Liquidity Risk Analysis Of Chinese Banks

Liquidity risk is one of the most basic and destructive risks in bank operation,but it has not been paid enough attention.It was not until the outbreak of the subprime mortgage crisis that many Banks in the United States were injected,acquired or even closed down due to lack of liquidity that bank liquidity risk gradually attracted the attention of the Basel Committee,regulators of various countries,banks and academia.China’s banks implement the national credit system,lack of awareness of risk management for a long time,resulting in increasing liquidity risks.In addition,under the influence of many factors,such as the gradual opening up of China’s financial market,the introduction of interest rate liberalization policy,the introduction of the"make good use of the increment and make good use of the stock" policy to de-bubble,the imminent emergence of deposit insurance system and the tight liquidity of the market,the possibility of the outbreak of bank liquidity risk increases sharply.Liquidity risk management enables banks to effectively reduce the probability of liquidity risk causing serious problems.In view of this,the thesis takes the bank liquidity risk management as the topic to study.Taking bank liquidity risk as the research object and improving the liquidity risk management ability of banks as the goal,this paper reviews the relevant literature at home and abroad from the definition,generation,monitoring and control of liquidity risk of commercial banks,and forms the research thought of this paper:the causes of liquidity risk of commercial banks,A linear model is established based on the liquidity coverage and the proportion of net stable funds.The panel data is analyzed by Stata software,and the common influencing factors are found out.Then stress test analysis.