| In recent years,due to the global economic downturn,the vigorous development of Internet finance,the deepening of financial system reform,increasingly strict regulatory policies and the integration of the dual interest rate system,the problems of commercial Banks’ asset and liability management have become increasingly apparent.As an important tool of value creation,risk management and strategic planning for Banks,asset and liability management has become an important means for Banks to improve their fine management and overall planning.With the acceleration of financial reform,increasingly frequent market interest rate fluctuations,and increasingly complex financial product innovation,commercial Banks,especially urban commercial Banks,will face more and more financial risks,and it is urgent to improve the current problem of asset and liability management,perfect asset and liability management model,reduce financial risks,and improve the level of profitability.Firstly,based on the development history and main viewpoints of asset and liability management theory,this paper expounds asset management theory,liability management theory and asset and liability integrated management theory,and conducts a comparative study on the main interest rate risk measurement models.Secondly,starting from the development practice of Bank S,this paper introduces the asset-liability management mode and the current situation of its asset-liability business,and systematically demonstrates the main problems existing in the asset-liability management mode of Bank S at the present stage from the perspective of management and data analysis.Again,this paper establishes the core interest rate risk,establishing the risk limit management indicators,selection of interest rate risk measurement model and increase the interest rate beforehand link for the center with the interest rate risk is proposed from four aspects the assets and liabilities management mode,from the Angle of economic benefits S bank assets and liabilities management for further research,exploration,and draw on liquidity risk and credit risk control,through the model can improve the conclusion of S bank profitability improvement.Finally,on the basis of the above content,this paper provides the guarantee measures to improve the asset and liability management model of Bank S,and puts forward reasonable Suggestions for the bank to further improve the asset and liability management system based on interest rate risk,providing reference for other city commercial Banks. |
