IEEE - Institute of Electrical and Electronics Engineers, Inc. - Risk management of assets and liabilities in commercial banks based on gravity model

2010 International Conference on Financial Theory and Engineering (ICFTE)

Author(s): Chen Jingyuan ; Jiang Chao ; Zha Li ; Wang Yuchen
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2010
Conference Location: Dubai, United Arab Emirates, United Arab Emirates
Conference Date: 18 June 2010
Page(s): 185 - 189
ISBN (Electronic): 978-1-4244-7759-3
ISBN (Paper): 978-1-4244-7757-9
DOI: 10.1109/ICFTE.2010.5499398
Regular:

Currently, as limitations of commercial banks in asset-liability management, there exists the prevalent status quo of mismatch on maturities of assets and liabilities, which may lead to a series... View More

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