Year: 2023
Type: article
Abstract: Since 2016, the phenomenon of “money shortage” in China’s financial market has occurred frequently, and some banks even went bankrupt due to liquidity crisis. In order to provide theoretical basis for effective prevention and control of liquidity risk, the liquidity mismatch index of listed banks is calculated through LMI model, and the influencing factors of liquidity risk are analyzed through random forest model, in which the liquidity risk situation reflected by the liquidity mismatch index is taken as the explanatory variable. The research shows that business environment factors such as inter-bank net interest margin, business structure factors such as deposit structure and income structure, as well as internal management factors such as business development, risk management and financial management will all affect bank liquidity risk. Finally, combined with the liquidity risk factors, the paper puts forward prevention and resolution suggestions from three dimensions of business environment, business structure and internal management, then forms a relatively complete countermeasure framework of liquidity risk for commercial banks..
Source: 经济学报.
Authors: Lilun Guo, Shengqi Zhou
Institution: Qingdao University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze
OpenAlex ID: W4408006680