Design And Implementation Of Bank Liquidity Risk Management Platform Based On Scenario Hypothesis

Since the outbreak of the global financial crisis caused by the subprime mortgage crisis,the liquidity risk of the bank has become a project of high concern in the industry.The banking supervisory authorities in the world have all started to strengthen the liquidity risk management of commercial banks.The "(Provisional),the Bank conducted detailed rules on the liquidity risk of banks and required the liquidity risk management of all commercial banks to meet the requirements of the Administrative Measures.At the same time,from the perspective of the external environment,with the acceleration of marketization of the interest rate of China's banking industry and the demands of the banking industry on the overall economic environment and economic restructuring,the liquidity risk faced by commercial banks is growing.In this context,the efficiency of the traditional banking regulatory measures can no longer be competent,need to establish a management platform to systematically control liquidity risk.Liquidity risk managementTaking a commercial bank as an example,this thesis has developed a set of liquidity risk management platform.The platform mainly achieves the following objectives: Three scenarios for the change of customer behavior,interest rates and cash flow to verify the scenario hypotheses of bank customers Pre-deposit,early withdrawals,early repayments,interest rate changes,asset realization,financing,default,wholesale loans and other subjects are simulated and assessed to determine the client's risk level,thus providing support for liquidity risk management.In this paper,according to the actual needs of liquidity risk management in commercial banks,this paper proposes a solution to the liquidity risk of commercial banks based on scenario hypothesis analysis.The solution is based on business process,operating environment,functional requirements and non-functional requirements,Adopted as a prototype design tool,J2 EE as a technology development platform,set up a bank liquidity risk management system with B / S structure.The system supports,based on the actual test results,the system works well.