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Liquidity Crisis Management for Commercial Banks

Author: GuZuoMeng
Tutor: LiGuoFeng
School: Harbin Institute of Technology
Course: Business management
Keywords: liquidity crisis warning BP Neural Network Gray System Theory liquidity crisis controlling herding behavior
CLC: F224
Type: Master's thesis
Year: 2007
Downloads: 270
Quote: 0
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Abstract


Since the last century, economic of finance is growing fast; meanwhile,financial crisis broke here and there. Financial crisis spread wider and wider,and brought more and more disaster. Because the crisis of banks always leads tofinancial crisis, and the thing itself can also make big trouble for a country,plenty of scholars from all over the world pay much attention on it. Nowadays,the commercial banking in our country is faced with systemic crisis in differentlevels. It is represented as huge quantity of bad assets, the low capital adequacyradio , the improper asset allocation , poor profitability , the risk forminvesting in the stock market, and so on. At the same time, the governmentgives the banks hidden assurance, which weakens banks’ sense of crisis. It willcost a lot for the government to keep away and save the banks from failure.The liquidity crisis probably results in bank failures , even financialcrisis, so it is the mortal risk for the bank. But because the domestic banks areused to under the protection of the government, the research on the liquiditycrisis management is limited. However, along with opening up the financialindustry, the liquidity risk will lower the domestic banks’ competitiveness.In this paper , we analysis the status of the liquidity in our domesticbanks , and expatiate the problems. In order to resolve the liquidity crisiswarning problem , we use data of listed bank , in conjunction with factoranalysis and correlation analysis. We make use of BP Neural Networks and GraySystem Theory to build the liquidity crisis warning models, and then test them.The paper compares the different models and analysis their scope. We providequantitative methods to commercial bank crisis warning for differentcircumstances.For the problem of crisis spread control for liquidity crisis management,the paper researches on herding behavior. We summarize the cause of herdingbehavior, which induces the liquidity crisis, such as in the form of bank run.The paper explains the relationship between herding behavior and the break outand spread of liquidity crisis. Through the control suggestion , the paperprovides a method for controlling external factors of commercial bank liquidity crisis. After that, for the internal factors, the paper gives suggestions for theinternal management mechanism of the commercial bank and the government’sregulatory departments. So we can control the liquidity crisis from its essence.At last, the paper puts forward the shortage for the research on liquiditycrisis management, and the expectation for liquidity crisis warning and spreadcontrolling study.

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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