Evaluation of Liquidity Risk of Commercial Banks
Authors
Yueying Liu
Corresponding Author
Yueying Liu
Available Online September 2019.
- DOI
- 10.2991/icemse-19.2019.121How to use a DOI?
- Keywords
- commercial banks, liquidity risk, principal component analysis, risk management
- Abstract
In order to understand the current situation of liquidity risk of commercial banks in China, this paper selects the corresponding indicators and uses principal component analysis to comprehensively evaluate the liquidity risk levels of 22 commercial banks in 2017. The results show that Chang Shu Bank, China Construction Bank and Ning Bo Bank have experienced excessive risks; Ping An Bank and Wu Jiang Bank have higher liquidity risks and may deteriorate and need to be prevented. The liquidity risks of the remaining 17 banks are stable. In the research of risk management of commercial banks, few scholars have paid attention to liquidity risk in the past. This paper makes up for this deficiency.
- Copyright
- © 2019, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Yueying Liu PY - 2019/09 DA - 2019/09 TI - Evaluation of Liquidity Risk of Commercial Banks BT - Proceedings of the 2019 3rd International Conference on Education, Management Science and Economics (ICEMSE 2019) PB - Atlantis Press SP - 523 EP - 525 SN - 2352-5428 UR - https://doi.org/10.2991/icemse-19.2019.121 DO - 10.2991/icemse-19.2019.121 ID - Liu2019/09 ER -