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The Research of Liquidity Risk Management in State-Owned Commercial Bank

Author: YangZuo
Tutor: YangShengGang
School: Hunan University
Course: MBA
Keywords: State-owned commercial banks liquidity liquidity risk asset-liability management theory
CLC: F832.2
Type: Master's thesis
Year: 2009
Downloads: 694
Quote: 2
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Abstract


The management of commercial bank should follow three principles (profitability、safety and liquidity),between which, liquidity is criticial.Liquidity risk management has become an important symbol to measure the management level of the modern commercial bank.Liquility risk has not yet been fully realized in our country,and corresponding liquidity risk management is still at a relatively low level, and most of the main qualitative, the quantitative systematic description of few. As state-owned enterprise and with strong political guarantee, the state-owned commercial banks have not paid enough attention to liquidity risk management.With the continous development of joint-stock commercial banks, and the growth of the private commercial banks, the state-owned commercial banks continue to face challenges. How to make full use of their own property and how to match the bank’s three-principles reasonably, which will be the future subject of the state-owned commercial banks. Liqudity risk is one of a very important part.The second chapter describes the asset-liability management theory, in accordance with that theory ,with reference to some of risk management index which are used frequantly in the western financial community,chose some suitable proportion index of China-related.The third chapter starting from China’s present situation of risk management,aimed to find out the insufficient and the factors of liquidity risk management in our country by analyzing the status and some related risk control indicators. The forth Chapter analyze some aspects that the liquidity risk management should pay attention to, and make some advices.This paper adopts the method of theoretical and data analysis combining, focus on an analysis of China’s state-owned commercial bank liquidity risk management of the status quo, through the method of comparing (comparing the risk control indicators in the four major commercial banks) , get some meaningful conclusions.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Banking system and business
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