【摘要】 该文基于内部资金转移定价(FTP)体系的建设,对商业银行的债券业务、贷款业务和存款业务分别构建了相应的利率期限结构模型,并进行实证检验,研究结果支持了这些结构模型的有效性。更多还原

【Abstract】 Based on the construction of the fund transfer pricing (FTP) system, this paper develops interest-rate term structure models of the bond, loan and deposit businesses of commercial banks, followed by empirical tests, whose results verify the effectiveness of these models.更多还原