The Measurement And Influencing Factors Analysis Of Liquidity Risk To The Chinese Joint-stock Commercial Banks

Peter S.Rose once said that the most important task of bank management is keeping enough liquidity,which stressed that banks should strengthen the management of liquidity.In the daily process of business,commercial banks face a lot of risk among which the liquidity risk is most common Effective management and control of liquidity risk is related to the healthy and stable development of commercial Banks.In recently years,with the change of inside and outside environment,Chinese banks have faced severe liquidity risk.In 2008,the global financial crisis damaged the economy of many countries and the global financial system.Chinese bank sector was also deeply influenced.In the year of 2013,with the outflow of capital,the rise of leverage rate and the drop of excess reserve,the bank system had bad liquidity situation.The drop of interest rate and reserve rate in 2014,the implementation of Deposit insurance regulations in 2015 and the advance of Interest rate marketed reform have put significant importance on the liquidity of bank system.Compared with the five large commercial banks,the joint-stock commercial banks have more tense liquidity.They have weak awareness and lagging method to the management of liquidity risk.Based on this consideration,this article is mainly discuss the measure methods and the influencing factors of the liquidity risk among the joint-stock commercial banks.This article is divided into five chapters.The first chapter mainly introduces the research background and significance,the literature review of study about liquidity and the thesis innovation and disadvantages;The second chapter mainly introduces the related theory of joint-stock commercial Banks liquidity risk,including the definition,classification and management theory of liquidity risk;The third chapter firstly introduces the static and dynamic way to measure the liquidity risk.And then based on the data of eight joint-stock commercial Banks,the article measures the liquidity risk by the method of static.At last,this article uses the principal component analysisto comprehensively calculate the liquidity of the joint-stock commercial banks.The fourth chapteruses the combination of theoretical and empirical methods to analyze the inside and outside influencing factories of liquidity risk.In this chapter,the mixed effect model is used in the empirical analysis.Based on the research of above several parts,the fifth part provides the suggestions to prevent the liquidity risk of the joint stock commercial Banks.