【摘要】 利率风险是商业银行的基本风险之一,利率风险的存在将对商业银行的利润和市场价值等产生综合的影响。商业银行利率风险的产生主要来自收益风险和价值风险两个方面,只有科学地测量出利率风险,才能利用现代管理策略和手段将风险保持在一个合理的或可控的水平,从而实现利率风险管理的目标———利润最大化。更多还原

【Abstract】 Risk of interest rates is one of the basic risks faced by commercial banks. It has a comprehensive impact on the return and market value. This paper concentrates on its occurrence, measurement as well as the choice of strategy and approaches to control it.更多还原