金融危机冲击下资产负债管理的再审视  

A Review on Asset Liability Management Under the Shock of Financial Crisis

作　　者：孟艳[1,2] 

机构地区：[1]财政部财政科学研究所 [2]中国社会科学院经济研究所博士后流动站

出　　处：《金融论坛》2010年第2期29-34,共6页Finance Forum

摘　　要：始于2007年的国际金融危机暴露了商业银行过度使用杠杆的弊病和被广泛采用的资产负债管理理论与技术的缺陷。未来商业银行资产负债管理将会在改革中得以持续。对于我国商业银行来讲,由于内外部的原因,尚处于资产负债比例管理阶段,较西方商业银行仍存在很大差距。为逐步加强我国商业银行资产负债管理工作,一方面需要加快外部监管环境的完善,积极推进利率市场化改革和证券市场改革。另一方面,商业银行必须提高认识,健全资产负债管理业务组织体系,坚持并完善资产负债比例管理指标体系建设,不断推进业务和产品创新。The global financial crisis, beginning from 2007, exposed the drawbacks of overuse of financial leverage and asset liability management, which has been widely used in western commercial banks. In the future, asset liability management will continue to be employed in commercial banks, although necessary revision is required. Due to a variety of internal and external reasons, asset liability management in Chinese commercial banks is still in a primitive stage asset liability ratio management, which lags far behind the level of western commercial banks. To gradually further asset liability management, on the one hand, the authorities should accelerate to improve external supervision environment, and actively further the reform of market-oriented interest rate and security market. On the other hand, commercial banks should strengthen their understanding of asset liability management, establish a sound organization system for asset liability management, insist and gradually perfect the indicator system construction of asset liability ratio management, and continuously further business and product innovation.

关 键 词：金融危机 资产负债管理 资产负债表管理 去杠杆化 资产负债比例管理 

分 类 号：F832.2[经济管理—金融学]