Research On Asset And Liability Management Of Commercial Bank In China In The Process Of Interest Rate Liberalization

In recent years,China's economic development has entered a new economic situation,and the rate liberalization in China is accelerating,on the one hand,the interest rate liberalization is helpful for China's banking to create a more free market environment,conducive to China's economic structure adjustment and economic restructuring and upgrading;on the other hand,first of all,the interest rate liberalization will exacerbate competition between banks,reduce bank interest spread,and increase the operating pressure of the commercial bank,at the same time,interest rate liberalization will increase the sensitivity of interest rate to the changes on the external economic environment,and the commercial bank have a large number of interest rate sensitive assets and interest rate sensitive liabilities,therefore,after the interest rate liberalization,the interest rate risk of bank will increase.It requires China's commercial bank to actively respond to the current economic situation,and strive to transform asset and liability management,improve their asset liability management level.As the commercial bank's traditional main business is deposit and loan business,so asset liability management plays an important role in the financial management of the commercial bank,it can be said that a large part of commercial bank management is around the management of assets and liabilities.Our country began to carry out the core indicators for the risk management system of commercial banks since 2005,and abolished the original proportion management index system,it means that the CBRC began to implement more comprehensive regulatory measures,at the same time,China's commercial banks positively develop new asset liability management measures on the basis of their original asset liability management system and improve its asset liability management system.This paper takes the asset liability management of commercial banks in China as the research object.The first chapter introduces the background and significance of the research,reviews the current situation of the research on the asset liability management of commercial banks at home and abroad.The second chapter is the definition of the basic concepts and the theory used in this paper.The third chapter points out the problem facing asset liability management of Chinese commercial bank in the process of interest rate liberalization.In the fourth chapter,taking A bank as a case,we use the gap analysis and Va R model to analyze the asset liability management of A bank.In the fifth chapter,the author puts forward some ideas and suggestions on how to improve the asset liability management of commercial bank in the process of interest rate liberalization.