Liquidity Management Research of Securities Companys Self-owned Capital Based on Business Process

摘要：

The paper refers to liquidity management (LM) methods of typical financial institutions then conies up with LM frame based on business process (BP) involving securities companys self-owned capital. First the core BPs are drew by analyzing various BPs, then budgets and liquidity plans will be formed so as to conduct liquidity matching by Asset-liability Management (ALM) models mainly controlling interest rate risk and liquidity risk. A financial products or investment portfolio will be formed according to the matching. Its a feasible way to apply typical LM methods to securities companys self-owned capital and use liquidity overplus to raise profit.

关键词： liquidity management business process analysis asset-liability management

作者: WU Jia-yi LIN Jie CHU Tian-shu

作者单位: School of Economics & Management Tongji University Shanghai, China Shanghai Stock Exchange Shanghai, China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 434-437

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）