ECB’s negative interest rate policy leads to more and more higher liquidity in banks. Higher risks for commercial banks are suspected from this. The hypothesis is, that ECB's Negative interest rate policy leads to significantly higher liquidity risks. The article researches the effects on liquidity risk controlling, supervision and the indeed risk development in banks. Those liquidity risks are typically measured by LCR, NSFR and survival period. The author extends the analyzes carried out by other authors with his own data evaluation in the key figures net liquidity, excess liquidity and LCR as the top liquidity key figure of the banking supervisory authority. Direct effects on commercial banks liquidity risks based on risk models cannot be proven by quantitative research. Qualitative evaluation on the other hand shows increasing risks as a follow of extended maturity transformation and increasing stocks of high risk government bonds. Commercial banks try to buffer those risks by increasing liquidity stocks and emissions of long-term-bonds. Floating above is the threat of the fact that high market liquidity is depended on ECBs low interest policy.