DU Chong-dong, LI Su-man" /> On interest-rate risk management of postal savings bureau

中国邮电高校学报(英文) ›› 2007, Vol. 14 ›› Issue (1): 115-121.doi: 1005-8885 (2007) 01-0115-07

• Artificial Intelligence • 上一篇    下一篇

On interest-rate risk management of postal savings bureau

DU Chong-dong, LI Su-man   

  1. Finance Department, Shijiazhuang Post and Telecommunication Technical College, Shijiazhuang 050021, China
  • 收稿日期:2006-08-19 修回日期:1900-01-01 出版日期:2007-03-30
  • 通讯作者: DU Chong-dong

On interest-rate risk management of postal savings bureau

DU Chong-dong, LI Su-man   

  1. Finance Department, Shijiazhuang Post and Telecommunication Technical College, Shijiazhuang 050021, China
  • Received:2006-08-19 Revised:1900-01-01 Online:2007-03-30
  • Contact: DU Chong-dong

摘要:

This article analyzes interest-rate risks faced by the postal savings bureau (PSB) based on the complete balance sheet. It presents the extended gap model and the extended duration gap model to measure the interest-rate risk, and discusses the inner balance-sheet strategies and the off-balance-sheet strategies to manage the interest-rate risks.

关键词:

interest-rate;risk,;gap;model,;duration;gap;model,;financial;engineering,;PSB

Abstract:

This article analyzes interest-rate risks faced by the postal savings bureau (PSB) based on the complete balance sheet. It presents the extended gap model and the extended duration gap model to measure the interest-rate risk, and discusses the inner balance-sheet strategies and the off-balance-sheet strategies to manage the interest-rate risks.

Key words:

interest-rate risk;gap model;duration gap model;financial engineering;PSB

中图分类号: