| With the changes of financial situation at home and abroad,the liquidity management of commercial banks is facing a variety of opportunities and challenges.In June 2013,China’s interbank interest rate once reached 13%.The short-term liquidity shortage has become a challenge for major commercial banks.From the perspective of supervision,the main reason for this incident is that the daytime liquidity management of banks has not been paid attention to,so the daytime liquidity management of commercial banks has gradually attracted attention.On May 23,2018,the measures for liquidity risk management of commercial banks [1] implemented by the China Banking and Insurance Regulatory Commission further put forward clear requirements for commercial banks to strengthen daytime liquidity management.The measures pointed out that commercial banks should ensure sufficient daytime liquidity and related financing needs,and meet the daytime liquidity needs under normal and liquidity pressure in real time.In order to improve the monitoring and control ability of daytime liquidity risk of commercial banks,more effectively manage daytime capital reserves,reduce capital costs to a certain extent,and avoid excess liquidity reserves or unnecessary overdrafts,this paper combs and studies the literature on liquidity management of commercial banks at home and abroad,combined with the actual situation of daytime liquidity management of Inner Mongolia Branch of bank C,This paper analyzes the daytime liquidity monitoring of Inner Mongolia Branch of Bank C,selects the net capital inflow at the end of the day as the measurement index,uses the vector autoregressive model(VAR)in time series analysis to fit the time series of net capital inflow,studies the influence degree of different influencing factors on net capital inflow,and finally puts forward suggestions to improve the daytime liquidity management of Inner Mongolia Branch of Bank C according to the empirical results. |
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