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

Pubblicato online: 26 dic 2023

Ricevuto: 06 apr 2023

Accettato: 05 lug 2023

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

Parole chiave

<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

This work is licensed under the Creative Commons Attribution 4.0 International License.