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商业银行利率风险控制策略分析
Analyze the Control Strategy of Commercial Bank Interest Rate Risk
【摘要】 利率风险控制是利率风险管理的重要环节,也是识别、衡量利率风险工作的归结。按照是否涉及到资产负债表表内的项目,可将利率风险控制分为资产负债表内控制和资产负债表外控制。本文主要对资产负债表外控制策略进行分析,希望能为有效控制商业银行利率风险提供借鉴作用。
【Abstract】 The interest rate risk control is an important link in management of interest rate risk,and it is also the conclusion of recognizing,weighting the interest rate risk.According to whether involves to the projects that in property debt table,the interest rate risk control can be divided into the control of property debt in table and control of outside property debt table.This article mainly analyzes the control strategy to the property debt outside the table,and aims to provide some suggestions for controlling risk of commercial bank interest rate effectively.
【关键词】 利率风险;
套期保值;
金融衍生工具;
【Key words】 Interest rate risk; keep value in a set of time; tool appeared with the finance;
【Key words】 Interest rate risk; keep value in a set of time; tool appeared with the finance;
- 【文献出处】 西安财经学院学报 ,Journal of Xi’an Institute of Finance and Economics , 编辑部邮箱 ,2006年01期
- 【分类号】F832.2
- 【被引频次】9
- 【下载频次】365