The Liquidity Risk Analysis Of The Mismatch In The Maturity Of The Bank's Deposits And Loans

At the national financial work conference on 14 and 15 July 2017,General Secretary Xi pointed out that "preventing the occurrence of systemic financial risks is the eternal theme of financial work".We should not only guard against the "black swan",but also pay attention to the "grey rhinoceros".The risk of the banking industry is one of the "grey rhinoceros" which we need to pay attention to.Commercial bank's loan term mismatch is quite strong pro-cyclical,in macro economic prosperity stage,the great increase in the number of credit and increase the duration of the credit,commercial bank term mismatch degree tends to increase.Once the external factors change,during the recession phase,depositors confidence in the Banks could instantly collapse,probably because of bad information on a large scale by the collective panic withdrawals,a run on the phenomenon,resulting in a liquidity risk,under the action of "herd effect",a bank's liquidity risk will soon spread to the entire banking industry,a systemic risk.Based on the 2011-2016 year annual report of the Bank of communications,this paper,based on the study of the previous research achievements of the Bank of communications,collate the relevant data on the basis of the annual report of the Bank of communications,and measure the mismatch between the deposit and loan period of the bank by the loan ratio,the liquidity ratio,the capital adequacy ratio,the liquidity coverage rate,the liquidity gap and so on.And its ability to resist risks is compared with Bank of China,Agricultural Bank of China,construction bank and industrial and Commercial Bank of China.On this basis,the Bank of communications in 2016 of the loan ratio index and liquidity gap rate of low,middle and high third grade pressure test to test the risk tolerance of the Bank of communications.After finding out that the Bank of communications is more serious than the other four major banks,we are based on the data arrangement of the banking industry and the Bank of communications,from the bank itself,the short-term deposit source,the long-term loan,the distribution of the bank loan,and the distribution of the Bank of Communications network.The reasons are summed up in many aspects.Finally,according to these reasons,we put forward the concrete measures to develop the financial market,improve the monitoring system,expand the business channels,the asset securitization,and optimize the distribution of the loan industry.