On Interest-Rate Risk in Use of Postal Savings Funds

被引：0

作者：

DU Chongdong ZHOU ZhicuiFinance Department Shijiazhuang Post and Telecommunication Technical College Shijiazhuang PR China ^{[50021
]}

机构：

来源：

The Journal of China Universities of Posts and Telecommunications | 2006年 / 02期

关键词：

interest rate; interest-rate risk; postal savings funds;

D O I：

暂无

中图分类号：

F618.3 [邮政其他业务];

学科分类号：

020205 ; 0202 ;

摘要：

This paper analyzes interest-rate risks that postal savings bureau may face. Our analysis is based on the cash flow characteristics of postal savings funds. The analyzed interest-rate risks consist of re-pricing risks, reinvestment risks, yield curve risks, basis risks and other derivative risks such as credit risks and liquidity risks. This paper presents alternative methods to control and manage these interest-rate risks.

引用

页码：99 / 102

页数：4