Research Of CNY Fund Transfer Pricing Of China Everbright Bank

Ftp is the foundation of bank operating and profit,which has a crucial effect on asset structure and risk management.In the fund management activities of cebbank,it exists problems in management pattern,price method,structure of management and illogical flow.Thus,these problems have bad effects on the development that have to be improved immediately.There are five chapters in this paper.The first one is exordium,introducing the research background and the literature,explaining the content and technique of the paper.The second chapter brings forward abroad and the native research of FTP.Based on the third chapter,the situation of fund management of cebbank is analysed,and the deficiencies are discussed.The forth chapter put forward FTP model,building FTP curve and the adjusting parameters.Besides,the fifth chapter presents the advice to carry out the improvement.Characteristic and innovation:(1) Basic on the transactions of the fund market,build the FTP curve.Throught the curve,it can reflect on the latest change of the fund market,thus,we can advoid the limitation of the average cost method.(2) The model brings forward adjusting parameters.After building the CNY yield curve, it put forward organisitional appraisal risk,internal fund transferring margin and liquidation adjusting parameters.(3) Using term-matching as the price patten,optimize the allocation of the assets and the debts.Based on the FTP curve,the headquaters can offer the price of the basic point everyday,it can adjust the assets and the debts to reduce the risk of rate and management.