[[alternative]]A Study Of the Asset/Liability Management Information System in Banking Industry

[[abstract]]金融業的經營環境在近幾年產生了兩項巨大的轉變：一方面受到自由化策略推動，市場的競爭更加的激烈。另一方面，經由金融國際化的政策指引，使得國外資產、負債的風險管理工作愈加重要。如何利用資訊科技來協助資產負債管理活動的進行已是未來自動化中的一項重要課題。本研究以Baker 的資產負債管理理論為基本架構，參酌其它文獻與國內金融環境，建立了一個包含32 個機能的資產負債管理資訊系統;此外亦擷取部份架構機能，利用視窗圖形界面建構了一個利潤分析之雛型系統。其次以此架構為問卷設計的基石，調查各金融機構的資產負債管理活動之需求程度、電腦化現況、及不同性質的機構間之差異性，並有多項發現。[[abstract]]The local business environment of the banking industry has been changed violently within a few years. With the liberalization policy of the Government, a lot of new banks have been set up to compete with the old financial institutes. On the other hand, due to the globalization trend, numerous foreign financial products have been first purchased by the local banks. Thus, how to use information technology to carry out the management of assets and liabilities smoothly becomes an important issue of the bank. With the Baker's theory as our fundamental base, we first constructed an AssetlLiability Management ( ALM ) Information System containing 32 functions by referring some previous literatures as well as the local financial environment. Besides, a prototype system retrieving a few functions from our ALM framework has been implemented on an mM PC. With the Microsoft Windows GUI interface, a few tasks on profit analysis can be executed easily on this system. Finally, using the quoted functions as the base, we designed a questionnaire to survey the degree of need and the computerization status among distinct financial groups and got some findings from the response data.[[notice]]補正完畢[[conferencetype]]國際[[conferencedate]]19950527~19950528[[booktype]]紙本[[iscallforpapers]]Y[[conferencelocation]]桃園, 台