The Research Of Liquidity Risk Management On J Bank

Commercial banks are the core component of the financial system,the undertaker of financial services,the stabilizer of society and the cornerstone of national stability and economic development.Safety,liquidity and profitability are the operating principles of commercial banks,and they complement each other.Among them,liquidity is the guarantee of sustainable operation of commercial banks,and it is one of the core risks faced by commercial banks,which has a significant impact on the stability of commercial banks and even the financial system.Therefore,liquidity risk management is the cornerstone to ensure the long-term and stable development of commercial banks,and it is a key issue related to the survival of banks.All kinds of problems in the operation of commercial banks are finally manifested as insufficient liquidity.Therefore,doing a good job in liquidity risk management is a problem that commercial banks can’t ignore,and it has gradually become a content that needs to be deeply studied in bank management.Historically,the financial crisis in 2008,the "money shortage" in 2013 and the Baoshang Bank incident in 2019 all reflected the liquidity risk in the banking industry.Especially,the event of Baoshang Bank in 2019 not only caused short-term fluctuations in the interbank market,but also formed a situation of liquidity stratification in the market.The liquidity risk of commercial banks,especially those in small and medium-sized cities,has attracted more attention.Therefore,this paper selects J Bank,a city commercial bank,as the research object,and uses relevant knowledge,theory and practice to conduct research and analysis through various methods.As a local joint-stock commercial bank with independent legal person in Taiyuan City,Bank J has maintained a high-speed and stable development in recent years.Its asset scale,deposit balance and loan balance have increased rapidly every year,thus achieving double improvement of scale efficiency.However,its rapid development process also makes it face more risk problems.Firstly,based on the basic theory of liquidity risk management of commercial banks at home and abroad,this paper summarizes the literature of domestic and foreign scholars on the causes and influencing factors of liquidity risk,and expounds the theory and measurement methods of liquidity risk management of commercial banks.Secondly,the relationship between liquidity risk and business operation,profitability and quality of credit assets is explored,and the current liquidity risk management of Bank J is expounded.Based on the relevant data of Bank J,the liquidity risk of Bank J is horizontally compared by using static indicators and dynamic indicators.At the same time,in order to ensure more accurate evaluation,a stress test model of liquidity risk of Bank J is constructed to measure the risk tolerance of Bank J under extreme pressure.Finally,from the perspective of internal control management and business management,it expounds the existing problems of J Bank’s liquidity risk: the liquidity risk management system needs to be optimized,the related management system needs to be refined,the risk management awareness is weak,the debt structure needs to be optimized,the loan concentration is high,the loan issuance is not prudent,and the asset quality is not high.In view of the above problems,this paper analyzes the causes of the existing problems,and puts forward some targeted optimization countermeasures and suggestions from the perspectives of perfecting internal control of liquidity risk management,optimizing maturity mismatch and credit asset quality,so as to help J Bank take appropriate measures in liquidity risk management and better cope with possible liquidity risks when they come.