A Study on Macro Measurement Methods and Volatility Characteristics of Interest Rate Risk of Commercial Banks under the New LPR Mechanism

Publicado en línea: 26 dic 2023

Recibido: 06 abr 2023

Aceptado: 05 jul 2023

DOI: https://doi.org/10.2478/amns.2023.2.01620

Palabras clave

<kwd>Interest rate risk</kwd>, <kwd>LPR mechanism</kwd>, <kwd>MS-DSGE model</kwd>, <kwd>Markov zone system transformation</kwd>, <kwd>Duration gap</kwd>

© 2023 Lingling Wang et al., published by Sciendo

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