Title :
The Management to Commercial Bank´s Reserve Based on Liquidity Risk
Author :
Xin-Song, Yang ; Zhao, Li
Author_Institution :
Sch. of Accounting, Jiangsu Teachers Univ. of Technol., Changzhou, China
Abstract :
It is an important source for Commercial bank´s reserve to deal with liquidity risk. In the modern society with highly increasing liquidity risk, the management to commercial bank´s reserve is particularly important. Based on the analysis of Monti-Klein model, I take liquidity risk into account and draw some interesting conclusions: 1. In the management to Commercial bank´s reserve, the increase to the level of penalty interest rate will lead to a reduction in the number of loans and an increase in the number of deposits; 2. If the behavior of public withdrawal is more uncertain, it is more likely to lead to a decline in the number of loans in most cases.
Keywords :
banking; risk management; Monti-Klein model; commercial banks reserve management; liquidity risk management; Conference management; Costs; Economic indicators; Industrial engineering; Information management; Innovation management; Random variables; Risk analysis; Risk management; Technology management; Commercial bank´s reserve; Monti-Klein model; The management to risk; liquidity risk;
Conference_Titel :
Information Management, Innovation Management and Industrial Engineering, 2009 International Conference on
Conference_Location :
Xi´an
Print_ISBN :
978-0-7695-3876-1
DOI :
10.1109/ICIII.2009.565
