A Study On Dynamic Matching Of Asset-Liability Management For Commercial Banks

Through the analysis on the theory of the asset and liability management and based on the summary of the management methods of the asset and liability of the western commercial banks. This essay is aimed to make some systematic inquiries into the problems of the dynamic matching of the asset-liability of the Chinese commercial banks. It consists of five parts. In the introduction, the essay elaborates the goal and the significance to carry out the said academic question, the international research status quo and the great efforts the writer has made in this regard.The second part, first, centers on the summary about the development state of the asset-liability management theory and the present main management methods; then it separately points out their respective advantages and disadvantages.In the third part, combined with the personal working experience in commercial bank, the author has made a comprehensive comment on those management modes of the asset-liability proportion, which are generally adopted by the Chinese commercial banks, and the related problems when they are put in use.The forth part is the main body of the essay. Based on the analysis on the duration modes of the asset and liability of the commercial banks, the author has undertaken a detailed probe into the existing problems of the said duration mode in practical use, and put forward the writer corresponding revision programs.In the final part, combined with the practical performance of a Chinese bank, the author carries out a specific analysis on the duration modes of the asset-liability management, and produces some corresponding measures to cope with the fluctuation of the interest rates.The asset-liability management has just taken its initial phase in China, and most of the commercial banks have adopted the simple and object asset-liability proportion management, therefore, the research has largely been limited within the framework of the proportion management. This essay aims to offer a new train of thought to the asset-liability management of the Chinese commercial banks, so it may have some theoretic and practical values.