Analysis On The Influencing Factors Of The Liquidity Risk Of City Commercial Banks In China

International experience has repeatedly shown that the collapse of commercial banks is mostly caused by the depletion of liquidity.Therefore,liquidity risk is the most direct risk faced by commercial banks.The liquidity risk of a single commercial bank is even devastating to the entire financial system and even the real economy.The appropriate and relaxed financial environment since 2008 has promoted the rapid development of city commercial banks.From the perspective of asset size,city commercial banks have become an important part of China's financial system.Most city commercial banks believe in “big but not down”,pursue the continuous expansion of assets,and make full use of the inter-bank market to overcome channel disadvantages.So in 2008-2016,the city commercial bank became the most active and important participant in the industry.However,in the process of the common growth of the city commercial banks and the domestic interbank market in China,some city commercial banks make excessive use of the role of the inter-bank market.In the case of low asset-liability allocation capacity and lack of investment capacity,the debt side generates inter-bank market dependence,and the asset side Over-investment actually increases liquidity risk.In May 2019,Baoshang Bank was taken over.In July,Jinzhou Bank reorganized,and the liquidity risk of city commercial banks began to gradually emerge.The current liquidity risk of city commercial banks is an important risk point for China's financial system to guard against.Preventing the risk of liquidity risk in city commercial banks is the proper meaning of systemic risks in the current economic transformation.Based on the literature review at home and abroad,this paper takes the liquidity risk of 18 urban commercial banks as the research object on the premise of defining the liquidity risk of commercial banks.Then,this paper selects the core indicators to evaluate the liquidity risk of urban commercial banks from the traditional static and dynamic indicators,and analyzes the current characteristics of the liquidity risk of urban commercial banks in China.It is found that many liquidity indicators of urban commercial banks deviate from the market,asset liquidity risk is high,and financing stability is declining.On this basis,combined with the characteristics of the liquidity risk of urban commercial banks,this paper analyzes the factors that affect the liquidity risk of urban commercial banks from both qualitative and quantitative perspectives.The development process of the empirical research part is as follows: First,set the variable set on the basis of qualitative research and literature research;secondly,construct the panel data model according to the characteristics of the data,put the variables into the model one by one for trial calculation;third,according to the trial results Determine the model body and test the stability and validity of the model;finally,explain the model results and propose policy recommendations.Among them,taking into account the data availability and liquidity risk representation,taking the liquidity ratio and deposit-loan ratio as explanatory variables,interbank liabilities,interbank assets,investment,local GDP,M2 and non-performing loan ratio as explanatory variables;model results show GDP,interbank liabilities and non-performing loan ratios can significantly reduce the liquidity risk of city commercial banks.M2,inter-bank assets and investment can significantly increase the liquidity risk of city commercial banks.According to the results of the above analysis,this paper discusses the risk forms,liquidity management indicators,liquidity management and current problems faced by urban commercial banks.Then this paper puts forward a series of suggestions from the aspects of strengthening the management of deposits and interbank liabilities,improving the ability to adapt to macroeconomic changes,optimizing the asset structure and controlling interbank assets.