Empirical Analysis Of Liquidity Risk Factors Of Commercial Banks In China

After the 2008 financial crisis,countries all over the world are beginning to focus on liquidity risk,the birth of "Basel Ⅲ" is to let the importance of liquidity risk management improved,visible liquidity is very important to a country’s economic development,especially in the commercial bank.As a profit-oriented financial institution,commercial bank mainly engages in the absorption of deposits and loans.Compared with traditional banks,the business is more and more comprehensive,which is of vital importance in China’s economic development.It plays an important role not only in national economic regulation,but also in the life of residents.Financial institutions with such an important role are crucial to the risk study of it,and strengthening the risk management can make our commercial banks go further on the basis of profit,while liquidity risk management is most important in many risks.Throughout history,we have found that every financial crisis is related to liquidity risk,and the management and research of liquidity risk in various countries of the world also attach great importance to it.Liquidity management is urgent and liquidity risk research is very meaningful,and the research on liquidity risk of commercial banks in China is an inevitable trend.This paper firstly expounds the background,significance and purpose of the research,and discusses the research on the liquidity risk at home and abroad in three aspects,including the causes and measures of liquidity risk,the influencing factors on liquidity risk,and the management of liquidity risk.The article makes a simple analysis of the framework of the article.Secondly,this paper introduces the causes of liquidity risk from the inside and outside of commercial banks,introduces the measurement of liquidity risk from static and dynamic measurement indicators.And then it introduces the theoretical relationship between the liquidity risk factor and the liquidity risk,and introduces the existing liquidity risk management theory from three aspects of asset management theory,debt management theory,asset and liability management theory.Finally,this paper analyzes the current situation of liquidity risk of China’s commercial banks through static measurement indicators,and analyzes the current situation of liquidity risk influencing factors through data.Based on the above research foundation,this paper selects the data of 16 commercial banks listed in China’s a-share listed companies from 2009 to 2016 as the research data,and classifies 16 commercial banks into large commercial banks,joint-stock commercial banks and urban commercial banks to discuss the clients’ deposits and interbank borrowing of the funds of listed commercial banks in China,the loan of capital use and the effect of asset loss preparation ratio on the liquidity risk of commercial banks,and conducts an empirical analysis.In terms of variable selection,this paper mainly selects the static measures that can reflect the structural liquidity of commercial banks as the explanatory variable,and selects the loan as the ratio of total assets,the proportion of customers’ deposits as liabilities,inter-bank borrowing ratio and provisions coverage as explanatory variables.The influence of both internal and external factors on the liquidity is taken into account in the control variables.In the internal influencing factors,the maximum 10 customer loan ratios that can represent commercial bank loan concentration and the return on net assets that can reflect the profitability of commercial banks are selected as the control variables.Then the corresponding model is analyzed by regression analysis.Finally,this paper draws a conclusion based on the above theoretical analysis,current situation analysis and empirical analysis of the factors influencing the liquidity risk of China’s commercial banks,and puts forward corresponding suggestions.