Title :
Innovation application of re-pricing gap model in Minsheng Bank
Author :
Li, Xiangrong ; Yuan, Gonglin
Author_Institution :
Coll. of Math. & Inf. Sci., Guangxi Univ., Nanning, China
Abstract :
In China, interest rates determined completely by government in past are decided continually by financial market, which makes interest rates fluctuate more frequently. For more Chinese banks, interest rate risk is becoming one of main risks, so how to prevent and manage interest rate risk will also become an important task. In this paper, using re-pricing gap model, we make empirical research on interest rate risk faced by Minsheng Bank, which may help Minsheng Bank grasp more accurately the interest rate risk so that it can formulate more accurate management strategy.
Keywords :
banking; economic indicators; innovation management; pricing; risk management; Chinese banks; Minsheng Bank; financial market; innovation application; interest rate risk; re-pricing gap model; Economic indicators; Fluctuations; Information science; Mathematical model; Pricing; Risk management; Minsheng Bank; application; re-pricing gap model;
Conference_Titel :
Business Management and Electronic Information (BMEI), 2011 International Conference on
Conference_Location :
Guangzhou
Print_ISBN :
978-1-61284-108-3
DOI :
10.1109/ICBMEI.2011.5917902
