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信用卡业务的总量风险管理研究

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摘要 本文首先从资产管理的角度,对信用卡业务的特点进行了全面的分析,在此基础上分析了信用卡业务收益与投资总额的关系,得出了信用卡业务收益随投资总额变化的总体趋势。基于信用卡业务投资收益率的概率密度函数,本文建立了一种信用卡业务总量管理手段,不仅能够帮助银行对信用卡业务的总体管理,同时提供了对于银行投资组合决策的支持。
作者 林莉 张素芬
机构地区 西南财经大学
出处 《商场现代化》 北大核心 2006年第06X期75-76,共2页
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