| Since the creation of commercial banks, it is an important bridge of financial intermediation, which has the characteristics of strong asset size, diversified business varieties and strong financial support. It has a unique role in the financial industry. With the further development of the process of the interest rate liberalization, deposit and lending interest rates will be reduced, and this is bound to affect the structure of assets and liabilities of commercial banks of our country, especially in the deposit and loan business.China’s commercial banks are facing a great challenge. It is very important for china’s commercial bank that is How to better respond to the interest rate liberalization against the commercial bank’s asset-liability structure, and optimize the structure of assets and liabilities, in order to improve the profitability of commercial banks.The main content of this paper is the influence of commercial bank’s asset-liability structure on profitability under the background of interest rate liberalization. First of all, this paper describes the background and significance of the topic and research methods, and puts forward the content of this paper to study.Then this paper makes a certain overview of the interest rate market, asset-liability management theory and the theory of China’s commercial bank profitability, and lay a foundation for this paper. The third chapter, based on the above theoretical analysis, on the selected indicators are described, and by means of qualitative and theoretical analysis. The results showed that commercial banks SLS、CAR、LDR、NIR、GDP and the profitability of commercial banks(ROA) are positively related, DTL 、NPL and the profitability of commercial banks(ROA) is a negative correlation,and LDA on profitability(ROA) is positive correlation or negative correlation,at the same time, through the data analysis, we can know that the reform of interest rate market will have an impact on the profitability of commercial banks and the structure of assets and liabilities.. In order to better explain the results of qualitative and theoretical analysis, this paper carries on the empirical analysis, through the F test and the Hausman test these two kinds of inspection methods, finally this paper chose the individual fixed effect model, and obtains the regression result. Finally, according to the results of the regression to the commercial banks how to optimize the structure of assets and liabilities to enhance their profitability and put forward policies and suggestions, and make a certain description of the limitations of this study and the future prospects.Through empirical analysis, 16 Commercial Banks ’s SLS、LDR、LDA have a positive effect on profitability(ROA); The effect of DTL on profitability is negative; The impact of asset size on profitability is positive; Among other factors, the impact of NPL on the profitability of commercial banks(ROA) is in the opposite direction; the impact of CAR and NIR on the commercial bank profitability(ROA) is the positive direction; External factors GDP growth rate(GDP) on the bank’s profitability(ROA) into a positive correlation, but the level is not high.Faced with the challenge of interest rate liberalization, China’s commercial banks should continue to optimize the structure of assets and liabilities, optimize the deposit and loan structure, reduce the rate of non-performing loans, expand the source of the deposit channels, improve the capital adequacy ratio, and constantly develop the middle of the business. At the same time, we should promote the diversification of financial products of commercial banks, and continue to increase financial innovation. Referring to the relevant provisions of the Basel protocol, we should constantly improve and reform of China’s commercial banks’ asset-liability structure and risk control system, to further promote the commercial banks of our country. Facing the changeable economic environment, we actively respond to change and seize the opportunity... |
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