumulating problems and risks,which put forward new challenges and requirements.Summarizing previous experience with liquidity risk management and dealing with new liquidity risk issues requires in-depth research.In this paper,I regard the liquidity risk management system as the research object.Through extensive reading of the relevant literature,in-depth study of various types of risk management theory and model,the use of qualitative empirical analysis,with all methods,we can explore the main factors of liquidity risk.Firstly,the article studies the relevant literature domestic and abroad,summarizes the research results of risk management,especially liquidity risk management.On the basis of drawing on a lot of research results,the paper establishes the study ideas,guides the direction of the following research.Secondly,by deeply studies the market factors and the various risks contents,combined with the characteristics of liquidity risk management,we construct the theoretical basis of the paper.Thirdly,with the qualitative analysis method which is commonly used in economic academic field such as correlation analysis and regression analysis model,we construct multiple linear regression by collecting and processing the data of each risk index and macroeconomic index data of domestic commercial banks.The influence degree of each explanatory variable is analyzed by analyzing the coefficient of each variable in the equation.Finally,summarizing the conclusion of the paper,raising constructive comments to commercial banks and market regulators will deliver a certain practical significance and practical value.The paper focuses on the influential factors such as credit risk,market risk,liquidity risk,and stable capital,using appropriate monitoring indicators and contents like capital adequacy ratio,leverage ratio,liquidity ratio,deposit and loan ratio,nonperforming loan ratio,credit ratio,liquidity risk,liquidity risk and stable capital,market interest rate,exchange rate,monetary policy,etc.to empirically analyze the liquidity coverage.The empirical analysis shows that market factors,capital factors and liquidity risk factors are closely related to the liquidity coverage index.The capital adequacy ratio are the most important factors affecting liquidity coverage through all factors.That is to say the bank’s own factors are the main factors affecting liquidity.There is certain degree of impact with market factors,credit risk factors,but small.At the end of the paper,combined with the research results,we raise relevant recommendations to the bank regulators,commercial banks,liquidity risk managers.