Теоретико-вероятностные методы оценки и управления рисками в коммерческом банке

Матвеев Александр Владимирович
Additional contact information
Матвеев Александр Владимирович: СПбГУ

Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика, 2003, issue 4 (29), 114-117

Abstract: The author defines the commercial bank's liquidity and interest-rate risks as well as major terms related with them. The article also proposes a verbal model to describe the dynamics of liquidity risk's characteristics. The author then uses that mode! to explore the problem of the optimal management of the liquidity risk. A particular feature of this article is the usage of terms from probability theory as a basis for analysis.

Date: 2003
References: Add references at CitEc
Citations:

Downloads: (external link)
http://cyberleninka.ru/article/n/teoretiko-veroyat ... ommercheskom-banke-1

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:scn:003571:15268772

Access Statistics for this article

More articles in Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика from CyberLeninka, Федеральное государственное бюджетное образовательное учреждение высшего образования «Санкт-Петербургский государственный университет»
Bibliographic data for series maintained by CyberLeninka ().