【摘要】 随着利率市场化进程的推进,利率风险的加大,我国主要依靠利息收入获取收益的国有商业银行将会暴露于更大的利率风险之下。因此利率风险管理显得异常重要。从商业银行面临的主要利率风险入手,对传统的利率敏感性缺口模型和久期技术进行了对比分析,并进行了简单的总结。更多还原

【Abstract】 With the development of the interest rate marketing,the interest rate risk is increasing greatly.In our country,the commercial hank,which is mainly depending on interest,is facing more and more risk about interest rate.So,it is very important for us to analyse the management of interest rate risk.This paper reports a study on the four main interest rate risks commercial bank faces now,and have an analysis on the traditional interest rate elastic- ity model and duation model.In the end,some possible measures that our commercial banks can take now are sug- gested.更多还原