银行危机的实质在于银行资产配置失误而导致的流动性不足,因而在银行资产配置中使得资产保持充分的流动性,对银行的发展至关重要。本文以上一期的负债与资产余额同下一期负债累加作为下一期的总分配资金,使得资产与负债在时间上匹配,通过商业银行法和中央银行对商业银行的监管条例约束,保证银行资产配给的合法性与合规性,控制了银行经营中的流动性风险,保障银行的支付能力。
The essence of banking crises is caused by the mistake of asset allocation, which lead to bank liquidity is poor. It is important to ensure the full liquidity of asset matching for development of bank. In this paper, through sequential matching of assets and liabilities, short-team assets can match with short-team liabilities and long-team assets can match with long-team liabilities. Under the limitation of Law of merchant bank and central bank' supervise, the asset portfolio is legal, which solve the liquidity risk controlling and ensure the bank's capacity to pay.