摘要
资产负债管理在银行业务经营管理中有着举足轻重的作用,资产负债管理效率的高低影响着
银行可持续发展能力和市场竞争力的提升。“十二五”时期,经济周期变化、利率市场化和新资
本协议实施等诸多挑战的集中虽现,以及深化西部大开发战略发展机遇,对商业银行资产负债管
理提出了更高要求。本文以宁夏农业银行为研究对象,选取宁夏农行、宁夏工行、宁夏建行、宁
夏中行、屮夏银行和农信社六家银行,从资产负债业务结构、流动性、盈利、风险及机制建设等
方面进行比较分析,客观评估农行资产负债管理现状,指出农行资产负债管理存在的主耍问题,
针对性的提山农业银行宁夏分行资产负债管理策略选择:强化资本约束,提高价值创造;优化信
贷结构,实现资产业务可持续发展;加强主动负债,进一步提升存款市场竞争力;实施差别定价,
强力稳定净息差水平;加大渠道建设,加快中间业务转型发展;完善内部管理机制建设,提高资
产负债管理水平;加强全面风险管理,严把风险关口。

关键词:商业银行资产负债管理策略选择
Abstract
The Asset Liability Management (ALM) has a pivotal role in the banking business management.
The efficiency of ALM affects sustainable development and market competitiveness of bank.During
Twelfth Five-Year period, many challenges centrally presented to the commercial bank, for example,
changes of the economic cycle, Marketization of the interest rate and the implementation of the New
Basel Capital Accord, as well as deepening the large-scale development of the western region, which
needs commercial banks improve the ALM efficiency. The paper uses ABC Ningxia Branch as the
research object, selecting ICBC Ningxia Branch,CBC Ningxia Branch,BOC Ningxia Branch,Bank
of Ningxia and rural credit cooperatives as the comparison objects,compared and analyzed from
business structure, liquidity, profitability, risk and mechanism construction, objectively assessed the
status quo of Agricultural Bank&39;s ALM, pointed out the main problems of the ALM of Agricultural
Bank, offered the ALM strategy options for ABC Ningxia Branch: strengthening capital constraints,
improving value creation; optimizing the credit structure to realize assets business sustainable
development; strengthening liability to further enhance the competitiveness of the deposit market;
implementation of differential pricing, stable net interest margin; increasing the channel construction
and speeding up the transformation of intermediary business development; improving the internal
management mechanism and improving the ALM level; strengthening comprehensive risk
management and strictly controlled risk.
Key Words: commercial bank , Asset-Liability Management (ALM), strategic options