Research On Causes Of Liquidity Risk Of Urban Commercial Banks

Under the background of the continuous development of China’s financial system,the sharp increase of capital demand and the complexity of business environment and business types have brought challenges to commercial banks.Liquidity risk is destructive and unpredictable.If we do not pay attention to it and do not provide reasonable plans,the increasingly exposed liquidity risk will cause serious losses to commercial banks.The takeover of Jinzhou Bank in 2019 has caused quite a storm in the financial sector.The study on the bank’s liquidity risk will help it reduce its own risk.It also has a certain reference for urban commercial banks,and is also of great significance to the stable operation of the market.Through the study of relevant theories and literature review,this thesis takes Jinzhou Bank as a case to analyze its liquidity risk.Firstly,it is combing the relevant literature of Jinzhou Bank’s liquidity risk as the basis of risk evaluation,and learning from the relevant literature of Jinzhou Bank.Secondly,through the analysis of the current situation of liquidity risk of Jinzhou Bank,it is found that there are problems in its interbank credit,asset structure and loan concentration.Therefore,in order to further study the causes of its liquidity risk,this thesis uses the factor analysis method to analyze the causes of its risk by selecting a total of 10 liquidity indicators from the semi-annual data of Jinzhou Bank from 2015 to 2020 from the perspectives of capital structure,credit asset quality and operation management.In order to intuitively compare the changes of liquidity risk in each period,this thesis makes a vertical comparison of the final calculated comprehensive score.Then,using linear regression,eight typical liquidity indicators are selected to analyze the influencing factors of its takeover.The results show that the single business structure of Jinzhou Bank,the limitations of capital source channels,and the lack of permeability of relevant departments to its non-performing loan supervision due to the large proportion of non-standard assets are the main influencing factors of its liquidity risk,which leads to the implementation of corresponding policies and actions by the state.Secondly,through the vertical comparative analysis of the factor comprehensive score,it can be seen that most of the liquidity risk scores of Jinzhou Bank have been declining.However,with the improvement of the credit of the central bank,the "reshuffle" of some shareholders and management,as well as the action of increasing capital and shares to improve the asset structure,the liquidity risk of Jinzhou Bank has been improved.As far as the capital structure is concerned,it will take a long time to see its results.Finally,based on the previous empirical research on the liquidity risk of Jinzhou Bank,this thesis puts forward countermeasures and suggestions for liquidity risk management from the perspective of risk measurement system and asset liability structure.