Title :
Notice of Retraction
Liquidity management research of securities company´s self-owned capital based on business process
Author :
Wu Jia-yi ; Lin Jie ; Tian-shu Chu
Author_Institution :
Sch. of Econ. & Manage., Tongji Univ., Shanghai, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
The paper refers to liquidity management (LM) methods of typical financial institutions then comes up with LM frame based on business process (BP) involving securities company´s self-owned capital. First the core BPs are drew by analyzing various BPs, then budgets and liquidity plans will be formed so as to conduct liquidity matching by Asset-liability Management (ALM) models mainly controlling interest rate risk and liquidity risk. A financial products or investment portfolio will be formed according to the matching. It´s a feasible way to apply typical LM methods to securities company´s self-owned capital and use liquidity overplus to raise profit.
Keywords :
financial management; investment; risk management; asset-liability management models; business process; financial institutions; financial products; interest rate risk; investment portfolio; liquidity management research; liquidity risk; securities company self owned capital; Analytical models; Investments; Portfolios; Analysis; Asset-liability Management; Business Process; Liquidity Management;
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
DOI :
10.1109/ICCASM.2010.5620374
