An Empirical Analysis on the Structure Determination of Intermediate Business in Commercial Banks
Risks of intermediate business of commercial banks are relatively low compared with those of asset-liability business. However, market risks of intermediate business have been growing with innovation and development of products of credit business. Therefore, to prevent market risks becomes a significant task for intermediate business of commercial banks. The application of VaR method in the paper enables to standardize and quantize market risks of the intermediate business. The market risks could be presented as simple figures which are convenient for banks and financial departments to compare their risk circumstances. Moreover, it helps provide visual information of portfolio risks for decision-making administrations to take effective risk-prevention measures.
commercial banks intermediate business market risks VaR
WU Yanyan
School of Finance and Statistics, Jiangxi University of Finance and Economics, P.R.China, 330013
国际会议
威海
英文
572-576
2010-07-24（万方平台首次上网日期，不代表论文的发表时间）