详细信息
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 Commercial Banks in China
文献类型:期刊文献
中文题名: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
英文题名:On the Choice of the Plight and the Path of Interest Rate Risk Management Carried out by the Commercial Banks in China
作者:史瑛[1]
第一作者:史瑛
机构:[1]新乡学院
第一机构:新乡学院
年份:2008
卷号:28
期号:5
起止页码:61-64
中文期刊名:信阳师范学院学报:哲学社会科学版
收录:国家哲学社会科学学术期刊数据库
语种:中文
中文关键词:中国;商业银行;风险度量;利率风险;控制
外文关键词:China; commercial banks; risk measure; interest rate risk; control
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。
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 ineludes the internal and external ones. By analyzing the internal and external restricted faetors 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 management.
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