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On interest-rate risk management of postal savings bureau
被引：0
作者：
DU Chongdong LI Suman Finance Department Shijiazhuang Post and Telecommunication Technical College Shijiazhuang China
[50021
]
机构：
关键词：
interest-rate risk;
gap model;
duration gap model;
financial engineering;
PSB;
D O I：
暂无
中图分类号：
F618.3 [邮政其他业务];
F224 [经济数学方法];
学科分类号：
020205 ;
0202 ;
0701 ;
070104 ;
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.
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页码：115 / 121
页数：7
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