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- W2370529009 abstract "A new kind of model of the bank assets and liabilities management was given according to the reality condition of the bank assets and liabilities management in our country,that is,two stage optimization model of the structure of assets and liabilities and credit risks control. Taking regulations and administration rules of the bank as bondage and taking the maxmwn of surplus of assets the optimization objective,the best proportional configuration of the assets arrangement was given in the first stage model. The model of credit risks control was given in the second stage taking the survival function and bank assets structure as restrain. At present the main distinguish model of the credit risks is arplie degree of the credit risks for that distribution parameter of the index wages the estimation and improved the distribution function of the ordinary life and limitation which only related to the time variable, and made the distribution function of the life." @default.
- W2370529009 created "2016-06-24" @default.
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- W2370529009 date "2001-01-01" @default.
- W2370529009 modified "2023-09-25" @default.
- W2370529009 title "Two-Stage Optimization Model of Bank Assets and Liabilities Management" @default.
- W2370529009 hasPublicationYear "2001" @default.
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