The Liquidity of Chinese Listed Commercial Banks based on Net Stable Funding Ratio

Abstract

Based on the requirements of BCBS (2014) for calculating the net stable financing ratio and the balance sheet of Chinese listed commercial banks, this paper calculates the net stable funding ratio of Chinese listed commercial banks, reflects the liquidity level of Chinese listed banks from the perspective of financing stability, and compares the liquidity differences among different banks. The paper finds that the liquidity level of listed commercial banks in China has been declining, and the liquidity of different types of listed commercial banks in China is quite different. Among them, listed state-owned commercial banks have the highest long-term financing stability, followed by listed joint-stock commercial banks and city commercial banks.