Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Rorecasting》 1999-06
Add to Favorite Get Latest Update

Analysis on Liquidity Risk Management in Commercial Banks

YU Ceng zhang, SUN Qian, YU Zi you (Shanghai Jiao Tong University, Shanghai200030, China;Hong Kong Ling Nan University, China)  
Liquidity Risk (LR) is one of the financial risks commercial banks always face. This paper reveals the mechanism of LR from the view points of game theory and Bayesian extrapolation, and points out that LR comes from the contradiction between liquidity and profitability of capital in commercial banks. In order to manage the LR, we introduce the method of liquidity gap management and show theoretical and empirical estimation formulas to calculate liquidity gap. In the end, we evaluate the advantages and disadvantages of two methods.
【CateGory Index】: F832.33
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved