The Research Of The Behavior Analysis For Commercial Bank Assets In Our Country

Behavior analyses is the evaluation for the effect of an economic variables. Mainly from two aspects. First, look at the changes of economic variables whether cause the related variables reasonable changes, then achieve its target value. Second, to see whether the economic variables were Regulated effectively by management of commercial banks to its pre-set target or target range. In theory, different assets of commercial Bank have different interest rates, reflect their different levels of liquidity and risk. At the same time,there is an alternative relationship between every assets, reflect the investment preferences and opportunity cost. The behavior analysis for commercial bank assets is under the premise of rational, maximize profit target, assess and adjust the varieties and scale of assets, objective is to improve the management of commercial banks.At present, in China's commercial banks, the proportion of cash assets is obviously higher than the generally level of international banking industry, it shows that China's commercial banking system have the requirements of high liquidity. At the same time, loans is the greatest asset projects in profit-making assets of commercial banks, is the most important way to use the funds for a long time. With the expansion of the scale of loans, the ratio of non-performing loans increase year by year. Credit risk has become the main risks faced by banking industry, because of taking a lot of policy loans in China's commercial banks, such risks must be given more attention. So the reasonable assessment and control for the size of liquid assets, the effective measurement and management for the credit risk, and the empirical study closely related to the bank's asset management has become the focus of attention between the banking sector together and the academic community at present. So, carrying out the behavior analysis for China's commercial banks assets and taking the effective management can provide the decision-making support for the risk and asset size reasonable control of China's commercial banks, having important practical significance. The article use theoretical analysis and demonstration research to analyze the problem. On the basis of the theory analysis of the necessity of behavior analysis for commercial bank assets, use the cointegration theory which is contrived by Granger and Engle, use the essentials of econometrics' software Eviews edition, through the method of measurement and statistics to analysis and research systematically the linkage of the China's commercial bank assets from 2000-2007, and then elicited the ECM to forecast the data, the forecast data validate the good fitting of the model. Based on the research conclusion analysis and integrate the characteristics of China's economic development, the article advanced many reasonable proposals, to solve the problem that the risk of assets and the reasonable control of the assets size in China's commercial banks.