Study On The Management Of The Funds-Flow Risk Of Commercial Bank

In order to strengthen the overall management of the Funds-Flow Risk of commercial bank, this paper try to introduce the basic concepts of management of risks, the management of Funds-Flow and the management of Funds-Flow Risk of commercial bank, focusing on funds-circulating gap model and cover-held model. Through applied analysis of the Found-Flow Risk, this paper prospect the core deposit and fund-flow of commercial bank and give some advice of the management of the Funds-Flow Risk.A. The funds-circulating gap model. It is very important for commercial bank to strengthen the management of the Funds-Flow Risk by estimating core deposit from all. This paper use the western style of commercial bank funds-flow gap model as reference, work out funds-flow gap model and measure the long-term trends of variable deposit with the HP filtration, and calculate core deposit to work out funds-flow gap and measure the status of commercial bank funds-flow.B. The cover-held model. To run cover-held model is one of the content for the commercial bank funds-flow management. At present, commercial banks in China manage the cover very subjectively, and always ignore the ability to make profits, thus there is a distance between Chinese banks and western banks. Considering the goal of gaining profits, this paper put forward the mathematical model for fixing the cover-held, and analyzes it from the angle of funds-flow.Through discuss of the two mathematical model, the funds-circulating gap model and the cover-held model, this paper point out a measure method for the mathematical management model of the Funds-Flow Risk of commercial bank, which can make some realistic sense for management of the Funds-Flow Risk of commercial bank in China.