商业银行控制利率风险的技术和工具

随着我国利率市场化改革进程的加快以及我国与世界经济和金融联系的加强 ,利率波动的频率和幅度将越来越大 ,因而商业银行将面临更大的利率风险。为此 ,本文介绍了西方商业银行如何运用持续期缺口、远期利率协议、期货、期权等技术和工具来管理和控制利率风险 ,以期对我国的商业银行有所借鉴。

How a Commercial Bank Controls Its Interest-rate Risk

With the liberalization of our interest rate going on and our economic and financial relationship with the world becoming stronger, interest rate in our country will become more volatile, therefore, commercial banks will be faced by more interest-rate risks. To introduce foreign experience to our commercial banks, in this paper, the author will tell you how foreign commercial banks control their interest-rate risk with such tools as duration gap, FRAs, futures, options, and so on.