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 |