The Design And Implementation Of Assets And Liabilities Management Software Based On Bank Data Warehouse

The interest rates market-oriented reforms and the rapid development of financemarket make the managing difficulty of the risk management. If there is no effectiveasset and liability management system in banks to measure and monitor the interestrate risk and the liquidity risk, the decision-making ability, profitability and thedevelopment will be seriously affected.Combining commercial Banks to actual condition, based on bank assets andliabilities management theory, the assets and liabilities management system is studied.This paper expounds the system needs to solve the problem. The system’s overallstructure, system function, deploy scheme is determined.Based on Data Warehouse technology, the ALM software structure is put forward.The major components are ETL module，asset liability management module，fundstransfer pricing module，statements show module．The main function of ETL moduleis extraction，conversion，loading data from commercial business systems；the mainfunctions of the asset liability management module is established on the basis of dataanalysis model；funds transfer pricing module is the basis for liability management，the intemal transfer of funds pricing is istablished through the business model．Then,the prototype software is designed, with the detail procedure of all the modules beingput forward, and the database tables being constructed.