Based On Commercial Bank Deposit And Loan Term Structure Of Risk Management Research

In recent years, the trend to long-term loans and short-term deposits in our bankinginstitutions is very obvious, the problem in the commercial banks is especially serious.Because of the term structure mismatch of commercial bank deposit and loan, liquidity risk, interest rate risk and credit risk has appeared. In order to manage the risk, resolve themismatch and enhance the initiative of commercial bank risk management, the paperanalyzed the cause of these risks and tried to find the way to keep away from these risks.This thesis illuminated the background and significance about risk management ofdeposit and loan term structure in commercial bank first, then reviewed some relevantliteratures previous. Then it introduced the theories on term structure match, asset-liabilitymanagement that related to term structure management of deposit and loan, liquidity riskmanagement, interest rate risk management, credit risk management and risk early warningsystem. After describing the situation of deposit and loan term structure mismatch in ourcommercial banks with current data, the thesis analyzed the cause of this phenomenon, furthermore, the cause of the three risks. At last, combined with the characteristics ofasset-liability term in Chinese commercial banks and previous risk early warning system, based on hierarchical cluster and the signal lamp, the paper list an example of theapplication in risk warning system. In addition, the paper introduced asset securitizationand financial derivative securities for risk management.