ASSETS LIABILITY MANAGEMENT PT BANK NEGARA INDONESIA (PERSERO) TBK DALAM TINGKAT BUNGA YANG BERFLUKTUASI PADA PERIODE 1997-2001

The purpose of this study are to first out to know the influence to interest rate fluctuation of Bank BNI profitability and it's sensfitiveness at Bank BNI liability and asset, examine the liability asset policy of Bank BNI management at condition of interest rate fluctuation, and determine optimal asset liability management at condition of interest rate the fluctuation. Data obtained from Financial Statement of Bank BNI period 1997-2001 and 1 month SBI’s interest rate at period 1997-2001. Analysis used is balance analysis, ratio analysis, statistical analysis and funds gap management method. And from this analysis known that the fluctuation of interest rate have an effect on Bank BNI asset and liability management, and the position of funds gap BNI on period 1997-2001 is negative funds gap. On that condition the applying of funds gap management method on that fluctuative interest rate is needed to reach optimal profit