| 我国商业银行利率风险管理技术探究 |
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| 引用本文： | 徐信虎,杨军战. 我国商业银行利率风险管理技术探究[J]. 上海商学院学报, 2008, 9(1): 1-4 |
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| 作者姓名： | 徐信虎 杨军战 |
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| 作者单位： | 上海商学院流通经济学院,中国上海,200235;上海财经大学金融学院,中国,上海,200433 |
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| 摘 要： | 随着利率市场化的不断深化，我国商业银行日益面临重大的利率风险。本文简要分析了利率风险的基本态势，同时考察并探究了利率风险管理技术如何适应这类变化。
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| 关 键 词： | 利率风险 利率市场化 收益率曲线 久期 |
| 文章编号： | 1637-324X(2008)-01-01-04-04 |
| 修稿时间： | 2007-11-11 |
Interest Risk Management Methodologies of Chinese Commercial Banks Based on Current Underlying Trends |
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| XU Xinhu,YANG Junzhan. Interest Risk Management Methodologies of Chinese Commercial Banks Based on Current Underlying Trends[J]. , 2008, 9(1): 1-4 |
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| Authors: | XU Xinhu YANG Junzhan |
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| Abstract: | With the deepen further development of the interest rate marketization,the interest rate risk has become a more important risk in Chinese commercial banks.This article takes a brief look at some of the underlying trends in the interest rate community and examines how the risk management methodologies has adapted to these changes. |
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| Keywords: | Interest rate risk interest marketization yield curve curve duration |
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