Journal of Shanghai University(Natural Science Edition)

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Volume and Term Structure of Commercial Bank Loan

FAN Tao, REN Jing-nan, WEI Yong-wei   

  1. Division of Basic Courses, Shanghai Maritime University, Shanghai 200135,
    China
  • Received:2006-07-10 Revised:1900-01-01 Online:2007-06-30 Published:2007-06-30
  • Contact: FAN Tao

Abstract: Focusing on the decision of commercial bank's loan, we study how a bank set the volume and term structure of its loan to achieve the balance among profit, liquility and security under the current asset/liability ratio management and the dynamic change of asset/liability. A solution is provided on the basis of the dynamic change, ratio management and loan quality evaluation.

Key words: loan decision, term structure, asset/liability ratio management

CLC Number: