Research on the Bankruptcy Tendency of China's Commercial Banks ——Based on the Data Experience of Bankrupt banks in the United States during the 2008 financial crisis

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Abstract
With the increasing importance of liquidity, the liquidity risk of commercial banks has become an important part of the major risks in the modern economic system because of its concentration, explosion and severity of consequences. It is very important for commercial banks to deeply explore the formation mechanism of liquidity risk by using big data analysis. Using the liquidity risk formula and data of Chinese commercial banks and American commercial banks from 2004 to 2015, this paper synthesizes the off balance sheet items that are often ignored in the research, and uses the method of tracking and comparative analysis in different window periods to explore the flow changes and possible risks of Chinese commercial banks before, during and after the financial crisis. It is found that traditional loan projects, committed loan projects and demand deposits are important drivers of liquidity risk; Although the liquidity level of China's banks is high, due to the high demand deposit rate, low core capital ratio, rapid loan growth and high non-performing rate, and the lack of risk prevention awareness, liquidity risk is still a major risk that China's commercial banks need to face.