| Commercial banks own less capital,and highly leveraged business is a notable feature of commercial banks.This feature also makes commercial banks face greater liquidity risk in their daily business activities.From the 2008 global financial crisis events can be seen,the liquidity risk is finally converted to various forms of risk management of commercial banks in the United States,a number of commercial banks because of the liquidity crisis and bankruptcy,it also reflects the liquidity risk supervision system of global commercial banks exist many loopholes.In order to prevent financial risks,the Basel Agreement III issued in 2010 not only raised a higher regulatory standard for commercial banks in terms of capital structure,but also established a unified global liquidity regulatory framework.At the same time,our regulatory authorities also combined the Basel Agreement III with the development of China's banking industry timely,and established a liquidity risk monitoring system for Chinese Commercial Banks Based on the reality of China's development.Based on the above analysis,we believe that it is of great practical significance to analyze and optimize the path of capital structure in China's commercial banks from the perspective of liquidity risk regulation,which is of great significance for improving the capital management system of commercial banks and improving the ability of commercial banks to deal with risks.This article attempts from the liquidity risk regulatory perspective to study how to optimize the capital structure of commercial banks,using the inductive method,analysis of the optimization of the capital structure of commercial banks liquidity risk theory under the supervision of comparative law,and analysis of the present situation of our country commercial bank capital structure optimization in the supervision of liquidity risk in theory support,focus on the analysis of current capital structure optimization problem under the supervision of liquidity risks.Meanwhile,taking the two representative countries in the US and the UK as an example,this paper analyzes the current situation of liquidity risk supervision and capital structure optimization ofinternational commercial banks,and applies advanced international experience to the operation of Chinese commercial banks.In the empirical analysis,this paper integrate the data after using the panel model analysis of China's current listed commercial banks liquidity risk supervision and optimization of capital structure correlation,so that the regulatory authorities for the supervision of liquidity risks will have a reverse effect,had a positive effect on the capital adequacy ratio of commercial bank assets and liabilities rate conclusion.The innovation of this paper lies in: one is according to the nature of the listed commercial banks will be divided into four groups,respectively for all commercial banks,state-owned banks,national joint-stock banks,city commercial banks,using the panel model to analyze the effects of liquidity risk management of commercial banks and four groups of data generated under the classification of capital structure,including liquidity risk indicators by the liquidity ratio and net stable funding ratio,although China has not yet introduced the net stable funding ratio but according to the previous method to calculate the proportion of the net stable funding of China's commercial banks data.Two,on the basis of empirical analysis,this paper puts forward that commercial banks should take measures such as financial innovation and intermediary business development to enhance their internal financing level,and rationally adjust their capital structure according to the actual development of the economy,so as to improve the ability of absorbing and eliminating risks.After analysis,the following conclusions are drawn: supervision authorities should strengthen the liquidity supervision of commercial banks,which will reduce bank asset liability ratio and replenish capital adequacy ratio. |
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