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Chinese Journal of Management Science ›› 2002, Vol. ›› Issue (6): 18-22.

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The Discussion on Commercial Bank Interest Rate Risk Analysis Method Based on Capital Flow Network

JI Lei1, JI Jian-yue2, WANG Yuan-yue2   

  1. 1. Institute of Policy and Management, Chinese Academy of Sciences, Beijing 100080, China;
    2. Business School, University of Science and Technology, Hefei 230026, China
  • Received:2002-07-01 Online:2002-12-28 Published:2012-03-06

Abstract: Different kinds and channels of capital resources and capital uses constitute a Capital Flow Network(CFN).Different capitals on CFN have different characters of quantity,interest rate and period,which can be used to analyze the interest rate risk of commercial bank.This paper makes some research on the application of CFN in the analysis of commercial bank interest rate risk.

Key words: commercial bank, capital flow network, interest rate risk

CLC Number: