Commercial bank asset-liability management

Author: Li Yangyong
Publisher:
Publish Date: 2007-01-01
Features: The book "Asset-Liability Management of Commercial Banks" elaborates on specific asset-liability management methods from three levels, with the perspective of theory guiding practical operations:
First, it measures and manages various market risks, including interest rate risk, liquidity risk, and exchange rate risk.
Second, it achieves scientific expected profits, which means achieving sustainable and stable growth with strategic goals, seeking a balance between short-term and long-term profit targets based on the judgment of market interest rate trends.
Third, it optimizes economic capital allocation, the core content of total asset-liability management—such as total asset balance, total asset-liability analysis, asset-liability structural management, asset-liability efficiency management, the practice of asset-liability maturity structure management in Chinese commercial banks, the indicators of asset-liability ratio management adopted by commercial banks, the impact of asset-liability ratio management on banks, financial derivative trading management, external asset-liability management, collateral management, and so on. The book is suitable for commercial bank practitioners, financial management personnel, university teachers and students, entrepreneurs, and researchers.