The Study On Asset-Liability Management Of A Commercial Bank

As the process of liberalization is accelerating of financial market, the international financial market fluctuates more severely, and there are more and more financial products, financial services categories as well. What's more, banks are facing more serious and complex financial risk. The main reasons caused many financial institutions into the plight are not caused by one single risk, such as, the credit risk or market risk, but by a joint of several kinds of risks, in a word, the essence lies in the mistakes of the overall decision of asset-liability allocation. As a result, banks are paying more attention to the prevention of comprehensive risk, Banks need asset-liability management (ALM) system urgently, which can coordinate the various business risks, and possesses many kinds of characters, such as, forward-looking, scientific and operational. So learning from advanced international experience and accelerating the establishment of modern asset-liability management system will be of great practical significance to improve the comprehensive management level for our commercial banks.This paper uses four parts to study asset-liability management according to A commercial bank. In the first part, it represents the introduction, which mainly describes the background and the significance of this paper, as well as reviews the research both at home and aboard. Then, the second part concerns an overview of the basic theory about the asset-liability management for a commercial bank. In the following part, it analyzes the current situation of A commercial banks' asset-liability management in particular. Finally, the fourth part brings forward some referential advice and measures according to the problems facing by A commercial bank.This paper reviews the theory of the asset-liability management of the western commercial banks, summing up the important role played by these commercial banks in our economy lives. Then, we make use of the research findings in the field of commercial bank asset-liability management for reference to analyze the present situation of A commercial bank, pointing out the problems, meanwhile, figuring out the reasons through comparing the issues on the security, liquidity, interest sensitivity, assets-liabilities structure and profit-making. Finally, according to A bank's situation and the external financial environment, we put forward a series of improvements, corresponding to the weak links, for example, the internal asset-liability management system construction, credit risk management mechanism, and restructuring the assets and liabilities. The features lie in two aspects: on the one hand, we fully set forth the obstacles in the process of A commercial bank's asset-liability management by means of theoretical analysis and examples demonstration. On the other hand, from A commercial bank's development, combining the practice of market-oriented interest rate reform, aiming at bringing out some operability and applied thoughts and improvements on implementing the asset-liability management.