| 利率市场化与商业银行利率风险管理 |
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| 引用本文： | 钟锦. 利率市场化与商业银行利率风险管理[J]. 当代经济科学, 2003, 25(6): 28-30 |
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| 作者姓名： | 钟锦 |
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| 作者单位： | 中国信达资产管理公司贵阳办事处,贵州,贵阳,550000 |
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| 摘 要： | 我国商业银行资产负债结构比较单一 ,主要是存贷款业务而且两者不匹配 ,利率市场化后 ,可能给商业银行带来的利率风险有四类 ;我国商业银行应参照巴塞尔利率管理的核心原则 ,积极推进利率风险管理体系的建设。
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| 关 键 词： | 利率市场化 资产匹配 利率风险 负债管理 |
| 文章编号： | 1002-2848(2003)06-0028-03 |
| 修稿时间： | 2003-10-10 |
Marketization of Interest Rate and Commercial Banks'''' Interest Rate Risk Management |
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| ZHONG Jin. Marketization of Interest Rate and Commercial Banks'''' Interest Rate Risk Management[J]. Modern Economic Science, 2003, 25(6): 28-30 |
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| Authors: | ZHONG Jin |
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| Abstract: | In the unitary assets and liabilities structure of domestic commercial banks there are only deposit and loan transactions, one unmatched with the other. The interest rate marketization might bring four types of interest rate risk to the commercial banks. We should press on with the building of the interest rate risk management system with reference to the key principle on it in Basel Agreement. |
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| Keywords: | interest rate marketization assets matching interest rate risk |
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