This MBA Dissertation Is An Analysis of Liquidity Risk Management for Industrial and Commercial Bank of China Based on Stress Testing. The dissertation aims to analyze the liquidity risk management of the industrial and commercial bank of china based on stress testing. Method: A semi-annual series data from 2007-2016 have been used to analyze the liquidity risk management of Industrial and Commercial Bank of China. The study has included econometric method to analyze the specific objective. Ordinary least squares were used to examine the influence of loan to deposit ratio on medium and long-term loans and deposit growth rate. Medium and long-term loans and deposit growth rate were the two risk factors, taken to analyze liquidity risk management. The results obtained from the unit root test have indicated that deposit to growth ratio, medium and long-term loans, and deposit growth rate show stationarity at constant level and at 1st difference constant as the p value was less than 0.05
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