浅析中国商业银行实施利率风险管理的制约因素及路径选择

On the Choice of the Plight and the Path of Interest Rate Risk Management Carried out by the Commerc

  • 摘要: 利率变化会引起商业银行金融资产价值变动的风险。基于国际上利率风险度量三种常规方法的假设,得出利率风险控制的表内控制法和表外控制法。从分析我国商业银行实施利率风险控制内外制约因素出发,对我国商业银行实施利率风险控制提出政策建议。

     

    Abstract: Interest rate change can result in the risk of changing the value of financial assets of commercial banks.Based on three normal assumptions of the international interest rate risk measure,this paper puts forward a method of controlling interest rate risks that includes the internal and external ones.By analyzing the internal and external restricted factors of interest rate risks carried out by the commercial banks in our country,the author gives some suggestions on the implementation of interest rate risk m...

     

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