Abstract: whether in the period of steady economic development or financial turmoil, liquidity has always been one of the key issues concerned by financial markets. Although the gloom of the financial crisis has gradually dissipated, how to learn from the lessons of commercial banks in the post-financial crisis era and improve their own stability-that is, improve their liquidity-has become a problem that we must seriously reflect on after the crisis. This paper briefly analyzes and discusses the characteristics of the post-financial era, why commercial banks should improve their liquidity in the post-financial crisis era and how to improve their liquidity. Keywords: financial crisis; Commercial banks; Liquidity; The influence of financial crisis on commercial banks. In 2007, a subprime mortgage crisis in the United States triggered a great turmoil in the global economy, which had a great impact on the economic development of all countries in the world and touched the global financial market. The occurrence of this financial crisis is not a coincidence, but the exposure of the risks in the world financial market in the context of the rapid development of the global economy. Under the impact of this storm, large commercial banks in developed countries went bankrupt one after another, and at the same time, the huge problems of liquidity management in modern commercial banks were clearly exposed, which made the demand for single asset structure and liquidity management of commercial banks more urgent in the post-financial era. Specifically, after the financial crisis, most financial institutions in developed countries have experienced the phenomenon of tight funds, and they are more cautious in lending abroad, and the total amount of loans has slowed down for the first time in recent years. At the same time, under the influence of the financial crisis, the demand in the international financial market is shrinking, and the global economic slowdown is spreading, which will undoubtedly have a great impact on China's import and export trade. With the advent of the post-financial crisis era, the global economy is slowly recovering. However, in the post-financial era, the global economy is facing more uncertainty and instability than before the financial crisis. After the financial crisis, we can see that the Dow Jones index broke through 10,000 points overnight and continued to climb. Its main pillar is financial stocks. Most data from emerging countries show that the American economy in Xi 'an is improving, and at the same time, HSBC and Citibank in Europe also have considerable profits. HSBC's income from its Asian operations was nearly $3 billion, while Citibank's pre-tax profit increased by 1.9 times over the previous year. Generally speaking, the spring after the financial crisis has gradually arrived. While coming out of the trough, commercial banks should start to think more about the supervision of liquidity risk management and put forward some practical and effective solutions. Liquidity risk Liquidity risk refers to the risk that commercial banks cannot obtain enough funds in time or at a reasonable cost to cope with asset growth or pay due debts. When liquidity problems occur, it can directly lead to the bankruptcy of commercial banks. Liquidity risk includes asset liquidity risk and financing liquidity risk. Asset liquidity risk, also known as market or product liquidity risk, refers to the risk that banks cannot sell assets at reasonable market prices to obtain funds due to insufficient market depth or market turmoil; Financing liquidity risk refers to the risk that a bank will affect its daily normal operation or financial situation in order to obtain enough funds to fulfill its payment obligations. The Importance of Commercial Banks to Reduce Liquidity Risk From the subprime mortgage crisis in the United States, we can see that if commercial banks do not properly control liquidity risk, the resulting crisis will have a global collateral effect. Therefore, among the three important operating principles of commercial banks-profitability, security and liquidity, liquidity is the key. As a highly indebted financial institution, the uncertainty and fluctuation of debt require commercial banks to have certain liquidity management ability, so the management of asset liquidity has become an important symbol of the management level of modern commercial banks. Imagine that if a commercial bank lacks sufficient liquidity management ability, it is very likely that in the face of crisis, even if it has sufficient liquidity, it will not be able to get enough financial support in time, which will eventually lead to bankruptcy. This is also the reason why the liquidity problem was exposed in this subprime mortgage crisis. How do commercial banks manage liquidity risk in the post-financial crisis era? The first requirement of this financial crisis is that commercial banks should maintain the coordination of high profit and long-term profit, not only to maintain liquidity, but also to ensure a certain level of profitability. Therefore, the first measure is to establish an asset reserve system. Tier 1 reserve assets should include highly liquid assets, mainly cash on hand in banks, interbank deposits and deposits deposited with the central bank. The secondary reserve should ensure profitability, that is, the securities held by commercial banks with strong liquidity within one year. In this way, the opportunity reserves are highly liquid assets, while maintaining a reasonable asset ratio, and effectively avoiding liquidity risks on the basis of not violating the basic starting point of the firm's profit. Secondly, it is necessary to establish a reasonable and perfect social credit information system, and fully evaluate the credit status and repayment ability of lenders in the follow-up procedures before and after lending. The firm decides whether to lend according to the evaluation level, and the follow-up procedures will continue to follow up. In this way, it can not only reduce the ratio of non-performing assets of the firm, but also maintain a certain liquidity of assets. The other is the flexible use of financial derivatives. Facing the financial situation of short-term deposits and long-term loans, asset securitization is adopted to enhance the liquidity of bank assets. In addition, issuing stocks and bonds is an important means for commercial banks to supplement medium-and long-term liquidity, which is helpful to improve the mismatch of term structure. In addition, the organizational framework of liquidity management should be constructed. After the financial crisis, commercial banks should establish special liquidity management departments. On the one hand, they should formulate a liquidity management strategy in the period of economic stability, and cooperate with the company's own asset-liability management and business development strategy. On the other hand, they should keep up with all kinds of liquidity data at any time to cope with the sudden financial tsunami. A subprime mortgage crisis in developed countries triggered a global financial storm, which once again warned the importance of sound liquidity risk management and supervision. Therefore, in the post-financial crisis era, strengthening the internal early warning mechanism and risk management ability of commercial banks, comprehensively coordinating the proportion of various funds, improving the lender evaluation procedures, and standardizing and improving the liquidity risk management system have become the primary tasks of commercial banks in various countries. [2] Today. Liquidity risk of China commercial banks: measurement and management framework [D]. Doctoral thesis of Fudan University, 2007. [3] Zhou. The development path choice of China commercial banks in the post-financial crisis period. 20 1 1.[4] Chen Financial Times. The world economy in the post-financial crisis era [6]