摘要
通过赋予商业银行自主的定价权力,构造存贷款与利率期限的对数函数对Klein-Monti模型进行修正并进行数理推导。推导结论表明:(1)演绎了商业银行行为模型中存在的期限错配问题;(2)提出有效控制单位时间成本是存款定价的核心因素;(3)面对种类繁多的金融产品亟须结合创新技术处理。
This article gives the independent pricing power of commercial banks, interest rate term structure of deposits and loans and logarithmic function Klein-Monti model correction and mathemati-cal derivation. Derive conclusions：1.interpretation of the behavioral model of commercial banks in the maturity mismatch problem exists;2.raised to effectively control the cost per unit of time is a core factor in deposit pricing;3.face a wide range of financial products need to combine innovative technologies.
出处
《金融理论与实践》
北大核心
2014年第6期23-28,共6页
Financial Theory and Practice
基金
国家自然基金<基于样本外追踪效果的股票市场指数优化复制问题研究>(71171158)的阶段性成果之一
