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Research on liquidity risk of commercial bank – from the view of comparison of Chinese and American commercial banks

ITM Web of Conferences, 2022, Vol.45, p.1074 [Peer Reviewed Journal]

2022. This work is licensed under https://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2271-2097 ;ISSN: 2431-7578 ;EISSN: 2271-2097 ;DOI: 10.1051/itmconf/20224501074

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  • Title:
    Research on liquidity risk of commercial bank – from the view of comparison of Chinese and American commercial banks
  • Author: Wang, Mingming
  • Wang, L.
  • Subjects: Banks ; Commercial banks ; Risk
  • Is Part Of: ITM Web of Conferences, 2022, Vol.45, p.1074
  • Description: 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.
  • Publisher: Les Ulis: EDP Sciences
  • Language: English
  • Identifier: ISSN: 2271-2097
    ISSN: 2431-7578
    EISSN: 2271-2097
    DOI: 10.1051/itmconf/20224501074
  • Source: EDP Open
    Directory of Open Access Journals at publisher websites
    ROAD: Directory of Open Access Scholarly Resources
    ProQuest Central

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