| 商业银行利率风险管理模型及实证分析 |
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| 引用本文： | 高桥. 商业银行利率风险管理模型及实证分析[J]. 商业研究, 2006, 0(18): 44-49 |
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| 作者姓名： | 高桥 |
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| 作者单位： | 青岛广播电视大学,财经部,山东,青岛,266012 |
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| 摘 要： | 利率风险是利率的不利变动给银行财务状况带来的风险。利率的变动通过影响银行的净利息收入和其他一些利率敏感性收益和经营费用,最终影响到银行的收益。如果对利率敏感性缺口和持续期缺口模型进行分析,可以探讨出规避利率风险的相关思路。
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| 关 键 词： | 利率风险 利率敏感性缺口 持续期缺口 实证分析 |
| 文章编号： | 1001-148X（2006）18-0044-05 |
| 收稿时间： | 2006-01-10 |
| 修稿时间： | 2006-01-10 |
Interest Rate Risk Management Model for Commercial Banks |
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| GAO Qiao. Interest Rate Risk Management Model for Commercial Banks[J]. Commercial Research, 2006, 0(18): 44-49 |
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| Authors: | GAO Qiao |
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| Abstract: | Interest rate risk results from the risk of the bank' s financial conditions caused by the unbeneficial adjustments and changes of the interest rate. With influencing the bank's net interest income and some other Interest - Sensitive income and managing income, the interest rate changes ultimately influence the bank's income.This paper makes empirical analyses of the interest - sensitive,duration gap and interest - sensitive gap in order to find the soludons to interest rate risk evasion. |
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| Keywords: | interest rate risk interest-sensitive gap duration gap empirical analysis |
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