Liquidity has long been known as the “lifeline” for commercial banks, it not only lays the foundation for all activities of commercial banks but also plays a decisive role in maintaining the economic stability of the whole country and even the world. Since the 1990s, commercial banks of our country have been exposed to problems such as liquidity inadequacy and liquidity risk due to institutional and structural reasons. This paper establishes the ARMA model for empirical analysis and brings up corresponding suggestions for the liquidity risk management for China’s commercial banks.
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