| Table of Contents | 第1-5页 |
| Table of Figures and Tables | 第5-6页 |
| Abstract (Chinese) | 第6-14页 |
| Abstract | 第14-15页 |
| Chapter 1 Introduction | 第15-26页 |
| ·Background and meaning of selected topic | 第15-16页 |
| ·Literature and contribution | 第16-23页 |
| ·Definition of liquidity and liquidity risk of commercial banks | 第16-18页 |
| ·The essence of banking liquidity risk | 第18-19页 |
| ·Theory of liquidity risk management | 第19-20页 |
| ·Liquidity risk management in commercial banks | 第20-22页 |
| ·Literature of China on liquidity risk management | 第22-23页 |
| ·Methodology and structure | 第23-26页 |
| ·Object of this study | 第23-24页 |
| ·Methodology | 第24页 |
| ·Structure | 第24-26页 |
| Chapter 2 Generative Mechanism of Liquidity Risk | 第26-38页 |
| ·The endogenous reason of liquidity risk in Commercial banks | 第26-31页 |
| ·Analysis of the demand for liquidity and the liquidity supplies | 第26-28页 |
| ·Superficial reasons of liquidity risk | 第28-29页 |
| ·Essential reason of liquidity risk | 第29-31页 |
| ·Transformation of other risks to liquidity risk | 第31-35页 |
| ·Transformation of Credit risk | 第32页 |
| ·Transformation of market risk | 第32-33页 |
| ·Transformation of operational risk | 第33-34页 |
| ·Transformation of interest rate risk | 第34页 |
| ·Transformation of reputational risk | 第34-35页 |
| ·The transformation of strategic risk | 第35页 |
| ·The exogenous reason of liquidity risk in commercial banks: risk contagion | 第35-36页 |
| ·Simple introduction of bank run | 第36-38页 |
| Chapter 3 Measurement of Liquidity Risk in Chinese Commercial Banks | 第38-55页 |
| ·Commercial Bank liquidity risk measurement methods | 第38-45页 |
| ·Static index | 第38-41页 |
| ·Dynamic indices and methods | 第41-45页 |
| ·Liquidity risk measurement in Chinese commercial banks | 第45-51页 |
| ·Dynamic changes of liquidity risk in Chinese commercial banks | 第45-49页 |
| ·Overall situation of the liquidity in the China's banking system | 第49-51页 |
| ·Comparison of Chinese commercial banks | 第51-55页 |
| ·Comparison between four major state-owned banks and joint-stock banks | 第51-53页 |
| ·Comparison between Chinese banks and banks in developed countries | 第53-55页 |
| Chapter 4 Factors Affecting Liquidity Risk and Empirical Analysis | 第55-77页 |
| ·Micro factors: Impact of structure of assets and liabilities | 第55-63页 |
| ·Impact of asset structure | 第55-58页 |
| ·Impact of liability structure | 第58-61页 |
| ·Impact of relation between total amount of assets and liabilities | 第61-62页 |
| ·Impact of capital adequacy ratio | 第62-63页 |
| ·Macro influencing factors: impact of economic environment | 第63-68页 |
| ·Impact of macro-economic growth | 第63-64页 |
| ·Impact of Central Bank policy | 第64-65页 |
| ·Impact of Expected changes in market interest rate | 第65-66页 |
| ·The impact of degree of financial market development | 第66-67页 |
| ·The impact of financial crisis | 第67-68页 |
| ·Empirical analysis based on panel data | 第68-77页 |
| ·Data sources and variables selected | 第68-70页 |
| ·Empirical Model | 第70-71页 |
| ·Empirical results and analysis | 第71-77页 |
| Chapter 5 Conclusions and Policy Recommendations | 第77-90页 |
| ·The main conclusions | 第77-79页 |
| ·Policy recommendations | 第79-90页 |
| ·Suggestions on micro-management level | 第79-85页 |
| ·Suggestions on macro-management level | 第85-90页 |
| Appendix 1: Basel "Principles for Sound Liquidity Risk Management and Supervision" Abstract | 第90-96页 |
| Appendix 2: Basic information of the banks selected | 第96-100页 |
| References | 第100-104页 |
