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蒙古国商业银行流动性风险管理研究

Abstract第4-5页
1 Introduction第8-21页
    1.1 Background and significance of the subject第8-12页
    1.2 Review of literatures第12-19页
        1.2.1 Literature’s review abroad第12-17页
        1.2.2 Literature’s review in Mongolia第17-18页
        1.2.3 Summary of the literature’s review第18-19页
    1.3 Content of the subject and research methodology第19-21页
        1.3.1 Content of the subject第19-20页
        1.3.2 Research methodology第20-21页
2 Basic theories of commercial bank’s liquidity risk and management第21-46页
    2.1 Concepts and measurement of commercial bank’s liquidity risk第21-34页
        2.1.1 Concepts and causes of commercial bank’s liquidity risk第21-29页
        2.1.2 Measuring index of commercial bank’s liquidity risk第29-34页
    2.2 About the stress test model第34-38页
        2.2.1 Concept of the stress test第34-35页
        2.2.2 The importance of the liquidity risk stress testing第35-36页
        2.2.3 The main methods of the liquidity risk stress test第36-38页
    2.3 Management strategy of the liquidity risk第38-45页
        2.3.1 Capital aggregation method第39-41页
        2.3.2 Capital allocation method第41-43页
        2.3.3 Linear programming method第43-45页
    2.4 Summary of the chapter第45-46页
3 Analysis of the Mongolian commercial banks liquidity risk andcurrent situation of its management第46-76页
    3.1 The current status and causes of the Mongolian commercial banksliquidity risk第46-54页
        3.1.1 The current status of the liquidity risk of the Mongoliancommercial banks第46-51页
        3.1.2 Causes of the liquidity risk of the Mongolian commercial banks第51-54页
    3.2 Analysis of the Mongolian commercial banks liquidity risk based onthe stress test model第54-65页
        3.2.1 Construction of the basic model of the stress test第54-62页
        3.2.2 Application analysis of the Mongolian commercial banksliquidity stress test第62-65页
    3.3 The current status and problems of the management of the Mongoliancommercial banks liquidity risk第65-75页
        3.3.1 Analysis of the potential liquidity risk of the Mongoliancommercial banks第65-69页
        3.3.2 Analysis of the liquidity risk management problems of theMongolian commercial banks第69-75页
    3.4 Summary of the chapter第75-76页
4 Suggestions for strengthening the management of the Mongoliancommercial banks liquidity risk第76-85页
    4.1 Suggestions for the Mongolian commercial banks liquidity riskmanagement第76-81页
    4.2 Suggestions for the liquidity risk supervision authority of Mongolia第81-84页
    4.3 Summary of the chapter第84-85页
Conclusion第85-87页
References第87-93页
Acknowledgements第93-94页
Resume第94-95页
Appendix第95-96页
详细摘要第96-102页

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