欠发达地区农村合作金融机构利率风险研究——以广西崇左市为例

近十年来,我国利率市场化进程加速,中央银行为应对复杂的国际国内形势更频繁地使用利率工具,存、贷款基准利率的波动幅度逐渐加大,存在不同方向和不同幅度的利率变化,对欠发达地区农村合作金融机构的利率风险防范策略是一种考验.本文通过建立利率敏感性缺口模型,对崇左市7家农村合作金融机构的利率敏感性缺口、利率敏感性比率、利率敏感性比率偏离度、利率敏感性缺口率进行实证分析,并针对其潜在风险和存在问题提出政策建议.

The Empirical Analysis on Interest Rate Risks of Rural Credit Cooperatives in Less Developed Areas

Marketization of the interest rate in China accelerated over the past decade. Facing the complex interna- tional and domestic situation, People＇ s Bank of China adjusted the interest rate more frequently, accompany with the increasing fluctuation in RMB benchmark deposit and lending interest rates of financial institutions, which is a great challenge for rural credit cooperatives in less developed areas to prevent interest rate risks.Based on the interest sensi- tivity model, this paper analyzes the interestsensitive gap, interest- sensitive proportion, deviation and gap ratio of 7 rural credit cooperatives in Chongzuo city. Aiming at the potential risks and problems of rural credit cooperatives in less developed areas, this paper puts forward some suggestions.