国有商业银行资产负债管理体系的构建

The establishment of asset/liability management system for state-owned commercial banks

作为组合层面的风险管理,资产负债管理以流动性、安全性、盈利性协调运作为经营原则,以规模型、价格型管理为主导手段,以实现股东价值最大化为运作目标。该文在借鉴《巴塞尔新资本协议》监管理念的基础上,从管理实务的角度界定了现代商业银行资产负债管理的职能架构,并提出了现阶段国有商业银行资产负债管理体系的构建设想。

At the portfolio level of risk management, asset-liability management （ALM） aims at the maximization of shareholder value, with liquidity, security and profitability as the operation phnciple, and scale-oriented management and price-oriented management as main instnarnents. This paper attempts to define a framework of ALM for modem commercial banks from the perspective of practical application, with reference to the Tenets of Basel I1. Moreover, Ibis paper attempts to construct a system of ALM for state-owned commercial banks in Chine at the present time.