Acta Metallurgica Sinica(English letters) ›› 2007, Vol. 14 ›› Issue (1): 115-121.doi: 1005-8885 (2007) 01-0115-07

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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

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

CLC Number: