A new market risk management approach for commercial banks' fixed-income securities trading accounts

被引：0

作者：

Liu, Chang ^{[1
]}

Lin, Dongtao ^{[2
]}

Wang, Yifeng ^{[3
]}

Qi, Shuai ^{[4
]}

机构：

[1] SouthWestern Univ Finance & Econ, Sch Secur & Futures, Chengdu, Peoples R China

[2] Sichuan Univ, Coll Foreign Languages & Cultures, Chengdu, Peoples R China

[3] Univ Cambridge, Sch Econ, Cambridge, England

[4] Univ New South Wales, Dept Commerce, Kensington, NSW, Australia

来源：

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS | 2023年 / 28卷 / 01期

关键词：

commercial banks; fixed‐ income trading; market risk; trading account;

D O I：

10.1002/ijfe.2417

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

As the financial market in China persistently develops, the market risk of commercial banks' trading account and its risk management have become a heated topic for both financial institutions and regulatory authority. Based on the fixed-income securities trading's daily practices of commercial banks, this paper develops a framework of market risk management for commercial banks' RMB trading accounts.

引用

页码：225 / 235

页数：11

共 14 条

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