The Development And Implementation Of The Asset Liability Management System Of Commercial Bank Based On OFSA

China’s economy is developing rapidly and financial industry is facing a deepreform, and new policy, new business and new products are emerging constantly witha faster speed than expected. All sorts of change has had a significant impact on theliquidity, security and profitability of the banking, and thus put forward severechallenges on the traditional way of bank asset-liability management.As a result, it isof great importance to asset-liability management reform and build a modern one. TheCommercial banks regard the establishment of a modern asset-liability managementsystem as the focus of its operation and management, and adjust management systemand organization structure. A series of practice has proved that it is very important tocarry out asset-liability management which can improve the balance sheet structuresignificantly and enhance the liquidity and security of assets and long-termprofitability effectively. Therefore, the topic of this paper has large research value.At first, this paper analyzes the background and significance of develop ofcommercial bank asset-liability management system, elaborates the main researchcontent and structure, then summarizes research trend of asset-liability managementat home and abroad and understands the present situation, problems and classificationof commercial bank asset-liability management.At the same time, the paperintroduces the demand of commercial bank asset-liability management system basedon a certain system design target and principle, and confirms six function modulessuch as asset-liability management system, internal funds transfering pricing, datamodel, reports tool, developing kit and data mining tools. Furtherly, the papercompletes asset-liability management system design through technicalarchitecture,OFDM data model design and data integration planning.On this basis, the paper develops and implements asset-liability managementsystem based on the development environment and tools through the system dataexchange and connection, the main analysis index, the main output graphs and reports, the main analysis model, implementation of the main statistical forecasting methods,in order to realize the commercial bank’s risk supervision and prevention effectively.At last, the paper summarizes the research achievements, points out possible furtherresearch trends, and indicates some problems.With the idea of data mining and data warehouse,the system of the asset-liability management, which is based on OFSA platform, includes database,application server and the DS development kit. Its successful trial operation can letcommercial banks manage their assets and liabilities more scientifically andaccurately. This not only means the banks meet the requirements of financialsupervision and regulation department and enhance the ability to resist risks, but alsoimproves the efficiency of the allocation of funds.