A new market risk management approach for commercial banks' fixed‐income securities trading accounts

Chang Liu, Dongtao Lin, Yifeng Wang and Shuai Qi

International Journal of Finance & Economics, 2023, vol. 28, issue 1, 225-235

Abstract: As the financial market in China persistently develops, the market risk of commercial banks' trading account and its risk management have become a heated topic for both financial institutions and regulatory authority. Based on the fixed‐income securities trading's daily practices of commercial banks, this paper develops a framework of market risk management for commercial banks' RMB trading accounts.

Date: 2023
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