我国商业银行资产负债比例管理的研究.pdfVIP

ABSTRACT Wit}l the development of economic and financial system reform．China s credit funds management system has experienced the transition from traditional planed economy to social market economy．Since January 1，1998，the People’S Bank of China has decided to cancel the ceiling on loan for the state-owned commercial banks and establish new credit funds management system which provides that PBC practises gIlicUag planning，indirect control，and assets-liability ratio management and venture management in order to make the commercial banks kcep balance between assets and liability by themselves． This is a great reform of ChinaIs financial system．Due to the inertia of the age long planed economy’S operation，state·owned commercial banks have some problems in the practising of ratio management．This thesis，at the beginning， gives the connotation of“assets·liability ratio management’，and then analyzes the problems existing in the process of commercial banks’practising “assets·liability”ratio management from three aspects：ratio management in itself,commercial banks，and outside environment．At last,the author illustrates the methods to better asset-liability management from four perspectives：the property right relationship of commercial banks，management and administration，ratio management system construction and the perfection of outside enviIDnnlent． Key words：commercial banks asset-liability management asset-liability ratio management III 我国商业银行资产负债比例管理研究 ． 我国目前正处在经济转轨时期，随着社会主义市场经济体制的建立，国 有商业银行市场化步伐将会加快。长期以来，中央银行都以资产管理为核心， 把资产负债总量作为实现货币信贷总量控制的基础。这种偏重于“资产管理” 的信贷资金管理体制，导致各国有商业银行普遍存在着争规模、重外延发展， 忽视效益和质量的现象，经营风险不断加大。传统的计划经济体制下的规模 管理，已不适应社会主义市场经济发展的要求。应改进国有商业银行的营运 机制，加强商业银行自律和中央银行监控。1994年我国金融体制改革，明确 要求国有商业银行在两三年的时间内实行资产负债管理，并按照《巴塞尔协 议》o的要求，对信贷资金实行资产负债比例管理。1998年1月1日起，中 国人民银行决定对国有商业银行取消贷款限额控制，实行“计划指导、比例 管理、自求平衡、间接调控”的新的信贷资金管理体制，全面推行资产负债 比例管理和风险管理。这是我国金融体制改革的一项重大举措，也是中央银 行宏观调控方式的重大转变，标志着我国国有商业银行开始真正走向市场， 按国际惯例，完善自我发展、自我约束的经营机制，加快建立现代金融企业 制度的步伐。自推行资产负债比例管理以来，各商业银行在调整信贷结构、 提高信贷资产质量方面都取得