| 利率市场化与商业银行利率风险管理 |
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| 引用本文： | 张磊. 利率市场化与商业银行利率风险管理[J]. 西安财经学院学报, 2003, 16(6): 23-25 |
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| 作者姓名： | 张磊 |
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| 作者单位： | 四川大学,经济学院,四川,成都,610064 |
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| 摘 要： | 利率市场化进程中，商业银行将面临巨大的利率风险，诸如重新定价风险、基本点风险、收益曲线风险、内含选择风险等，我国商业银行应加强利率风险管理，及时识别利率风险，完善利率风险管理技术，多渠道运用利率风险处理办法，并对风险进行客观的评价，以应对利率市场化的挑战。
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| 关 键 词： | 利率市场化 商业银行 中国 利率风险 风险管理 金融监管 |
| 文章编号： | 1672-2817(2003)06-0023-03 |
| 修稿时间： | 2003-09-29 |
Interest Rate Marketization and Interest Rate Risks Management of Commercial Banks |
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| ZHANG Lei. Interest Rate Marketization and Interest Rate Risks Management of Commercial Banks[J]. Journal of Xi‘an Institute of Finance & Economics, 2003, 16(6): 23-25 |
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| Authors: | ZHANG Lei |
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| Abstract: | In the process of interest rate marketization, commercial banks will face tremendous interest rate risks, such as repricing risk, basis risk, yield curve risk, embedded option risk. Therefore, to deal with the challenge of marketization, the commercial banks in our country should improve managerial ability of recognizing interest rate risks promptly, perfecting the managerial techniques, making use of various ways to lower risks and evaluating them objectively. |
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| Keywords: | interest rate marketization interest rate risks risk management |
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