Currently, as limitations of commercial banks in asset-liability management, there exists the prevalent status quo of mismatch on maturities of assets and liabilities, which may lead to a series of liquidity risk. Diamond and Dybvig (1983) show that while demand-deposit contracts let banks provide liquidity, they expose them to panic-based bank runs. But their model does not provide ways to regulate and control the bank-run situation. In this paper, based upon different types of commercial bank assets and liabilities, the gravitational model of assets and liabilities is established to help solve the problem of mismatch of maturity and thus reducing its risk to the largest extent.
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