Research On The Optimization Of Liquidity Risk Management Of Interbank Business In Z Bank

Under the background of sino-american trade war and interest rate liberalization,the competition in China's banking industry is increasingly fierce,and many commercial Banks realize rapid expansion and profit improvement through inter-bank business.Inter-bank business has become the most important tool for commercial Banks to expand their scale,evade supervision and improve their profits.On the one hand,the development of inter-bank business can improve the efficiency of the use of funds.In addition,the maturity of inter-bank debt is naturally shorter than that of inter-bank investment,so the maturity mismatch is very likely to lead to liquidity risk and even lead to liquidity crisis.The two "money shortage" in 2013 and the asset shortage in 2016 both reflect the importance of inter-bank business to the liquidity risk management of commercial Banks.Moreover,the "takeover of contractors" in May 2019 broke the belief of "just exchange" among Banks,and the inferior small and medium-sized Banks were forced to reprice their inter-bank liabilities.The inter-bank debt contraction caused by this severely impacted the liquidity of inter-bank market.Bank Z was also forced to reduce its interbank assets and liabilities to ensure liquidity.Therefore,in the context of inter-bank credit contraction and inter-bank business's increasingly prominent impact on liquidity management,it is of great practical significance to study the optimization of liquidity risk management in Z inter-bank business.Combing the business of the same trade at home and abroad are summarized in this paper,the liquidity risk and liquidity risk management of related research literature,the existing study,on the basis of-Z in local city commercial bank as the research object,first of all trade business and commercial Banks liquidity risk related theory are expounded,including the characteristics of the trade business,and the theory of regulation,the liquidity risk management.Secondly,it introduces the basic situation of Z bank,the development status of inter-bank business,and deeply analyzes the problems existing in liquidity risk management of inter-bank business of Z bank.Then,based on the development practice of Z bank,multiple liquidity indicators were selected and principal component analysis method was used to measure the liquidity level of Z bank from 2013 to 2019.On this basis,a regression model of the influence between inter-bank business and liquidity risk is constructed.The empirical results show that the inter-bank business of Z Banks has an inverted u-shaped relationship with liquidity risk,and the inter-bank business scale can relieve the liquidity strain of Z Banks and reduce liquidity risk to some extent.However,if profits and scale are pursued through the continuous expansion of inter-bank liabilities,the liquidity risk of Z bank will be increased.Research shows that Z bank has room for optimization of inter-bank business liquidity risk management.By establishing and improving the inter-bank business liquidity risk management structure,optimizing and improving the inter-bank business liquidity risk management strategy,integrating the liquidity risk management system of Z inter-bank business,optimizing the liquidity risk management process of Z inter-bank business,and continuously improving the liquidity risk management level of Z inter-bank business.After the optimization scheme design of Z interbank business liquidity risk management,the implementation and guarantee of Z interbank business liquidity risk management optimization scheme is further improved.