商业银行流动性风险的度量和管理-金融学专业论文.docxVIP

banks banks have no ability to raise funds in order to pay matured debt because 4 4 of lack funds. This paper analyzed the characteristics of liquidity risk, mechanism and relationship with other risks. Then, we investigated the methods of measurement of liquidity, and analyzed the liquidity risk of stocks and bonds on the basis of BDSS. For the loans, we can deal with from two aspects: the time structure and securitization of credit. Furthermore, we put forward a train of thought that measurement credit risk, market risk, operational risk and liquidity risk synthetically. Using the experience