【摘要】 我们在银行股东权益价值模型的基础上 ,推导了测度银行利率风险暴露水平的一个指标———银行股东权益的利率弹性的表达式 ,并总结了它与相关经济变量之间的相互关系。这一研究对于银行管理与控制其利率风险的意义在于 ,我们能够量化银行在任意时刻的利率风险暴露水平 ,并隐含了对远期利率的预测 ,更重要的是 ,我们从中能够发现降低银行股东权益的利率弹性 ,从而降低银行利率风险暴露水平的途径。更多还原

【Abstract】 From the model of the value of bank equity,we derive the expression of the interest rate elasticity of bank equity,which is an indicator regarded as the measure of a bank’s interest rate risk exposure,and conclude the relation of the indicator and some related variables.Form the sense that the bank to manage and control it’s interest rate risk,the significance of our researches lies in that we can quantify the level of interest rate risk exposure at any time and implicitly predict the forward rate,and what’s more,we find a method by which we can reduce the interest rate elasticity of bank equity so as to reduce the level of interest rate risk exposure.更多还原