The ANP-Based Model for Liquidity Risk Ranking

摘要：

This paper firstly develops an indicator system of liquidity risk, and then a model to ranking liquidity risk probability by using the analytic network process is proposed. In the end an actual application using such method is given.

关键词： Analytic Network Process (ANT)Liquidity Risk

作者: Xu Guanglin Liu Nianzu Wang Shuangcheng Liu Yongchang

作者单位: College of Mathematics and Information,Shanghai Lixin University of Commerce, Shanghai 201620,China College of Mathematics and Information, Shanghai Lixin University of Commerce, Shanghai 201620,China College of Information Engineering, Shanghai Maritime University, Shanghai 200135, China

会议类型: 国际会议

会议名称: The 2nd International Conference on Risk Analysis and Crisis Response(第二届风险分析与危机反应国际学术研讨会)

会议地点: 北京

会议语种:英文

页码: 114-117

在线出版日期: 2009-10-19（万方平台首次上网日期，不代表论文的发表时间）