Innovation Application of Re-pricing Gap Model in Minsheng Bank
In China, interest rates determined completely by government in past are decided continually by financial market, which makes interest rates fluctuate more frequently. For more Chinese banks, interest rate risk is becoming one of main risks, so how to prevent and manage interest rate risk will also become an important task. In this paper, using repricing gap model, we make empirical research on interest rate risk faced by Minsheng Bank, which may help Minsheng Bank grasp more accurately the interest rate risk so that it can formulate more accurate management strategy.
application re-pricinggapmodel MinshengBank
Xiangrong Li Gonglin Yuan
Guangxi University,College of Mathematics and Information Science,Nanning, Guangxi, 530004, P.R. Chi Guangxi University, College of Mathematics and Information Science, Nanning, Guangxi, 530004, P.R. C
国际会议
广州
英文
1-3
2011-05-13（万方平台首次上网日期，不代表论文的发表时间）