Empirical Research Of Bank’s Asset Liability Management And Operating Efficiency

As China’s market-oriented interest rate accelerating pace, in the promotion of the reform of the financial system and macroeconomic regulation and control and optimize the economic structure at the same time, interest rate marketization will undoubtedly give commercial bank assets and liabilities management brings hitherto unknown challenge.This paper takes Ningbo as the example, firstly analyzed the commercial bank assets and liabilities management present situation; then, describes the process and the interest rate market interest rate marketization of our country’s influence on commercial bank assets and liabilities management; and then, through the analysis of the financial model parameters in the process of interest rate marketization of commercial bank assets and liabilities management effect, a measure of suitability the sample bank asset liability management means, check whether the bank asset liability management has a significant benefit in the process of interest rate liberalization;The empirical results shows:(1)The structure of bank’ asset liability is unreasonable; the process of market-oriented interest rate asset-liability management andinterest rate forecasts are not significantly improve the profitability of banks;(2) The efficiency of commercial banks of Ningbo is high, but significant down after2008;(3)The Tobit model shows that factors including GDP,MEET,ZFBT,FH and CK have an significant impact on efficient of commercial bank of Ningbo.Finally, the paper put forwards some the relevant recommendations on the basis of the empirical research.