Liquidity Risk of Real Estate Finance in Commercial Bank

被引：0
|
作者：
Cheng, Jiaxu [1 ]
机构：
[1] State Grid Energy Res Inst, Beijing, Peoples R China
来源：
2013 INTERNATIONAL CONFERENCE ON MANAGEMENT (ICM 2013) | 2013年
关键词：
D O I：
暂无
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
The real estate financial business of commercial banks was made to the entry point, the content and features of real estate financial liquidity risk ware defined. Based on the VaR methods, the indexes of risk assessment and measurement, called CB-REFL-VaR, were set up. It is fit to the situation of development on Chinese finance and real estate market. Then using Shanghai Pudong Development Bank as a sample, this paper did a empirical testing about the CB-REFL-VaR methods, and calculated VaR of Shanghai Pudong Development Bank.
引用
收藏
页码：598 / 604
页数：7
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