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Based On The Gap Theory Of Bank Interest Rate Risk Management Study

Posted on:2005-06-14Degree:MasterType:Thesis
Country:ChinaCandidate:Q LiuFull Text:PDF
GTID:2206360125968010Subject:Industrial Economics
Abstract/Summary:PDF Full Text Request
As the significant part of financial risks, interest rate risk has influenced commercial banks of China in the past few years. With the carrying out of the interest rate commercialization, the fluctuation of the interest rate will lead to much more risk for commercial banks. In the banks of west, Gap theory has been widely used in the interest rate risk management, the sensitive asset-liability gap has been the fundamental way in the interest rate risk management. After the analysis of financial circumstance, we figure out the ingredients leading to interest rate risk, then we make positive analysis with the Gap model, based on the result of upper research, an appraisal was given. In order to enhance the effect of gap theory in risk management, some advises and measures were put forward at the end of the article.
Keywords/Search Tags:Commercial banks, Interest rate risk, Gap theory, Sensitive gap, Duration
PDF Full Text Request
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