Research On The Application Of Dynamic Financial Analysis Method In Asset And Liability Management

The world economy is developing rapidly.In order to adapt to the rapid development of market economy,the banking industry of our country needs to carry out reforms constantly to ensure a sustainable and better development.As the focus of the banking industry,the static management model can't adapt to the development well,At present,how to formulate reasonable debt management and how to perform it are issues that need to be considered in the field of research.First of all,this paper studies the status of assets and liabilities management of X Bank.Based on the guidance of the relevant theories and the data analysis,it is found that asset liability management in X Bank has such problems as high cost of liability,poor ability to cope with interest rate risk,low stability and high management risk.Based on these issues,this paper further analyzes that the reason is that the static management model is too dependent on the results of historical data,and fails to focus on the situation that the company may face in the future.This requires that X Bank adopt quantitative and parameterized methods in the management of assets and liabilities and predict the future interest rate risk.This results in the application of the method of dynamic financial analysis.In the study of the dynamic financial analysis method,first of all,it introduces the theory of the method,and then applies the method to the X bank for practical demonstration.The first step is to understand the characteristics of asset and liability management of X Bank.Select the required parameters to build the model.And the second step is to use Monte Carlo method and related computer technology to get the variables.And the third step based on dynamic financial analysis of the relevant ways,for different data simulation,scenario analysis.At the end of this paper,the future development of the bank is simulated,which proves the effectiveness and importance of the application of dynamic financial analysis in the development of the bank.Through the application of dynamic financial analysis,the problems existing in themanagement of assets and liabilities of X Bank are solved,and some suggestions for the future development of X Bank are put forward according to the forecast results.The main contribution of this paper is to study and analyze the combination of dynamic financial analysis and asset responsibility management,and to explain the application experience of dynamic financial analysis in the management of assets and liabilities of X bank.At the end of this paper,the author completes the demonstration with the example,solves the problems in the asset and liability management method in the case enterprise,and improves the application of the bank asset liability management method and the dynamic financial analysis method.