The embodiment of that present specification provide a method and apparatus for evaluating liquidity in inter-bank market. The method includes: using multiple features to screen that liquidity index for the inter-bank market, so that that correlation coefficient matrix is calculated, removing features of the plurality of features whose correlation coefficients with known interbank market liquidityindices are within a preset range, obtaining a first set of features, and based on the first set of features, fitting the known inter-bank market liquidity index and determining a scheme of a model of a first inter-bank market liquidity index. The method provides another basis in addition to the known inter-bank market liquidity index for guiding the activities of the financial market and meets ademand for a method for evaluating the inter-bank market liquidity.