Commercial Bank Assets And Liabilities Management Evaluation And Control Strategy Research

Along with the free tide impact at the stage of 20th century 70's through out the financial world, the Asset management and Liability management are replaced by the theory of Asset/Liability Management. Meanwhile the New Basel Capital Accord is published recently to identifying the risk management composed of credit risk, interest risk and liquidity risk. and the rapid growing up of the marketization of interest rate create a more freely situation for the commercial bank. But at the same time it also lead to the improper compete between the commercial banks and the increase of the interest risk, all these made the management of the commercial bank face up to the problems about safety, liquidity and profit.The theory of Asset/Liability Management(ALM) is described at the beginning of this dissertation, in this part the development of the ALM and several manage skills such as VaR are characterized, and the risk factors besides the liquidity,;Evaluation and control strategy of the commercial are analyzed, then the model of the Asset and Liability risk evaluation is presented based on the works mentioned above.The liquidity gap model is used in settling down the problem about the Asset/Liability Management, compared with the current methods the liquidity gap model is much better because of its advancing in dealing with asset liquidity, liability liquidity and so on. And finally the characteristic of the liquidity risks and the disadvantages of the current situation of commercial bank are presented.