Liquidity Management of the Participants in Chinese Real Time Gross Settlement Systems

16 Pages Posted: 26 Feb 2008 Last revised: 25 Oct 2009

See all articles by Xianhua Wei

Xianhua Wei

Chinese Academy of Sciences-Graduate University

Song Pan

Chinese Academy of Sciences (CAS)

Song Yang

Chinese Academy of Sciences (CAS)

Min Zhang

Chinese Academy of Sciences (CAS)

Min Chen

Chinese Academy of Sciences (CAS)

Abstract

This paper measures the performance level of liquidity management of the participating banks in RTGS system in China. Compared with the commercial banks in developed countries, this paper finds that the commercial banks are too conservative in liquidity management, and analyzes some main reasons for such situation. Furthermore, this paper explores some measures to improve liquidity management, and establishes a theoretical model about liquidity management of single commercial bank, and calculates out the optimal level of liquidity management.

Keywords: RTGS system, Liquidity management, Turnover ratio, Interbank money market

Suggested Citation

Wei, Xianhua and Pan, Song and Yang, Song and Zhang, Min and Chen, Min, Liquidity Management of the Participants in Chinese Real Time Gross Settlement Systems. Available at SSRN: https://ssrn.com/abstract=1097533 or http://dx.doi.org/10.2139/ssrn.1097533

Xianhua Wei (Contact Author)

Chinese Academy of Sciences-Graduate University ( email )

#80, Zhongguancun Dong Lu
Beijing, Beijing 100080
China
8610-8268 0938 (Phone)
8610-8268 0834 (Fax)

Song Pan

Chinese Academy of Sciences (CAS)

52 Sanlihe Rd.
Datun Road, Anwai
Beijing, Xicheng District 100864
China

Song Yang

Chinese Academy of Sciences (CAS)

52 Sanlihe Rd.
Datun Road, Anwai
Beijing, Xicheng District 100864
China

Min Zhang

Chinese Academy of Sciences (CAS)

52 Sanlihe Rd.
Datun Road, Anwai
Beijing, Xicheng District 100864
China

Min Chen

Chinese Academy of Sciences (CAS)

52 Sanlihe Rd.
Datun Road, Anwai
Beijing, Xicheng District 100864
China

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