MATEC Web Conf.
Volume 267, 20192018 2nd AASRI International Conference on Intelligent Systems and Control (ISC 2018)
|Number of page(s)||5|
|Section||Management Science and Engineering|
|Published online||11 February 2019|
Network Relationship between Commercial Bank Liquidity Indicators and Various Indicators—Based on Bayesian Network
Tianjin University of Finance and Economics, China
a Corresponding author: email@example.com
Draining liquidity is one of the main reasons for the financial crisis. Therefore, exploring the link between various indicators of banks and bank liquidity has great significance for studying bank liquidity risk. The article applies principal component to analysis the main components are extracted from the perspectives of assets, loans, deposits, borrowings and reserves. Then the Bayesian network is used to construct a network of links between liquidity and indicators based on this.
© The Authors, published by EDP Sciences, 2019
This is an open access article distributed under the terms of the Creative Commons Attribution License 4.0 (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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