The Basel Agreement And Chinese Commercial Bank's Asset-Liability Management

The Basel Agreement was formulated by a committee commissioned by the Bank for International Settlements to coordinate and standardize bank capital adequacy globally by relating the risk of a bank's operations to its capital needs. The requirements of the Basel Agreement are designed to encourage bank to strengthen their capital position and consider the risk of the off-balance-sheet commitments. Asset-Liability Management is integrated of self-discipline and financial supervision. The purpose of Asset-Liability Management is to formulate strategies and take actions that shape a bank's balance sheet as a whole in a way that contributes to its desired goals. In the process of financial deepening in china, the research of Basel Agreement and Asset-Liability Management turns out to be very important.To meet the needs of Basel Agreement , the thesis devises that major efforts should put on two aspects: optimize the external environment of commercial bank and strengthen internal management of banks .The thesis holds that the primary approach to settle those problems and to meet the requirements of Basel Agreement is to stick to the side by side commercialized management.Under the guide of the systems theory , this thesis first expound the characteristics of Basel Agreement, and then give a deep insight into the experience of Asset-Liability Management. On this base the paper make a detailed analysis on the problems and difficulties in the development of china commercial bank's Asset-Liability Management. Finally the paper provide some suggestions.Wulianghua(MBA) Directed by Pro. Fanzhengtang...