Research On Assets And Liabilities Management Of Bank

From the beginning of2013, the banks have raised the deposit interest rate, banks raise deposit interest rate to the top whatever which term, which marks the marketization of interest rate is coming; in addition, because American economic recovery momentum is powerful, the Fed then exit QE3, a large number of domestic capital outflows. In Jun of2013, foreign exchange reserves of decrease for the first time in years, intensified rapidly funds domestic financial markets face tightening, the foreign interest rate market experience shows us that, the interest rate risk of mismanagement is the key factor that lead the banks into the important causes of the dilemma and bankruptcy, based on this background, through the relevant theory of commercial bank assets and liabilities management research and practice, analysis, comprehensive use of case comparison analysis method, figure out the existing problems and the causes of demonstration of A city commercial banks asset liability management, based on the theories of asset liability management, look forward to improve and program the new scheme of A city commercial bank assets and liabilities management.The first chapter is the introduction, from the two aspects of the topic selection and the significance of the topic, introduced in the current interest rate marketization, complex financial environment, strengthen the ability of asset liability management of commercial banks is an important factor in the development of future relations of commercial banks, and expounds the research method and framework of the article, finally shows the contribution of this thesis. The second chapter is the theoretical research, elaborated the asset liability management theory research dynamic, as well as the theoretical basis of China’s commercial banks management application from three aspects, leads to the definition of assets and liabilities management and the general principle, as well as the economic capital management, funds transfer pricing, interest rate fixed price method of asset liability management, and based on the analysis of met our country commercial bank assets and liabilities management practice and practical problems in the process of.The third chapter is the analysis of examples, the paper introduces the basic situation and operation situation of A bank, through the acquisition of assets and liabilities management in A bank first hand data, analysis of the structure of assets and liabilities, liquidity gap, core debt dependence degree requirements and other regulatory bodies of the commercial bank asset liability ratio management index. Put forward the main problems existing in the management of assets and liabilities of banks to support the A data detailed. At the same time, analyzes the deep-seated reasons for the above problems and the adverse effects of the A bank has.The fourth chapter is put forward to solve the above problem of the A bank asset liability management strategies, strategies are proposed to establish the system of asset liability management of bank A. Mainly includes four aspects: one is the capital pricing according to the rational allocation of capital; two establish effective asset liability management and asset liability management group decision-making mechanism; three is to strengthen the coordination and management between the total branch, the implementation of the entire amount of the funds management mode based on pricing of funds transfer; four are actively introduce advanced methods of asset liability management techniques, improve risk the management level; five is to improve the pricing mechanism of commercial bank, to the price of boosting A city market interest firm development. Finally, the conclusion of this paper, through the research and analysis system, this paper proposed the present implementation measures of asset liability management stage of A bank and the feasibility analysis, draws the conclusion.