Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
725730 | The Journal of China Universities of Posts and Telecommunications | 2006 | 4 Pages |
Abstract
This paper analyzes interest-rate risks that postal savings bureau may face. Our analysis is based on the cash flow characteristics of postal savings funds. The analyzed interest-rate risks consist of re-pricing risks, reinvestment risks, yield curve risks, basis risks and other derivative risks such as credit risks and liquidity risks. This paper presents alternative methods to control and manage these interest-rate risks.
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