| 中国商业银行利率风险管理的约束与行为选择 |
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| 引用本文： | 贺国生,甘煜.中国商业银行利率风险管理的约束与行为选择[J].生态经济(学术版),2008(2):134-137. |
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| 作者姓名： | 贺国生 甘煜 |
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| 作者单位： | [1]西南财经大学金融学院,成都610074 [2]中国银监会监管二部,北京100800 |
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| 摘 要： | 中国商业银行为什么存在着利率风险管理的弱化?这种选择是否满足于商业银行在约束条件下最优的理性行为? 本文通过对中国商业银行利率风险管理的具体约束条件的分析,从成本收益角度,在理论上解释了中国商业银行行为的理性选择.
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| 关 键 词： | 商业银行 利率风险 约束与行为选择 中国 商业银行 银行利率 风险管理 体约束 行为选择 Risk Management Interest Rate Bank Commercial Behavior 理性选择 银行行为 解释 理论 成本收益 分析 理性行为 最优 条件 |
Constraints and Behavior Choices of Commercial Bank on Interest Rate Risk Management |
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| HE Guo-sheng,GAN Yu.Constraints and Behavior Choices of Commercial Bank on Interest Rate Risk Management[J].Ecological Economy,2008(2):134-137. |
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| Authors: | HE Guo-sheng GAN Yu |
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| Institution: | HE Guo-sheng1,GAN Yu2 (1.School of Finance,Southwestern University of Finance , Economics,Chengdu 610074,China,2.Second supervision department,China Banking Regulatory Commission,Beijing 100800,China) |
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| Abstract: | So far why the commercial bank in China exists the weaken of interest rate risk management? Whether this kind of choice satisfies with the best reasonable behavior of the commercial bank in restraint conditions? The article from the cost- benefit analysis explains the reasonable choice of Chinese commercial bank behavior theoretically by analyzing the concrete restraint conditions of interest rate risk management in Chinese commercial bank. |
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| Keywords: | commercial bank interest rate risk constraints and behavior choices |
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