An analysis of liquid risk and interest rate risk based on the unmatched period structure of assets and liabilities of commercial banks 商业银行资产负债期限结构错配的流动性风险和利率风险分析
As a new financing mechanism , housing mortgage securitization reduced financial risk and financing cost of housing financial intermediaries , improved the structure of assets and liabilities , and raised their economic benefits 作为一种新的融资机制,它降低了住宅信贷中介机构的金融风险和融资成本,改善了资产负债结构,提高了其经济效益。
Then , basing on the analysis of structure of asset and liability and the matching between asset and liability and regarding maximizing interest as objective , the article put forwards some steps about control of liquidity risk 然后,在分析资产负债结构的基础上,从资产和负债合理匹配的角度出发,在商业银行盈利性最武汉理工大学硕士论文大的目标下,从资产结构调整和负债结构调整两个方面给出了防范流动性风险的措施。
Asset securitization has been one of the most important financial innovations since the 1970s . it transfers the asset that is lack of liquidity into liquid securities through structuring a series of trades in order to obtain capital and improve the structure of assets and liabilities 资产证券化是20世纪70年代以来最重要的金融创新之一,它通过巧妙设计,将流动性差的资产转换为流动性好的证券,借以融通资金,达到改善资产负债结构的目的。
Then , according to the cause of formation analysis , find out that the influential factor of liquidity risk mainly derive from two aspects - the internal structure of asset and liability and external economic environment , affirm and quantitatively analyze the influential degree of these factors for liquidity risk by means of static index method , correlation coefficient method , liquidity gap method , consequently acquire the major influential factor of liquidity risk 然后,结合成因分析,找出国有商业银行流动性风险的影响因素主要来自于银行自身资产负债结构和外部的宏观经济大环境两个方面,并分别利用静态指标法、相关系数法、流动性缺口模型法对影响因素对流动性风险的影响程度加以量化确认,从而明确现阶段流动性风险的主要影响因子。