| Issue |
ITM Web Conf.
Volume 45, 2022
2021 3rd International Conference on Computer Science Communication and Network Security (CSCNS2021)
|
|
|---|---|---|
| Article Number | 01074 | |
| Number of page(s) | 10 | |
| Section | Computer Technology and System Design | |
| DOI | https://doi.org/10.1051/itmconf/20224501074 | |
| Published online | 19 May 2022 | |
Research on liquidity risk of commercial bank – from the view of comparison of Chinese and American commercial banks
Audit and Accounting, Economic and Management Department, Shanghai University of Politics and Law, China
* Corresponding author: wangmm16@126.com
The liquidity risk of commercial banks has become an important driver of the major risks in the modern economic system. This paper synthesizes the off balance sheet items which are often ignored in traditional bank liquidity researches, and uses the method of tracking and comparative analysis in different window periods to explore the liquidity changes and possible risks of Chinese commercial banks before, during and after the financial crisis. It is found that traditional loan projects, committed loan projects and demand deposits are important drivers of liquidity risk; Although the liquidity level of China’s banks is high, due to the high demand deposit rate, low core capital ratio, rapid loan growth and high non-performing rate, and the lack of risk prevention awareness, liquidity risk is still a major risk that China’s commercial banks need to face.
© The Authors, published by EDP Sciences, 2022
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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