A Study On Liquidity Risk And Its Management Of H City Commercial Bank

Good liquidity risk management ability is crucial to the sustainable and steady development of commercial Banks.Compared with domestic large Banks and joint-stock Banks,city commercial Banks,especially unlisted city commercial Banks,have relatively weak anti-risk capability.To continuously improve the liquidity risk management capability of city commercial Banks plays an important role in promoting their steady and sound development and maintaining the stability of the financial system.This paper takes the unlisted H City Commercial Bank as the research object,analyzes its current situation of liquidity risk,conducts an empirical analysis of the factors affecting its liquidity risk,conducts a corresponding liquidity risk stress test,analyzes the existing problems in its liquidity risk management,and proposes countermeasures.The content is divided into six parts: first,the background of the topic,the necessity and significance of the research,the research status at home and abroad,as well as the research methods and ideas,and put forward possible innovation points.The second is to clarify the relevant concepts of liquidity risk and its management,the internal and external factors that affect liquidity risk and the relevant theoretical basis.Third,it analyzes the liquidity risk of H City Commercial Bank and the problems existing in its management.Through qualitative and quantitative analysis of liquidity risk status of H city commercial bank in terms of asset end,liability end and asset and liability end,and horizontal and vertical comparison with other city commercial Banks in the province,it is found that the asset quality of H City commercial bank has declined.The maturity and structure mismatch of assets and liabilities are aggravated.The liability stability is not strong;Risk points that may cause potential liquidity risks,such as increased pressure on profit reduction and continuous reduction of overall profitability;From the perspective of the construction and process of the liquidity risk management system of H City Commercial Bank,it is analyzed that the relevant levels and departments in the liquidity risk management structure of H City Commercial Bank do not perform their duties well.The construction of liquidity risk management mechanism is not perfect;Liquidity risk identification ability,monitoring ability and control ability to be improved;The liquidity risk management information system is not perfect and the asset liability management strategy needs to be optimized.Fourth,the empirical analysis and stress test of liquidity risk factors.Is the LDR as explained variable,select ten largest trade in proportion,profitability,capital adequacy ratio and non-performing loan ratio of assets and statutory reserve ratio as explanatory variables in regression analysis,found that the ten largest trade in proportion,non-performing loan ratio,the legal deposit reserve rate of H city commercial bank had a great effect on LDR;On this basis,the non-performing loan ratio,the statutory deposit reserve ratio,7 Shanghai interbank offered rate(Shibor)on behalf of the short-term financing costs,loss of deposit as a risk factor,in liquidity risk stress tests,found that runs the risk factors of H city commercial Banks have great influence liquidity management,and after the H city commercial bank financing can be Bei Fu Lv representative liquidity pressure line is set to 2%.Fifth,from the perspective of H City commercial Bank,measures are proposed to improve liquidity risk management ability,such as enhancing liquidity risk management awareness;Establish a sound mechanism to track and monitor liquidity risk,reasonable early warning,continuous assessment,and adequate response.Sixth,summarize the research conclusion of this paper and look forward to the future research direction.