국내 금융기관의 자산부채종합관리 시스템을 위한 컴퓨터 모형에 관한 연구

A computer model for asset liability management systems

Because of the liberalization of Korean financial markets, domestic commercial banks are exposed to various risks including interest rate risk and foreign exchange risk. Therefore, asset liability management, developed to manage the risks and profitability of financial institutes systematically, is considered prerequisite for the success in more and more competitive financial environments. However, developing a high value-added software is not easy work because of the lack of domain knowlege and ever-changing financial environments. In this paper, we present a computer model for asset liability management systems. A prototype system is implemented by using Visual Basic 3.0 (professional version) and Access database, based on the 3-tiered client/server model.