Research On HBNS Bank Liquidity Risk Managemen

As one of the "three principles" of commercial banks,liquidity is one of the key factors for the stable operation of the banking industry.Liquidity risk often exists in the daily business activities of commercial banks,so how to better cope with liquidity risk has a positive promoting effect on the long-term development of commercial banks.In fact,whether it was the 2007 US subprime mortgage crisis or the 2019 bankruptcy of Baoshang Bank,these are all closely related to liquidity risk,indicating that commercial banks have many shortcomings in liquidity risk.Due to the late development,outdated management technology,and incomplete facilities of rural commercial banks,the potential threat of falling into liquidity risk has significantly increased.Therefore,improving and improving liquidity risk management has special significance.This paper first introduces the background and significance of research on liquidity risk management,literature overview,research methods and content,including a research method that combines theoretical knowledge and practical evidence,and two options: literature analysis and practical research.Secondly,HBNS Bank was selected as the case study object to introduce its basic situation,operational status,and liquidity risk influencing factors.Then,build a stress test model,select three risk factors,namely Capital adequacy ratio,deposit reserve ratio and deposit loss rate,as well as three risk levels,namely mild,moderate and severe,according to the relevant content of the selection and design of sensitive risk factor indicators in the Guidelines for Stress Test of Commercial Banks,and design a scheme,and calculate the conclusions to achieve the combination of static indicator analysis and dynamic empirical research,To summarize the problems with the liquidity risk of HBNS Bank.Finally,based on the analysis results of the previous chapters,reasonable suggestions are given on how to improve the liquidity risk prevention of HBNS Bank in response to the existing problems in its liquidity.