Research And Development Of Liquidity Risk Management System In Commercial Banks

Since the 2008 financial crisis,the liquidity risk of the banking industry increasingly high degree of concern,the liquidity risk management China banking regulatory authorities to deal with commercial banks are strengthened,the CBRC issued a new edition of the "liquidity risk management measures(Trial)",put forward the new requirement for business bank liquidity risk management.From the external environment,the state of the interest rate market gradually accelerate,the overall economic environment has undergone great changes,the liquidity risk of commercial banks face more and more big,in this context,through the construction of liquidity risk management system,through the static detection means to enhance the ability and level of liquidity risk management the rich means of risk management is extremely urgent.This paper expounds the liquidity management platform on the background and significance of development,on the basis of the domestic banking industry development situation of liquidity risk management;put forward the concept of establishing the liquidity risk management platform,through the liquidity risk management needs analysis,so as to design the liquidity risk management system,the system based on the J2 EE project.Static detection module for liquidity management platform: business structure analysis,liquidity risk monitoring,customer behavior monitoring 3 sub module design and implementation and application background gives the specific implementation methods;finally,the system undergoes rigorous testing,the test results prove that this system has the function of completeness and good operating stability,the applied to the commercial bank liquidity risk management is feasible.