Research Article
Security Optimization Management for loT-Assisted Bank Liquidity Risk Emergency Using Big Data Analytic-Based Case Reasoning
Table 1
Liquidity risk index system.
| | Index type | Name | 1104 report | Symbol | Calculation formula |
| | Regulatory indicators | Liquidity coverage ratio | 《G25_1 liquidity coverage ratio》 | C1 | | | Liquidity matching ratio | 《G21 statistical table of liquidity term gap》 | C2 | | | High-quality liquidity asset adequacy ratio. | 《G26 high quality liquidity asset adequacy ratio table》 | C3 | | | Liquidity ratio | 《G22 liquidity ratio monitoring table》 | C4 | | | Net stable funding ratio | 《G25_2 net stable funding ratio》 | C5 | |
| | Monitoring indicators | Liquidity gap | 《G21 statistical table of liquidity term gap》 | C6 | | | Liquidity gap ratio | 《G21 statistical table of liquidity term gap》 | C7 | | | Core debt ratio | 《G21 statistical table of liquidity term gap》 | C8 | | Peer integration
Ratio | 《G24 table of inter-industry integration of the top 10 financial institutions》 | C9 | | | Top 10 peer integration ratio | 《G24 table of inter-industry integration of the top 10 financial institutions》 | C10 | | | Top 10 deposit ratio | 《G23 statement of top ten deposit customers》 | C11 | | | Overpayment ratio | 《G22 liquidity ratio monitoring table》 | C12 | | | Liquidity coverage ratio of important currencies | 《G25-1 liquidity coverage ratio》 | C13 | | | Loan-to-deposit ratio | 《G21 statistical table of liquidity term gap》 | C14 | |
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