China's Commercial Banks, Asset Liability Ratio 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 . 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 make efforts 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 guidence of the systemetic theory,the thesis first expound the origin,the systems and the ways of Asset-Liability Management,and then study the process,the contents and the functions of chinese commercial bank's Asset-Liability Management.On this basis the paper make a detailed analysis on the achievements and the problems in the development of chinese commercial bank's Asset-Liability Management.Finally the paper provides some suggestions.