Research On The External Influence Factors Of Liquidity Risk Of Listed Commercial Banks In My Country

The financial crisis in 2008 triggered a boom in strengthening liquidity risk management around the world.In recent years,the frequent appearance of Chinese "money shortage" is also constantly alerting us.At present,China is in the acceleration period of promoting the new pattern of financial opening,with the gradual relaxation of government regulation,the increasing external competitiveness,the continuous increase of commercial Banks' operating pressure,and the improvement of the liquidity risk management ability of the banking industry being extremely urgent.For now,our country banking liquidity risk management mechanism is needed to complete,the commercial Banks are less able to resist external shocks,coupled with external factors affecting the randomness of the large,controllable low,once the defense failed to cope with external shocks,not only exacerbate the banking liquidity risk,will further hinder the construction of the bank of internal risk management mechanism.Therefore,in-depth analysis and precise control of external factors affecting liquidity risk of commercial Banks,so as to reduce the intensity of external shocks and ease the pressure of liquidity risk management have become a powerful barrier to ensure the stable development of the banking industry.Taking listed commercial Banks as an example,this paper firstly objectively evaluates the current situation of liquidity risk of listed commercial Banks in China from the perspectives of liquidity risk monitoring indicators and asset-liability business status.Then,it expounds the main external factors and relevant impact mechanism that affect the liquidity risk of listed commercial Banks at the present stage.On this basis,24 indicators measuring liquidity risk and related external influencing factors of listed commercial Banks were selected.Using the quarterly data from 2011 to the first half of 2018,FAVAR model of external influencing factors of liquidity risk was constructed to analyze the dynamic impact of various external factors on liquidity risk.Finally,based on the above analysis,this paper provides targeted Suggestions on how to improve the liquidity risk management efficiency of China's listed commercial Banks.