Generally speaking, also for banks:

• Current Assets only consider short-term liquidity in-flow and are thus expected to be due within one year (e.g. cash and cash equivalents, accounts receivable)
• Current Liabilities only consider short-term liquidity out-flow and are thus expected to be paid off within one year (e.g. accounts payable, taxes payable)

Examples of banks Current Assets:

• Cash and balances with treasury banks
• Balances with other banks
• Lending to ohter banks and financial institutions
• Net Investments
• Net Advance

Examples of banks Current Liabilities:

• Bills payable
• Borrowings
• Deposits
• other accounts

You might find the following link usefull: http://thismatter.com/money/banking/bank-balance-sheet.htm

Agree with Eugenio. I would add that bank assets and liabilities will likely have different durations, with long term assets such as long-duration mortgage loans to customers financed with continually revolving short-duration borrowings and customer deposits. 

In that regard you may wish to reference your research to the Basel liquidity risk principles. 

http://www.bis.org/publ/bcbs144.pdf

What about Loans? On notes to the financial statement, usually they classified the loans based on term of credit agreement. Shall I include loans with term less than a year??

Thank you so much :)

https://www.researchgate.net/publication/305815587_The_Dhaka_Mercantile_Co-operative_Bank_Limited_A_Case_of_Islamic_Shari%27ah_Banking_in_Bangladesh

Article The Dhaka Mercantile Co-operative Bank Limited: A Case of Is...

What are current assets in this list: 

Gross fixed assets

Land & building

Plant & machinery

Other fixed assets

Capital WIP

Less: cumulative depreciation

Net fixed assets

Revalued assets

Investments

In group/associate cos.

In mutual funds

Other investments

Marketable investment

Market value of quoted investment

Deferred tax assets

Inventories

Raw materials and stores

Raw materials

Stores and spares

Finished and semi-finished goods

Finished goods

Semi-finished goods

Other stock

Receivables

Sundry debtors

Debtors exceeding six months

Accrued income

Advances/loans to corporate bodies

Group/associate cos.

Other cos.

Deposits with govt./agencies

Advance payment of tax

Other receivables

Cash & bank balance

Cash in hand

Bank balance

Intangible assets (not written off)

Intangible assets (goodwill, etc.)?

Thanks.